Akinsomi, Kola; Aye, Goodness Chioma; Babalos, Vassilios; Economou, Fotini; Gupta, Rangan
(Springer, 2016-11)
In this paper we examine the real estate returns predictability employing US Real Estate Investment Trusts (REITs) and a set of possible predictors for the period January 1991 to December 2014. To this end we employ several ...