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Measuring and explaining changes in REIT liquidity : moving beyond the bid-ask spread
Clayton, Jim; MacKinnon, Gregory H. - In: Real estate economics : journal of the American Real … 28 (2000) 1, pp. 89-115
Persistent link: https://www.econbiz.de/10001487101
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Real estate for the long term : the effect of return predictability on long-horizon allocations
MacKinnon, Gregory H.; Al Zaman, Ashraf - In: Real estate economics : journal of the American Real … 37 (2009) 1, pp. 117-153
Persistent link: https://www.econbiz.de/10003828150
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Rational expectations, market fundamentals and housing price volatility
Clayton, Jim - In: Real estate economics : journal of the American Real … 24 (1996) 4, pp. 441-470
Persistent link: https://www.econbiz.de/10001213324
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Smoothing in commercial property valuations : evidence from individual appraisals
Clayton, Jim; Geltner, David; Hamilton, Stanley W. - In: Real estate economics : journal of the American Real … 29 (2001) 3, pp. 337-360
Persistent link: https://www.econbiz.de/10001715314
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Measuring and Explaining Changes in REIT Liquidity: Moving Beyond the Bid-Ask Spread
Clayton, Jim; MacKinnon, Greg - In: Real estate economics : journal of the American Real … 28 (2000) 1, pp. 89-116
Persistent link: https://www.econbiz.de/10006908446
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Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals
Clayton, Jim; Geltner, David; Hamilton, Stanley W. - In: Real estate economics : journal of the American Real … 29 (2001) 3, pp. 337-360
Persistent link: https://www.econbiz.de/10006899905
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Rational Expectations, Market Fundamentals and Housing Price Volatility
Clayton, Jim - In: Real estate economics : journal of the American Real … 24 (1996) 4, pp. 441-470
Persistent link: https://www.econbiz.de/10006931406
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GMM repeat sales price indices
Peng, Liang - In: Real estate economics : journal of the American Real … 30 (2002) 2, pp. 239-261
Persistent link: https://www.econbiz.de/10001683042
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The risk and return of commercial real estate : a property level analysis
Peng, Liang - In: Real estate economics : journal of the American Real … 44 (2016) 3, pp. 555-583
Persistent link: https://www.econbiz.de/10011616611
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The economic impact of anticipated house price changes : evidence from home sales
Miller, Norman G.; Peng, Liang; Sklarz, Michael A. - In: Real estate economics : journal of the American Real … 39 (2011) 2, pp. 345-378
Persistent link: https://www.econbiz.de/10009160740