Matches in SemOpenAlex for { <https://semopenalex.org/work/W1498012908> ?p ?o ?g. }
Showing items 1 to 97 of
97
with 100 items per page.
- W1498012908 endingPage "281" @default.
- W1498012908 startingPage "261" @default.
- W1498012908 abstract "This study examines the long memory properties of composite, equity, mortgage, and hybrid real estate investment trust (REIT) returns by using semi-parametric and wavelet estimators. In particular, this paper applies the GPH semi-parametric estimator, the Haar and the Daubechies wavelet procedures to investigate the long memory properties of REIT returns. The results from the various procedures reveal that composite, equity, mortgage, and hybrid REIT returns are long memory processes with anti- persistence. The existence of long memory suggests that the dynamics which govern the four return series contain predictable components. This finding indicates that the markets for composite, equity, mortgage, and hybrid REITs are inefficient. The fact that these markets are inefficient suggests that investors can devise profitable strategies by using historical data or past information." @default.
- W1498012908 created "2016-06-24" @default.
- W1498012908 creator A5012870480 @default.
- W1498012908 creator A5084112914 @default.
- W1498012908 date "2010-12-31" @default.
- W1498012908 modified "2023-10-16" @default.
- W1498012908 title "International Real Estate Review" @default.
- W1498012908 cites W1506844681 @default.
- W1498012908 cites W1588163064 @default.
- W1498012908 cites W1608702860 @default.
- W1498012908 cites W1845769572 @default.
- W1498012908 cites W1952614310 @default.
- W1498012908 cites W1962223688 @default.
- W1498012908 cites W1973694910 @default.
- W1498012908 cites W1974927274 @default.
- W1498012908 cites W2007736900 @default.
- W1498012908 cites W2024233892 @default.
- W1498012908 cites W2056486308 @default.
- W1498012908 cites W2063827883 @default.
- W1498012908 cites W2067180668 @default.
- W1498012908 cites W2080284552 @default.
- W1498012908 cites W2098914003 @default.
- W1498012908 cites W2124942867 @default.
- W1498012908 cites W2164060531 @default.
- W1498012908 cites W2176905566 @default.
- W1498012908 cites W2290731217 @default.
- W1498012908 cites W3123849268 @default.
- W1498012908 cites W3124249728 @default.
- W1498012908 cites W407002902 @default.
- W1498012908 cites W2418302547 @default.
- W1498012908 doi "https://doi.org/10.53383/100128" @default.
- W1498012908 hasPublicationYear "2010" @default.
- W1498012908 type Work @default.
- W1498012908 sameAs 1498012908 @default.
- W1498012908 citedByCount "2" @default.
- W1498012908 countsByYear W14980129082012 @default.
- W1498012908 countsByYear W14980129082017 @default.
- W1498012908 crossrefType "journal-article" @default.
- W1498012908 hasAuthorship W1498012908A5012870480 @default.
- W1498012908 hasAuthorship W1498012908A5084112914 @default.
- W1498012908 hasConcept C10138342 @default.
- W1498012908 hasConcept C105795698 @default.
- W1498012908 hasConcept C106159729 @default.
- W1498012908 hasConcept C117251300 @default.
- W1498012908 hasConcept C144133560 @default.
- W1498012908 hasConcept C149782125 @default.
- W1498012908 hasConcept C154945302 @default.
- W1498012908 hasConcept C162324750 @default.
- W1498012908 hasConcept C17744445 @default.
- W1498012908 hasConcept C199539241 @default.
- W1498012908 hasConcept C199728807 @default.
- W1498012908 hasConcept C2986394398 @default.
- W1498012908 hasConcept C33923547 @default.
- W1498012908 hasConcept C38815200 @default.
- W1498012908 hasConcept C41008148 @default.
- W1498012908 hasConcept C47432892 @default.
- W1498012908 hasConcept C82279013 @default.
- W1498012908 hasConcept C91602232 @default.
- W1498012908 hasConceptScore W1498012908C10138342 @default.
- W1498012908 hasConceptScore W1498012908C105795698 @default.
- W1498012908 hasConceptScore W1498012908C106159729 @default.
- W1498012908 hasConceptScore W1498012908C117251300 @default.
- W1498012908 hasConceptScore W1498012908C144133560 @default.
- W1498012908 hasConceptScore W1498012908C149782125 @default.
- W1498012908 hasConceptScore W1498012908C154945302 @default.
- W1498012908 hasConceptScore W1498012908C162324750 @default.
- W1498012908 hasConceptScore W1498012908C17744445 @default.
- W1498012908 hasConceptScore W1498012908C199539241 @default.
- W1498012908 hasConceptScore W1498012908C199728807 @default.
- W1498012908 hasConceptScore W1498012908C2986394398 @default.
- W1498012908 hasConceptScore W1498012908C33923547 @default.
- W1498012908 hasConceptScore W1498012908C38815200 @default.
- W1498012908 hasConceptScore W1498012908C41008148 @default.
- W1498012908 hasConceptScore W1498012908C47432892 @default.
- W1498012908 hasConceptScore W1498012908C82279013 @default.
- W1498012908 hasConceptScore W1498012908C91602232 @default.
- W1498012908 hasIssue "3" @default.
- W1498012908 hasLocation W14980129081 @default.
- W1498012908 hasOpenAccess W1498012908 @default.
- W1498012908 hasPrimaryLocation W14980129081 @default.
- W1498012908 hasRelatedWork W2055759594 @default.
- W1498012908 hasRelatedWork W2260160281 @default.
- W1498012908 hasRelatedWork W2285011049 @default.
- W1498012908 hasRelatedWork W2599857877 @default.
- W1498012908 hasRelatedWork W3121326630 @default.
- W1498012908 hasRelatedWork W3125597496 @default.
- W1498012908 hasRelatedWork W3197547948 @default.
- W1498012908 hasRelatedWork W3210822565 @default.
- W1498012908 hasRelatedWork W4254620434 @default.
- W1498012908 hasRelatedWork W3122168106 @default.
- W1498012908 hasVolume "13" @default.
- W1498012908 isParatext "false" @default.
- W1498012908 isRetracted "false" @default.
- W1498012908 magId "1498012908" @default.
- W1498012908 workType "article" @default.