Market Efficiency and Return Predictability in the Emerging Securitized Real Estate Markets
Market Efficiency and Return Predictability in the Emerging Securitized Real Estate Markets
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Author / Creator
Publisher
American Real Estate Society
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Language
English
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Publication information
Publisher
American Real Estate Society
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Scope and Contents
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
Market Efficiency and Return Predictability in the Emerging Securitized Real Estate Markets
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Author / Creator
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Record Identifier
TN_cdi_proquest_miscellaneous_866976893
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_866976893
Other Identifiers
ISSN
0927-7544
E-ISSN
1573-8809
DOI
10.1080/10835547.2011.12090293
