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The underlying return-generating factors for REIT returns : an application of independent component analysis
Lizieri, Colin; Satchell, Stephen; Zhang, Qi - In: Real estate economics : journal of the American Real … 35 (2007) 4, pp. 569-598
Persistent link: https://www.econbiz.de/10003640860
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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
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Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.; Jarrow, Robert A.; Yildirim, … - In: Real estate economics : journal of the American Real … 36 (2008) 3, pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
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Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
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Borrower credit and the valuation of mortgage-backed securities
Longstaff, Francis A. - In: Real estate economics : journal of the American Real … 33 (2005) 4, pp. 619-661
Persistent link: https://www.econbiz.de/10003381307
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An intertemporal capital asset pricing model with owner-occupied housing
Chu, Yongqiang - In: Real estate economics : journal of the American Real … 38 (2010) 3, pp. 427-465
Persistent link: https://www.econbiz.de/10008649901
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A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 3, pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
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The impact of investability on asset valuation
Errunza, Vihang R.; Ta, Hai - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 1135-1163
Persistent link: https://www.econbiz.de/10011431154
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The dynamics of appraisal smoothing
Cho, Youngha; Hwang, Soosung; Lee, Yong-ki - In: Real estate economics : journal of the American Real … 42 (2014) 2, pp. 497-529
Persistent link: https://www.econbiz.de/10010401246
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Interest rate risk and the cross section of stock returns
Lioui, Abraham; Maio, Paulo - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 2, pp. 483-511
Persistent link: https://www.econbiz.de/10010487113