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CAPM
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Journal of financial and quantitative analysis : JFQA
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Real estate economics
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Real estate and consumption growth as common risk factors in asset pricing models
Carmichael, Benoît
;
Coën, Alain
- In:
Real estate economics
46
(
2018
)
4
,
pp. 936-970
Persistent link: https://www.econbiz.de/10011971833
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Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
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3
Time variation of expected returns on REITs : implications for market integration and the financial crisis
Li, Yuming
- In:
The journal of real estate research
38
(
2016
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10011755164
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