Letdin, Seagraves, and Sirmans advanced our understanding of REIT asset pricing by developing and rigorously testing six REIT-specific return factors—size, value, momentum, earnings quality, low volatility, and short-term reversal—using decades of data. Unlocking REIT Returns: Real Estate Investment Factors was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.| Alpha Architect
The empirical research (for example, here, here, here and here) on insider trading demonstrates that insider transactions have significant predictive power for| Alpha Architect