Journal of Real Estate Portfolio Management

Over the last two decades, commercial real estate has become increasingly integrated with the broader capital markets. The...

HEADNOTE Executive Summary. This study conducts tests of the random walk hypothesis and market efficiency on fourteen national...

HEADNOTE Executive Summary. The Merton (1987) model suggests that investors demand a higher return when required to trade...

HEADNOTE Executive Summary. This study looks at the relationship between past returns and trading volume, specifically at year-end...

HEADNOTE Executive Summary. This paper examines the short-and long-run equity returns for REITs that do not announce open...

HEADNOTE Executive Summary. This analysis sorts U.K. funds into the three categories that are widely used in the...

HEADNOTE Executive Summary. We use a Census approach to calculate the size of the built commercial real estate...