2018
DOI: 10.1080/14445921.2018.1436323
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Australian interest rate movements and A-REITs performance: an analysis by industry sector

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Cited by 8 publications
(14 citation statements)
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“…Changes in the interest rates in the long-term affect Australian REITs, negatively in the upper quantiles. Reddy and Wong (2017) apply temporary capital asset pricing model (ICAPM) by using monthly data from 1995 to 2015. The outcomes show that the rise in interest rates in the short-term lead to positive investment returns while the rise in interest rates in the long-term led to low returns.…”
Section: Literature Review and Hypothesis Developmentmentioning
confidence: 99%
See 4 more Smart Citations
“…Changes in the interest rates in the long-term affect Australian REITs, negatively in the upper quantiles. Reddy and Wong (2017) apply temporary capital asset pricing model (ICAPM) by using monthly data from 1995 to 2015. The outcomes show that the rise in interest rates in the short-term lead to positive investment returns while the rise in interest rates in the long-term led to low returns.…”
Section: Literature Review and Hypothesis Developmentmentioning
confidence: 99%
“…There are a few studies investigating the Oceanian countries such as Australia. According to Reddy and Wong (2017), the AUD125 billion Australian real estate investment trusts is ranked as the second biggest listed property sector in the world, aside from the U.S. is the second biggest property sector that is listed in the world, behind the U.S. Australian REITs were previously identified as Listed Property Trusts (LPTs) with a rich history over the centuries, rooted in the Australian stock-market's history from 1971. Australian REITs are a common option for investment for both retail and institutional investors that seek regular capital and income growth.…”
Section: Literature Review and Hypothesis Developmentmentioning
confidence: 99%
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