Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
The impact of policy uncertainty on the M&A exit of startup firms
Cotei, Carmen; Farhat, Joseph; Khurana, Indu - In: Journal of economics and finance : JEF 46 (2022) 1, pp. 99-120
Persistent link: https://www.econbiz.de/10012795668
Cover Image
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