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An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market. (2015). Marcato, Gianluca ; Freybote, Julia ; Das, Prashant.
In: The Journal of Real Estate Finance and Economics.
RePEc:kap:jrefec:v:51:y:2015:i:2:p:160-189.

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  1. Local Housing Market Sentiments and Returns: Evidence from China. (2024). Pang, Jindong ; Zhao, Yiyi ; Shen, Shulin.
    In: The Journal of Real Estate Finance and Economics.
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  2. An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC–GARCH model. (2023). Rangasamy, Sangeetha ; Pillada, Naga.
    In: SN Business & Economics.
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  3. A Sentiment Index of the Housing Market in China: Text Mining of Narratives on Social Media. (2023). Li, Keyang ; Liu, Hongyu ; Wu, Jing ; Zhu, Enwei.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09900-5.

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  4. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
    In: The Quarterly Review of Economics and Finance.
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  5. Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

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  6. Time?varying roles of housing risk factors in state?level housing markets. (2022). Huang, Meichi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4660-4683.

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  7. Asymmetric Patterns of Demand-Supply Mismatch in Real Estate. (2022). Nanda, Anupam ; Marcato, Gianluca.
    In: The Journal of Real Estate Finance and Economics.
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  8. Informational efficiency and GICS classification: Evidence from REITs. (2022). Liu, Shinhua.
    In: The Quarterly Review of Economics and Finance.
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  9. Analyst Forecasts during the COVID-19 Pandemic: Evidence from REITs. (2021). Gao, Yanmin ; Cui, Jianxin ; Anglin, Paul ; Zhang, LI.
    In: JRFM.
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  10. The cross-over effect of irrational sentiments in housing, commercial property, and stock markets. (2020). Füss, Roland ; Russ, Isabel Nina ; Hanle, Benjamin ; Fuss, Roland ; ROLAND FÜSS, ; Das, Prashant.
    In: Journal of Banking & Finance.
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  11. Herding behavior of Dutch pension funds in asset class investments. (2018). Bikker, Jacob ; Koetsier, I.
    In: Working Papers.
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  12. Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis. (2018). Alcock, Jamie ; Andrlikova, Petra.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-016-9593-9.

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  13. Changes in sentiment on REIT industry excess returns and volatility. (2018). Escobari, Diego ; Huerta-Sanchez, Daniel.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0312-9.

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  14. Herding behavior of Dutch pension funds in asset class investments. (2018). Bikker, Jacob ; Koetsier, Ian.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:602.

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  15. Exploring sentiment-driven trading behavior of different types of investors in London office market. (2018). Sieracki, Karen ; Ke, Qiulin.
    In: ERES.
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  16. Which Sentiment Indicators Matter? An Analysis of the European Commercial Real Estate Market. (2016). Heinig, Steffen ; Tsolacos, Sotiris ; Nanda, Anupam.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2016-04.

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