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The impact of expectations on the co-integration relationship between the stock and REIT markets
Ümit, Erol; Yüksel, Aydın; Yüksel, Aslı; Öztürk, Hakkı (Inderscience Publishers, 2022-06-29)This paper examines if expectations have a significant impact on the co-integration relationship between stock and real estate investment trust markets. We use two widely followed expectation indicators which are the US ...