Time variation of expected returns on REITs : implications for market integration and the financial crisis
Year of publication: |
July-September 2016
|
---|---|
Authors: | Li, Yuming |
Published in: |
The journal of real estate research. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 0896-5803, ZDB-ID 1302785-2. - Vol. 38.2016, 3, p. 321-357
|
Subject: | Immobilienfonds | Real estate fund | Return on Investment | Return on investment | ARCH-Modell | ARCH model | CAPM | Finanzkrise | Financial crisis | 1972-2013 |
-
Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi, (2015)
-
Huang, MeiChi, (2016)
-
Essays on the Impact of Sentiment on Real Estate Investments
Mathieu, Anna, (2016)
- More ...
-
Consumption habit and international stock returns
Li, Yuming, (2005)
-
Time to wealth goals in capital accumulation
MacLean, Leonard C., (2003)
-
Li, Yuming, (2006)
- More ...