The asymmetric conditional beta-return relations of reits
Year of publication: |
2018
|
---|---|
Authors: | Glascock, John Leslie ; Lu-Andrews, Ran |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 57.2018, 2, p. 231-245
|
Subject: | Asymmetric Risk | CAPM | Conditional Beta | REIT | Risk-return trade-off | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Risiko | Risk | Betafaktor | Beta risk | Risikoprämie | Risk premium | Schätzung | Estimation |
-
The conditional relation between Fama-French betas and return
Koch, Stefan, (2013)
-
Are we overestimating REIT idiosyncratic risk? : analysis of pricing effects and persistence
Abugri, Benjamin Adam, (2014)
-
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov, (2021)
- More ...
-
An examination of macroeconomic effects on the liquidity of REITs
Glascock, John Leslie, (2014)
-
The price behavior of REITs surrounding extreme market-related events
Glascock, John Leslie, (2015)
-
Liquidity, price behavior, and market-related events
Lu-Andrews, Ran, (2017)
- More ...