Journal of Real Estate Portfolio Management

1996 - 2025

Current editor(s): Peng Liu and Vivek Sah

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Introduction pp. 103-103: Simon Stevenson
Cross-Border Investment and Firm Liquidity pp. 105-127: George D. Cashman, David Harrison, Michael Seiler and Hainan Sheng
Spatial Linkages in Listed Property Returns in Tranquil and Distressed Periods pp. 129-146: Bing Zhu and Stanimira Milcheva
Real Estate Exposure and Bank Share Price Synchronicity pp. 147-157: Lucia Gibilaro and Gianluca Mattarocci
An Ownership Framework for Managers' Accelerated Seo Decisions: The Importance of Connected Institutional Investors in the REIT Industry pp. 159-178: Jocelyn D. Evans, Timothy Jones and Garrett Mitchener
Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data pp. 179-198: Martin Hoesli and Elias Oikarinen
Forecasting Real Estate Cycle Risks in Portfolios of Office Properties Across Cities pp. 199-215: Richard D. Evans and Andrew Glenn Mueller
Back Matter pp. bmi-bmxxiii: The Editors
Front Matter pp. fmi-fmviii: The Editors

Front Matter pp. i-viii: The Editors
The Interaction of Volatility, Volume and Skewness: Empirical Evidence from REITs pp. 1-17: Alexey Akimov, Elaine Hutson and Simon Stevenson
Are Home-biased REITs Worthwhile? pp. 19-30: Lucia Gibilaro and Gianluca Mattarocci
Investment Opportunities for Private REITs and RELPs Bankrupt Properties: An Empirical Examination pp. 31-46: Timothy A. Jones, Justin D. Benefield and Jocelyn Evans
The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility pp. 47-62: Daniel Huerta, Peter V. Egly and Diego Escobari
Ownership Structure, Diversification, and Corporate Performance Based on Structural Equation Modeling pp. 63-73: Hong Zhang, Shuai Gao, Michael Seiler and Chen Jiawei
Industrial Real Estate Cycles: Markov Chain Applications pp. 75-90: Richard D. Evans and Andrew G. Mueller
Fat Tails, Skewed Losses, and Potential Risk Mitigation: Evidence from the Residential Mortgage Market pp. 91-101: Lingxiao Li and Norman G. Miller
Back Matter pp. bmi-bmxxv: The Editors

Front Matter pp. i-viii: The Editors
What Have 25 Years of Performance Data Taught Us About Private Equity Real Estate? pp. 1-20: Brad Case
Trend Following and Momentum Strategies for Global REITs pp. 21-31: Alex Moss, Andrew Clare, Steve Thomas and James Seaton
Contagion versus Interdependence Across Regional U.S. Housing Markets and Implications for RMBS Geographic Diversification Strategy pp. 33-52: William Miles
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns pp. 53-60: Nikolaos Antonakakis, Rangan Gupta and Christophe André
A Pure-Play Timberland Return Index Based On Securitized Timber Firms pp. 61-75: Bin Mei
Systematic Risk of Islamic REITs and Conventional REITs in Malaysia pp. 77-92: Muhammad Najib Razali and Tien Foo Sing
Back Matter pp. bmi-bmxxv: The Editors

Front Matter pp. 1-10: The Editors
Did the Recent Financial Crisis Impact Integration between the Real Estate and Stock Markets? pp. 1-20: Kimberly Luchtenberg and Michael Seiler
REIT Organizational Structure, Institutional Ownership, and Stock Performance pp. 21-36: Paul Brockman, Dan French and Chris Tamm
Volatility Clustering, Risk-Return Relationship, and Asymmetric Adjustment in the Canadian Housing Market pp. 37-46: Pin-te Lin and Franz Fuerst
Explaining Housing Market Dynamics within a Dynamic Factor Approach: Economic Interpretation and Estimation pp. 47-66: Kim Hin Ho and Jingbo Sun
Estimating Net Operating Income Growth for Modeling U.S. Apartment Property Capitalization Rates pp. 67-78: Hyun Seok Lee, John Corgel and Seungwoo Shin
Point of View: Office Property Performance in Live-Work-Play Places pp. 79-84: Emil Malizia
Back Matter pp. 85-106: The Editors

Retail Real Estate Cycles as Markov Chains pp. 179-188: Richard Evans and Glenn Mueller
A Review of the Noise Trader Model Concerning the NAV Spread in REIT Pricing: Evidence from the Pan EU REIT Market pp. 189-205: Michael Mueller and Andreas Pfnuer
A Cointegration Analysis of Inflation and Real Estate Returns pp. 207-223: Henry Koon Nam Lee
The Impact of Historical Designation on Property Values Before and Following Hurricane Ike: The Case of Galveston Texas pp. 225-234: Wen-Yao Grace Wang, Kris Knox and Gerald Hite
A Variance Decomposition Analysis of the Housing Bubble pp. 235-253: Jeffery Bredthauer and John Geppert
Point of View: Benchmarking and Attracting Institutional Capital to Seniors Housing pp. 255-263: Glenn Mueller, Jeffery Fisher and D. Richard Wincott
Backmatter pp. bmi-bmxxi: The Editors
Frontmatter pp. fmi-fmx: The Editors

Front Matter pp. i-x: The Editors
Twenty-four Hour Cities and Commercial Office Building Performance pp. 103-120: Hugh Kelly, Alastair Adair, Stanley McGreal and Stephen Roulac
Optimal Portfolios with Mortgage-backed Securities pp. 121-136: Elena Bernhardt, Andreas Kolbe and Rudi Zagst
Risk Measurement Choice in Selecting REITs: Evidence from the U.S. Market pp. 137-153: Claudio Giannotti and Gianluca Mattarocci
Investors' Opinion Divergence and the REIT Post-Repurchase Announcement Price Drift pp. 155-168: Gow-Cheng Huang, Kartono Liano and Ming-Shiun Pan
Are Green REITs Valued More? pp. 169-177: Vivek Sah, Norman Miller and Biplab Ghosh
Back Matter pp. 178-199: The Editors

Did Intraday Trading by Leveraged and Inverse Leveraged ETFs Create Excess Price Volatility? A Look at REITs and the Broad Market pp. 1-16: Vaneesha Boney-Dutra, Hany Guirguis and Glenn Mueller
The Impact of Institutional Ownership on REIT Performance pp. 17-30: Nicolai Striewe, Nico Rottke and Joachim Zietz
A Tale of Two Chinese Cities: The Dynamics of Beijing and Shanghai Office Markets pp. 31-47: Qiulin Ke and Michael White
Tiptoe Past The Dragon: Replicating and Hedging Chinese Direct Real Estate pp. 49-72: Patrick Lecomte
Extreme Risk of Public Timber REITs during the Global Financial Crisis pp. 73-88: Changyou Sun
How Does the Ledoit and Wolf Shrinkage Estimator Improve a Real Estate Portfolio? pp. 89-101: Eric Vu Anh Tuan
Back Matter pp. bmi-bmxix: The Editors
Front Matter pp. fmi-fmx: The Editors