INTERNATIONAL ARTICLES: MARKET EFFICIENCY AND RETURN PREDICTABILITY IN THE EMERGING SECURITIZED REAL...
INTERNATIONAL ARTICLES: MARKET EFFICIENCY AND RETURN PREDICTABILITY IN THE EMERGING SECURITIZED REAL ESTATE MARKETS
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Clemson: Taylor & Francis Ltd
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Language
English
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Publisher
Clemson: Taylor & Francis Ltd
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Contents
This paper tests market efficiency and return predictability for twelve emerging and four developed securitized real estate markets from 1992 through 2009. The analysis is based on autocorrelation tests, as well as both single variance and multiple variance ratio tests. Furthermore, non-parametric runs tests are conducted. Empirical evidence shows...
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Full title
INTERNATIONAL ARTICLES: MARKET EFFICIENCY AND RETURN PREDICTABILITY IN THE EMERGING SECURITIZED REAL ESTATE MARKETS
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TN_cdi_proquest_journals_864528956
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_864528956
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ISSN
0927-7544
E-ISSN
1573-8809
