Fundamental Drivers of Dependence in REIT Returns

Keyphrases

• Systematic Risk 100%
• REIT Returns 100%
• Between-person 33%
• Firm Performance 33%
• Negative Impact 33%
• Dependence Structure 33%
• High Growth 33%
• Negative Returns 33%
• Stock Market 33%
• Asymmetric Effects 33%
• Growth Opportunities 33%
• Low Turnover 33%
• Stock Market Returns 33%
• Crisis Period 33%
• Firm Fundamentals 33%

Economics, Econometrics and Finance

• Firm Performance 100%