The diverging role of the systematic risk factors : evidence from real estate stock markets
Year of publication: |
2015
|
---|---|
Authors: | Lang, Stephan ; Scholz, Alexander |
Published in: |
Journal of property investment & finance. - Bingley : Emerald Publishing Limited, ISSN 1463-578X, ZDB-ID 1474060-6. - Vol. 33.2015, 1, p. 81-106
|
Subject: | Benchmarking | Performance analysis | Propensity score matching | Real estate asset pricing | Real estate equities | Systematic risk factors | CAPM | Kapitaleinkommen | Capital income | Immobilienfonds | Real estate fund | Risikoprämie | Risk premium | Immobilienmarkt | Real estate market | Immobilienpreis | Real estate price | Immobilienwirtschaft | Real estate industry | Risiko | Risk |
-
The anatomy of public and private real estate return premia
Kroencke, Tim-Alexander, (2018)
-
Local beta : has local real estate market risk been priced in REIT returns?
Zhu, Bing, (2024)
-
The rate of return on real estate : long-run micro-level evidence
Chambers, David, (2019)
- More ...
-
Accounting for uncertainty in real estate appraisals
Lang, Stephan, (2012)
-
Liquidity and Asset pricing: Evidence from the European Real Estate Stock Market
Lang, Stephan, (2013)
-
The diverging role of the systematic risk factors: evidence from real estate stock markets
Lang, Stephan, (2015)
- More ...