Comovement after joining an index : spillovers of nonfundamental effects
Year of publication: |
2007
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Authors: | Ambrose, Brent William ; Lee, Dong Wook ; Peek, Joe |
Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6. - Vol. 35.2007, 1, p. 57-90
|
Subject: | Kapitaleinkommen | Capital income | Frühindikator | Leading indicator | Unvollkommener Markt | Incomplete market | Immobilienfonds | Real estate fund | Aktienfonds | Equity fund | USA | United States | 1991-2003 | 2001 |
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