Momentum effects and mean reversion in real estate securities
Year of publication: |
2002
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Authors: | Stevenson, Simon |
Published in: |
The journal of real estate research. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 0896-5803, ZDB-ID 1302785-2. - Vol. 23.2002, 1/2, p. 47-64
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Subject: | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Einheitswurzeltest | Unit root test | Industrieländer | Industrialized countries | Mean Reversion | Mean reversion | 1977-2000 |
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