Listed real estate futures trading, market efficiency, and direct real estate linkages: International evidence

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Business, Economics, Finance +17

Speculation and Economic Stability

Nicholas Kaldor · The Review of Economic Studies · 1939 · 899 citations

Social Sciences, Economics, Financial Economics +14

The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes

Robert F. Engle, José Gonzalo Rangel · Review of Financial Studies · 2008 · 897 citations

Social Sciences, Economics, Finance +17

Futures‐Trading Activity and Stock Price Volatility

Hendrik Bessembinder · The Journal of Finance · 1992 · 332 citations

Business, Finance, Asset Pricing +16

Further Evidence on the Integration of REIT, Bond, and Stock Returns

John L. Glascock, Chiuling Lu, Raymond W. So · The Journal of Real Estate Finance and Economics · 2000 · 323 citations

Business, Economics, Finance +14