ETF Short Shares: The Next Stage in the Evolution of REIT Ownership

Michael Seiler () and Vicky Seiler

Journal of Real Estate Portfolio Management, 2009, vol. 15, issue 1, 21-31

Abstract: Executive Summary. This study introduces a new publicly traded real estate security known as an Exchange Traded Fund (ETF) Real Estate Investment Trust (REIT) short share. In addition to examining the return, correlation, autocorrelation, partial-order autocorrelation, stationarity, and Granger Causality characteristics of this new investment vehicle, we demonstrate that REITs warrant inclusion in mixed asset portfolios to varying degrees regardless of which direction the investor feels the REIT market is headed.

Date: 2009
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DOI: 10.1080/10835547.2009.12089832

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