What Determines Stock Price Synchronicity in REITs?

Richard Chung; Scott Fung; James D. Shilling; Tammie X. Simmons-Mosley

doi:10.1007/s11146-010-9254-3

What Determines Stock Price Synchronicity in REITs?

Richard Chung
, Scott Fung
, James D. Shilling
, Tammie X. Simmons-Mosley

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

Original language	English
Pages (from-to)	73-98
Number of pages	26
Journal	Journal of Real Estate Finance and Economics
Volume	43
Issue number	1
DOIs	https://doi.org/10.1007/s11146-010-9254-3
State	Published - Jul 2011

ASJC Scopus Subject Areas

Accounting
Finance
Economics and Econometrics
Urban Studies

Keywords

Asset pricing
Hedge funds
Other private financial institutions
Synchronicity

Access to Document

10.1007/s11146-010-9254-3

Cite this

@article{42bb890091e84398ac1aee56c91e99a8,

title = "What Determines Stock Price Synchronicity in REITs?",

keywords = "Asset pricing, Hedge funds, Other private financial institutions, Synchronicity",

author = "Richard Chung and Scott Fung and Shilling, \{James D.\} and Simmons-Mosley, \{Tammie X.\}",

year = "2011",

month = jul,

doi = "10.1007/s11146-010-9254-3",

language = "English",

volume = "43",

pages = "73--98",

journal = "Journal of Real Estate Finance and Economics",