Are we overestimating REIT idiosyncratic risk? : analysis of pricing effects and persistence
Year of publication: |
2014
|
---|---|
Authors: | Abugri, Benjamin Adam ; Dutta, Sandip |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 249-259
|
Subject: | REITs | Idiosyncratic risk | Conditional betas | Immobilienfonds | Real estate fund | Risiko | Risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM | Risikoprämie | Risk premium | Betafaktor | Beta risk |
-
Uncertainty premia in REIT returns
Lotz, Marton, (2023)
-
Tracking the evolution of idiosyncratic risk and cross-sectional expected returns for US REITs
Cakici, Nusret, (2014)
-
The asymmetric conditional beta-return relations of reits
Glascock, John Leslie, (2018)
- More ...
-
Emerging market hedge funds : do they perform like regular hedge funds?
Abugri, Benjamin Adam, (2009)
-
Abugri, Benjamin Adam, (2008)
-
Market efficiency in emerging markets : does the legal system matter?
Cotei, Carmen, (2009)
- More ...