HREIT

AcronymDefinition
HREITHuntingdon Real Estate Investment Trust (Canada)
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References in periodicals archive ?
As with the daily variances, monthly (implied daily) variances increased following the attack on the World Trade Centre by more than 7% for ALLREITs and 11% for EREITS, but fell by 3% for MREITs and 45% for HREITS and by an average 8% overall.
As can be readily appreciated the increase in monthly (implied daily) market volatility for all the REITs markets was less than the actual daily variance, the largest decrease by HREITS (40%) and the least by MREITs (33%) with an average decline of 37%.
Volatility of Actual and Implied Daily Volatility in US REIT Indexes: Pre- and Post-9/11 Daily Monthly Daily Variances Variances Ratio (1) (2) (3) (4) (5 = 2/1) REIT Pre Post Pre Post Post/Pre AllREITs 0.23 0.41 0.23 0.25 1.76 ** EREITs 0.25 0.43 0.23 0.26 1.73 ** MREITs 0.72 1.04 0.56 0.55 1.45 ** HREITs 0.72 0.67 0.76 0.42 0.93 Average 0.48 0.64 0.45 0.37 1.47 Monthly Ratio Monthly (Post/Pre (Implied Daily Ratio), Daily Implied Variances) Versus Actual Variance (6 = 4/3) 7 = (6-5)/5 REIT Post/Pre % change AllREITs 1.07 -39.45 EREITs 1.11 -36.18 MREITs 0.97 -33.25 HREITs 0.55 -40.52 Average 0.92 -37.35 Notes: ** indicates significance at the 1% level