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Empirical relationship between macroeconomic volatility and stock returns : evidence from Latin American markets
Abugri, Benjamin Adam - In: International review of financial analysis 17 (2008) 2, pp. 396-410
Persistent link: https://www.econbiz.de/10003765132
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Are we overestimating REIT idiosyncratic risk? : analysis of pricing effects and persistence
Abugri, Benjamin Adam; Dutta, Sandip - In: International review of economics & finance : IREF 29 (2014), pp. 249-259
Persistent link: https://www.econbiz.de/10010431425
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The information and wealth effects of earnings surprises in the US insurance industry
Cotei, Carmen; Farhat, Joseph; Miranda, Mercedes - In: The journal of insurance issues : official journal of … 35 (2012) 2, pp. 180-209
Persistent link: https://www.econbiz.de/10009668458
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Are We Overestimating REIT Idiosyncratic Risk? Analysis of Pricing Effects and Persistence
Abugri, Benjamin A. - 2014
This study uses a multifactor REIT-specific model to estimate and compare REIT idiosyncratic volatility vis-à-vis the same from the Fama-French three-factor model. Estimates of conditional idiosyncratic volatility and conditional betas obtained from a multifactor REIT-returns model and a...
Persistent link: https://www.econbiz.de/10013063688