Do Traditional Real Estate ETFs Increase the Volatility of REITs?

IF 1.2 4区经济学 Q3 BUSINESS, FINANCE

Journal of Real Estate 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

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Real Estate Research Multiple-

CiteScore

1.40

自引率

12.50%

发文量

期刊介绍： The American Real Estate Society (ARES), founded in 1985, is an association of real estate thought leaders. Members are drawn from academia and the profession at large, both in the United States and internationally. The Society is dedicated to producing and disseminating knowledge related to real estate decision making and the functioning of real estate markets. The objectives of the American Real Estate Society are to encourage research and promote education in real estate, improve communication and exchange of information in real estate and allied matters among college/university faculty and practicing professionals, and facilitate the association of academic, practicing professional, and research persons in the area of real estate.