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"Real Estate Investment Trust (REIT) membentuk akses yang lebih mudah dan inklusif ke pasar investasi properti dan memberikan hasil yang lebih stabil dengan resiko lebih rendah relatif dengan direct investment berkat aturan yang mengharuskan minimum 90% dari pendapatan pajak REIT diberikan sebagai dividen. Di sisi lain, penggunaan machine learning dalam memprediksi variabel keuangan kunjung meningkat dalam popularitas dikarenakan efisiensi dan akurasi yang tinggi. Studi ini memanfaatkan algoritma machine learning dalam menemukan prediktor terbaik yang menjadi faktor harga saham REIT. Makalah ini menemukan hubungan signifikan antara nilai buku perusahaan dan hasil dividen terhadap return saham REIT, walaupun tidak dalam arah yang sama dengan literatur lampau terkait.

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Real Estate Investment Trust (REIT) opens the door for easier and more inclusive access to the real estate investment market and provides stable, low risk returns thanks to the ruling where at least 90% of a REIT's taxable income must be given out as dividends. On the other hand, the use of machine learning in forecasting finance variables has always been increasing in popularity due to its ability to cut down processing time and its high accuracy. This study is aimed to utilize machine learning algorithms to find the best predictors for REIT returns. This paper found significant relationship between company’s book value and its dividend yield towards its stock returns, although not in the same direction as the literature suggests."

"This study examines the performances of two Real Estate Investment Trust (REITs) structure inMalaysian capital market by comparing the Dividend Yield (DY), Distribution per Unit (DU), Netasset Value (NAV), and Earning per Unit (EU) of shariah (iREITs) and conventional (cREITs) REITsfrom Malaysia perspective. The secondary data are retrieved from Bloomberg's Database for 13listed REITs in the Bursa Malaysia main board for a five-year period from 2009 to 2013 with yearlyobservation. Applying One Way-Anova analysis, an Independent Sample Kruskal-Wallis Test is usedto determine any differences in the performance of the two REITs structure. The results provide evidenceindicating that the two structures had distinctive and significantly different performances. Italso indicates the better performance of iREITs compared to cREITs. The results of this study areuseful to provide additional evidence towards the viable of Islamic funds as a significant initiative tobroaden and deepen the product base of Islamic capital market in Malaysia."

"This paper investigates the factors that can influence the Real Estate Investment Trust (REIT)’sperformance, paying particular attention to the listed REIT’s in Asian. Samples of 45 Asian listedREITs are selected from five different countries namely Taiwan, Thailand, Malaysia, Hong Kong,Japan and Singapore for 5 years basis from 2007 to 2011 with 225 observations. Study used Net Assetvalue (NAV) and Return as the proxy for REITs performance while risk, dividend yield, net incomeand size to represent the determinants variable. Applying correlations and multiple regression analysis,the results provide evidence on the association between NAV and return with risk, dividend yield,net income and size of REITs. Results of this study are hoped to help the investors and portfolio managersto deepen their understanding of the dependence factors that might influence the performanceof REITs in Asian."

"ABSTRAKPenelitian ini dilakukan untuk mengetahui hubungan serta arah dari return spilloverpasar REIT di Asia, antara REIT dengan saham lokal dan pengaruhnya terhadap imbal hasil REIT di Asia. Negara yang dijadikan sampel penelitian ini adalah Hong Kong, Jepang, Korea Selatan, Malaysia, Singapura, Thailand dan Taiwan pada periode Januari 2010 hingga Desember 2018. Penelitian ini menggunakan metodologi indeks spilloveryang dikembangkan oleh Diebold dan Yielmaz untuk mengukur hubungan dan arah transmisi return spilloverantar kelas aset kemudian digunakan regresi OLS untuk mengetahui pengaruh faktor spillover terhadap imbal hasil REIT. Hasil dari penelitian ini menunjukkan connectedness yang rendah pada pasar REIT di Asia, dimana Jepang dan Singapura menjadi pasar yang paling berpengaruh. Connectedness yang rendah juga ditemukan pada REIT dan saham lokal. Secara umum, pengaruh faktor return spillover yang signifikan mempengaruhi imbal hasil REIT adalah net spillover dari pasar REIT di Asia."