The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency

Brent W. Ambrose; Esther Ancel; Mark D. Griffiths

doi:10.1111/1540-6229.00571

The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency

Real Estate Economics ◽

10.1111/1540-6229.00571 ◽

1992 ◽

Vol 20 (1) ◽

pp. 25-54 ◽

Cited By ~ 65

Author(s):

Brent W. Ambrose ◽

Esther Ancel ◽

Mark D. Griffiths

Keyword(s):

Real Estate ◽

Market Segmentation ◽

Fractal Structure ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

Investment Trust

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Real estate investment trust return dynamics and value-at-risk under alternative classes of model specifications

The Journal of Risk ◽

10.21314/jor.2013.265 ◽

2013 ◽

Vol 15 (4) ◽

pp. 3-33

Author(s):

Jung-Suk Yu

Keyword(s):

At Risk ◽

Real Estate ◽

Value At Risk ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

Investment Trust ◽

Return Dynamics

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Comparing the Quality of Accruals for Alternative Summary Performance Measures in the Real Estate Investment Trust (REIT) Industry

SSRN Electronic Journal ◽

10.2139/ssrn.929540 ◽

2006 ◽

Cited By ~ 3

Author(s):

Desmond Tsang

Keyword(s):

Real Estate ◽

Performance Measures ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

The Real ◽

The Real Estate ◽

Investment Trust

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6 Die wirtschaftliche Bedeutung des deutschen Real Estate Investment Trust „G-REIT“

Real Estate Investment Trusts und ihre Auswirkungen auf den Kapitalmarkt ◽

10.1515/9783110402780.137 ◽

2015 ◽

Keyword(s):

Real Estate ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

Investment Trust

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The influence of the real estate investment trust in the real estate sector on the Costa del Sol

European Research on Management and Business Economics ◽

10.1016/j.iedeen.2020.10.003 ◽

2021 ◽

Vol 27 (1) ◽

pp. 100133

Author(s):

Ricardo Urrestarazu Capellán ◽

José Luis Sánchez Ollero ◽

Alejandro García Pozo

Keyword(s):

Real Estate ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

The Real ◽

The Real Estate ◽

Investment Trust ◽

Real Estate Sector

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Washington Real Estate Investment Trust

Mergent s Dividend Achievers ◽

10.1002/div.7566 ◽

2008 ◽

Vol 5 (3) ◽

pp. 304-304

Keyword(s):

Real Estate ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

Investment Trust

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The policies and financing behavior of Chinese real estate developers : analyzing "Zhonghai.Greentown" real estate investment trust fund project

10.5353/th_b5025468 ◽

2012 ◽

Cited By ~ 1

Author(s):

Yu Chen

Keyword(s):

Real Estate ◽

Real Estate Investment Trust ◽

Trust Fund ◽

Real Estate Investment ◽

Investment Trust ◽

Real Estate Developers ◽

Financing Behavior

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Baldry, Lorraine, (born 22 May 1949), Chairman: Inventa Partners, since 2002; London & Continental Railways Ltd, since 2011; Schroder Real Estate Investment Trust, since 2014

10.1093/ww/9780199540884.013.u245749 ◽

2007 ◽

Keyword(s):

Real Estate ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

Investment Trust

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Washington Real Estate Investment Trust

Mergent s Dividend Achievers ◽

10.1002/div.6878 ◽

2008 ◽

Vol 5 (1) ◽

pp. 305-305

Keyword(s):

Real Estate ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

Investment Trust

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Information Diffusion in the U.S. Real Estate Investment Trust Market

The Journal of Real Estate Finance and Economics ◽

10.1007/s11146-014-9464-1 ◽

2014 ◽

Vol 51 (2) ◽

pp. 190-214 ◽

Cited By ~ 3

Author(s):

Masaki Mori

Keyword(s):

Real Estate ◽

Information Diffusion ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

Investment Trust ◽

The U.S

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H & R Real Estate Investment Trust

Mergent s Dividend Achievers ◽

10.1002/div.5826 ◽

2007 ◽

Vol 4 (2) ◽

pp. 358-358

Keyword(s):

Real Estate ◽

Real Estate Investment Trust ◽

Real Estate Investment ◽

Investment Trust

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