Volume 16, Numbers 3, 1998 of the Journal of Real Estate Research
This issue includes an Introduction by Youguo Liang and Ko Wang.

• The Predictability of Equity REIT Returns
• Macroeconomic Variables, Firm-Specific Variables and Returns to REITs
• Risk Characteristics of Real Estate Related Securities - An Extension of Liu and Mei (1992)
• Frequency Space Correlation Between REITs and Capital Market Indices
• REITs and Inflation: A Long-Run Perspective
• Cointegration and Price Discovery between Equity and Mortage REITs
• Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets
• Institutional Investment in REITs: Evidence and Implications
• The Financial Performance of REITs Following Initial Public Offerings
• Contagion and REIT Stock Prices
• Executive Compensation in EREITs: EREIT Size is But One Determinant
• Board of Director Monitoring and Firm Value in REITs

All articles listed here are available for download in portable document format.