<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "REIT Performance Relative to the Stock Market during the 2020 Pandemic"^^ . "Real Estate Investment Trusts (REITs) are an asset class that is often praised by investors for its diversification potential. Over the course of the 2020 Covid-19 pandemic, REITs experienced a substantial crash that occurred simultaneously with the stock market. This brings up the question whether or not REITs also provide a diversification potential in those times and to what extent they are impacted by the stock market. A vector autoregression is proposed in order to assess the relationship between 193 REITs and of the 500 largest stocks in the USA over the period from 2-1-2019 to 31-12-2020. In addition to REITs and stocks, the dataset contains variables for valuations, market capitalization and real estate properties. This research suggests that REIT performance is causally impacted by the S&P500, market valuation and market capitalization, explaining 32,3%, 19,2% and 3,5% of REIT performance respectively. Properties only account for 3% of REIT returns and is not a causal variable either. Therefore, REITs had limited diversification benefits and became correlated to the stock market in terms of their performance during the 2020 pandemic."^^ . "2021" . . . . . . . "L.N. de"^^ . "Vries"^^ . "L.N. de Vries"^^ . . . . . . "REIT Performance Relative to the Stock Market during the 2020 Pandemic (Text)"^^ . . . "Niels de Vries_S3175898.pdf"^^ . . . "REIT Performance Relative to the Stock Market during the 2020 Pandemic (Other)"^^ . . . . . . "REIT Performance Relative to the Stock Market during the 2020 Pandemic (Other)"^^ . . . . . . "small.jpg"^^ . . . "REIT Performance Relative to the Stock Market during the 2020 Pandemic (Other)"^^ . . . . . . "medium.jpg"^^ . . . "REIT Performance Relative to the Stock Market during the 2020 Pandemic (Other)"^^ . . . . . . "preview.jpg"^^ . . . "REIT Performance Relative to the Stock Market during the 2020 Pandemic (Other)"^^ . . . . . . "lightbox.jpg"^^ . . "HTML Summary of #3818 \n\nREIT Performance Relative to the Stock Market during the 2020 Pandemic\n\n" . "text/html" . .