Fuerst, Franz; McAllister, Patrick; Sivitanides, Petros - In: Studies in Economics and Finance 32 (2015) 1, pp. 2-16
Purpose – The purpose of this paper is to investigate the effect of the crisis on the pricing of asset quality attributes. This paper uses sales transaction data to examine whether flight from risk phenomena took place in the US office market during the financial crisis of 2007-2009....