The beta anomaly in the REIT market
Year of publication: |
2021
|
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Authors: | Shen, Jianfu ; Hui, Eddie Chi Man ; Fan, Kwokyuen |
Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 63.2021, 3, p. 414-436
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Subject: | Beta anomaly | Leverage constraints | Institutional ownership | New REIT era | Immobilienfonds | Real estate fund | Betafaktor | Beta risk | Institutioneller Investor | Institutional investor | CAPM | Schätzung | Estimation | Börsenkurs | Share price |
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