Do Traditional Real Estate ETFs Increase the Volatility of REITs?

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2020-12-08 DOI:10.1080/08965803.2020.1844534

William G. Hardin, Catalina Hurwitz, A. Parhizgari

引用次数: 8

Abstract

We examine the impact of the introduction of traditional, non-U.S., real estate exchange traded funds (ETFs) on the realized volatility of real estate ETFs’ component stocks in a global setting. We...

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传统的房地产ETF会增加REITs的波动性吗？

我们研究了在全球环境中，引入传统的非美国房地产交易所交易基金（ETF）对房地产ETF成分股的实际波动性的影响。我们

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.