USF St. Petersburg campus Faculty Publications
The linkage of REIT income-and price-returns with fundamental economic variables.
Document Type
Article
Publication Date
2003
ISSN
1520-3255
Abstract
Excerpt: “…This article explores how real estate investment trusts (REITs) may offer profitable options that are not closely linked to the performance of the U.S. equity markets. Specifically, we observe how REIT returns respond differently to changes in macroeconomic variable and to movement in the U.S. equity market. This study explores new terrain by focusing upon the income and price components of RET returns and by examining the interaction of income- and price-returns with fundamental economic variables that capture changes in economic and financial activities…” (p.39)
Language
en_US
Publisher
Institutional Investor, Inc.
Recommended Citation
Downs, D.H., Fung, H.-G., Patterson, G.A. & Yau, J. (2003). The linkage of REIT income-and price-returns with fundamental economic variables. The Journal of Alternative Investments, 6(1), 39-50.
Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.
Comments
Excerpt only. Full-text article is available through licensed access provided by the publisher. Published in The Journal of Alternative Investments, 6(1), 39-50. Members of the USF System may access the full-text of the article through the authenticated link provided. This article was also abstracted by The CFA Digest, 2004, 34, 1, pp. 7-8.