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Recovery of real estate returns for portfolio allocation
Corgel, John B.; DeRoos, Jan A. - In: The journal of real estate finance and economics 18 (1999) 3, pp. 279-296
Persistent link: https://www.econbiz.de/10001410569
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Bias and precision of estimates of housing investment risk based on repeat-sales indices : a simulation analysis
Geltner, David - In: The journal of real estate finance and economics 14 (1997) 1, pp. 155-171
Persistent link: https://www.econbiz.de/10001335497
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Myths and facts about the alleged over-pricing of US real estate : evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo; Ravazzolo, Francesco; Tortora, … - In: The journal of real estate finance and economics 49 (2014) 4, pp. 477-523
Persistent link: https://www.econbiz.de/10010422266
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Assessing the real estate pricing puzzle : a diagnostic application of the stochastic discounting factor to the distribution of REIT returns
Downs, David H. - In: The journal of real estate finance and economics 20 (2000) 2, pp. 155-175
Persistent link: https://www.econbiz.de/10001498667
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Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas; Campbell, Robert D.; Emekter, Riza - In: The journal of real estate finance and economics 38 (2009) 2, pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
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Multiple regimes and volatility transmission in securitized real estate markets
Liow, Kim Hiang; Chen, Zhiwei; Liu, Jingran - In: The journal of real estate finance and economics 42 (2011) 3, pp. 295-328
Persistent link: https://www.econbiz.de/10009303113
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Multiscale analysis of international linkages of REIT returns and volatilities
Zhou, Jian - In: The journal of real estate finance and economics 45 (2012) 4, pp. 1062-1087
Persistent link: https://www.econbiz.de/10009689421
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Real-estate risk effects on financial institutions' stock return distribution : a bivariate GARCH analysis
Elyasiani, Elyas; Mansur, Iqbal; Wetmore, Jill L. - In: The journal of real estate finance and economics 40 (2010) 1, pp. 89-107
Persistent link: https://www.econbiz.de/10003947939
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The role of people's expectation in the recent US housing boom and bust
Huang, MeiChi - In: The journal of real estate finance and economics 46 (2013) 3, pp. 452-479
Persistent link: https://www.econbiz.de/10009727567
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Volatilities and momentum returns in real estate investment trusts
Hung, Szu-yin Kathy; Glascock, John Leslie - In: The journal of real estate finance and economics 41 (2010) 2, pp. 126-149
Persistent link: https://www.econbiz.de/10009297681