The linkage of REIT income-and price-returns with fundamental economic variables.

David H. Downs; Hung-Gay Fung; Gary A. Patterson; Jot Yau

The linkage of REIT income-and price-returns with fundamental economic variables.

David H. Downs, Hung-Gay Fung, Gary A. Patterson, Jot Yau

University of South Florida

Research output: Contribution to journal › Article › peer-review

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)

Original language	American English
Journal	Default journal
State	Published - Jan 1 2003

Keywords

Real Estate Investment Trusts (REITs)
Mutual funds

Disciplines

Business
Finance

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Cite this

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title = "The linkage of REIT income-and price-returns with fundamental economic variables.",

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)",

keywords = "Real Estate Investment Trusts (REITs), Mutual funds",

author = "Downs, {David H.} and Hung-Gay Fung and Patterson, {Gary A.} and Jot Yau",

note = "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.",

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AU - Downs, David H.

AU - Fung, Hung-Gay

AU - Patterson, Gary A.

AU - Yau, Jot

N1 - 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.

PY - 2003/1/1

Y1 - 2003/1/1

N2 - 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)

AB - 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)

KW - Real Estate Investment Trusts (REITs)

KW - Mutual funds

UR - https://digitalcommons.usf.edu/fac_publications/978

UR - https://login.ezproxy.lib.usf.edu/login?url=http://search.ebscohost.com/login.aspx?direct=true&db=buh&AN=10253530&site=ehost-live

M3 - Article

JO - Default journal

JF - Default journal

ER -

The linkage of REIT income-and price-returns with fundamental economic variables.

Abstract

Keywords

Disciplines

Access to Document

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