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Housing "beta" : common risk factor in returns of stocks
Baulkaran, Vishaal; Jain, Pawan; Sunderman, Mark A. - In: The journal of real estate finance and economics 58 (2019) 3, pp. 438-456
Persistent link: https://www.econbiz.de/10012152032
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The cross section of expected real estate returns : insights from investment-based asset pricing
Bond, Shaun A.; Xue, Chen - In: The journal of real estate finance and economics 54 (2017) 3, pp. 403-428
Persistent link: https://www.econbiz.de/10011797637
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Volatility and the cross-section of real estate equity returns during covid-19
Milcheva, Stanimira - In: The journal of real estate finance and economics 65 (2022) 2, pp. 293-320
Persistent link: https://www.econbiz.de/10013438635
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Tracking the evolution of idiosyncratic risk and cross-sectional expected returns for US REITs
Cakici, Nusret; Erol, Isil; Tırtıroğlu, Doğan - In: The journal of real estate finance and economics 48 (2014) 3, pp. 415-440
Persistent link: https://www.econbiz.de/10010402358
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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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Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.; Miller, Stephen M.; Gupta, Rangan - In: The journal of real estate finance and economics 50 (2015) 3, pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
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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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Book assets, real estate, and returns on common stock
Hsieh, Cheng-ho; Peterson, James D. - In: The journal of real estate finance and economics 21 (2000) 3, pp. 221-233
Persistent link: https://www.econbiz.de/10001537206
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The role of co-skewness in the pricing of real estate
Liu, Crocker H. - In: The journal of real estate finance and economics 5 (1992) 3, pp. 299-319
Persistent link: https://www.econbiz.de/10001159399
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Betting against the sentiment in REIT NAV premiums
Letdin, Mariya; Sirmans, Stace; Sirmans, G. Stacy - In: The journal of real estate finance and economics 64 (2022) 4, pp. 590-614
Persistent link: https://www.econbiz.de/10013170494