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Identification of macroeconomic factors on excessive returns: a literature review

Asian REITs could be considered as one of the fastest growing assets in the world. Japan is currently the biggest market in Asia and Asian REITs market is very much progressing to expand with the emerging of two major regional economies, China and India. Previous studies have proved that Asian REITs...

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Main Authors: Victor, E. S., Razali, M. N.
Format: Article
Published: Malaysian Institute Of Planners 2019
Subjects:
HD Industries. Land use. Labor
Online Access:http://eprints.utm.my/id/eprint/91143/
http://www.dx.doi.org/10.21837/pmjournal.v17.i9.597
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spelling my.utm.911432021-05-31T13:21:46Z http://eprints.utm.my/id/eprint/91143/ Identification of macroeconomic factors on excessive returns: a literature review Victor, E. S. Razali, M. N. HD Industries. Land use. Labor Asian REITs could be considered as one of the fastest growing assets in the world. Japan is currently the biggest market in Asia and Asian REITs market is very much progressing to expand with the emerging of two major regional economies, China and India. Previous studies have proved that Asian REITs are able to show competitive advantage in most of mixed-asset scenarios and have significant roles in improving efficient global REITs portfolio returns. Previous findings also have shown that REITs are able to give remarkable return compare to other asset classes. Similar with other type of portfolio investment, REITs also have high interaction with macroeconomic factors such as inflation and interest rate which represent the economic situation of the countries. The excessive return is used to measure the performance that is affected by the macroeconomic factors by setting a benchmark which will give an added value to the portfolio. Hence, the aim of this research is to review on the literature of the macroeconomic factors on excessive returns Asian REITs. Malaysian Institute Of Planners 2019 Article PeerReviewed Victor, E. S. and Razali, M. N. (2019) Identification of macroeconomic factors on excessive returns: a literature review. Planning Malaysia, 17 (1). pp. 186-195. ISSN 1675-6215 http://www.dx.doi.org/10.21837/pmjournal.v17.i9.597 DOI: 10.21837/pmjournal.v17.i9.597
institution Universiti Teknologi Malaysia
building UTM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Malaysia
content_source UTM Institutional Repository
url_provider http://eprints.utm.my/
topic HD Industries. Land use. Labor
spellingShingle HD Industries. Land use. Labor
Victor, E. S.
Razali, M. N.
Identification of macroeconomic factors on excessive returns: a literature review
description Asian REITs could be considered as one of the fastest growing assets in the world. Japan is currently the biggest market in Asia and Asian REITs market is very much progressing to expand with the emerging of two major regional economies, China and India. Previous studies have proved that Asian REITs are able to show competitive advantage in most of mixed-asset scenarios and have significant roles in improving efficient global REITs portfolio returns. Previous findings also have shown that REITs are able to give remarkable return compare to other asset classes. Similar with other type of portfolio investment, REITs also have high interaction with macroeconomic factors such as inflation and interest rate which represent the economic situation of the countries. The excessive return is used to measure the performance that is affected by the macroeconomic factors by setting a benchmark which will give an added value to the portfolio. Hence, the aim of this research is to review on the literature of the macroeconomic factors on excessive returns Asian REITs.
format Article
author Victor, E. S.
Razali, M. N.
author_facet Victor, E. S.
Razali, M. N.
author_sort Victor, E. S.
title Identification of macroeconomic factors on excessive returns: a literature review
title_short Identification of macroeconomic factors on excessive returns: a literature review
title_full Identification of macroeconomic factors on excessive returns: a literature review
title_fullStr Identification of macroeconomic factors on excessive returns: a literature review
title_full_unstemmed Identification of macroeconomic factors on excessive returns: a literature review
title_sort identification of macroeconomic factors on excessive returns: a literature review
publisher Malaysian Institute Of Planners
publishDate 2019
url http://eprints.utm.my/id/eprint/91143/
http://www.dx.doi.org/10.21837/pmjournal.v17.i9.597
_version_ 1702169651152158720
score 13.211869

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