Similar Search Results

Can metropolitan housing risk be diversified? : a cautionary tale from the recent boom and bust

Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2012

Persistent link: https://www.econbiz.de/10009755850

Nowhere to run, nowhere to hide : asset diversification in a flat world

Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2016

Persistent link: https://www.econbiz.de/10011563871

Can housing risk be diversified? : a cautionary tale from the housing boom and bust

Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2014

Persistent link: https://www.econbiz.de/10010465678

Nowhere to run, nowhere to hide : asset diversification in a flat world

Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2019

Persistent link: https://www.econbiz.de/10012115038

A comparative anatomy of REITs and residential real estate indexes : returns, risks and distributional characteristics

Cotter, John; Roll, Richard - 2010

Real Estate Investment Trusts (REITs) are the only truly liquid assets related to real estate investments. We study the behavior of U.S. REITs over the past three decades and document their return characteristics. REITs have somewhat less market risk than equity; their betas against a broad...

Persistent link: https://www.econbiz.de/10008810086

A Comparative Anatomy of REITs and Residential Real Estate Indexes : Returns, Risks and Distributional Characteristics

Cotter, John - 2014

Persistent link: https://www.econbiz.de/10013068966

A Comparative Anatomy of REITS and Residential Real Estate Indexes : Returns, Risks and Distributional Characteristics

Cotter, John - 2014

Persistent link: https://www.econbiz.de/10013070498

A Comparative Anatomy of Residential Reits and Private Real Estate Markets : Returns, Risks and Distributional Characteristics

Cotter, John - 2013

Real Estate Investment Trusts (REITs) are the only truly liquid assets related to residential real estate investments. We study the behavior of U.S. Residential REITs over the past three decades and document their return characteristics. REITs have somewhat less market risk than equity; their...

Persistent link: https://www.econbiz.de/10013071255

Extreme value estimation of boom and crash statistics

Cotter, John - In: The European journal of finance 12 (2006) 6/7, pp. 553-566

Persistent link: https://www.econbiz.de/10003382846

Modelling catastrophic risk in international equity markets : an extreme value approach

Cotter, John - In: Applied financial economics letters 2 (2006) 1, pp. 13-17

Persistent link: https://www.econbiz.de/10003301507