Search
Now showing items 1-2 of 2
What determines REIT returns in Turkey? An application of time-varying arbitrage pricing model in an emerging REIT market
(Bilgesel Yayıncılık, 2013)
This paper investigates the macroeconomic sources of time-varying risk premia in Turkish REIT industry within the arbitrage pricing theory framework. Turkish REIT industry differs substantially from the global REIT market ...
ESG investing and the financial performance: a panel data analysis of developed REIT markets
(Springer, 2023-06-28)
This study investigates the empirical link between the social and financial performance of the Real Estate Investment Trusts (REITs) by utilizing the PVAR-Granger causality model and a fixed-effects panel data model with ...
Share this page