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The diverging role of the systematic risk factors : evidence from real estate stock markets

Lang, Stephan; Scholz, Alexander - In: Journal of property investment & finance 33 (2015) 1, pp. 81-106

Persistent link: https://www.econbiz.de/10010518727

Local beta : has local real estate market risk been priced in REIT returns?

Zhu, Bing; Lizieri, Colin - In: The journal of real estate finance and economics 69 (2024) 4, pp. 682-718

Persistent link: https://www.econbiz.de/10015080905

Real estate as a portfolio risk diversifier

Etebari, Ahmad - In: Investment management and financial innovations 13 (2016) 2, pp. 45-52

Persistent link: https://www.econbiz.de/10011647570

An international analysis of time varying beta risk in listed real estate securities

Morri, Giacomo; Romito, Federico - In: Journal of property investment & finance 35 (2017) 2, pp. 116-134

Persistent link: https://www.econbiz.de/10011661938

Are public and private asset returns and risks the same? : evidence from real estate data

Hoesli, Martin; Oikarinen, Elias - 2013

This article aims to investigate the similarity of public and private real estate returns and risks over the relatively long horizon using data for the U.S and the U.K. The results show evidence of a one-to-one relationship between publicly traded REIT performance and privately traded direct...

Persistent link: https://www.econbiz.de/10010256953

Impact of Institutional Investors on Real Estate Risk

Cvijanovic, Dragana; Milcheva, Stanimira; Van de Minne, Alex - 2021

predicts higher uncertainty and greater noise in real estate prices in the short and medium run, and lower longitudinal risk in … structural changes in real estate market risk …

Persistent link: https://www.econbiz.de/10013323794

Real estate risk and hedge fund returns

Ambrose, Brent William; Cao, Charles Q.; D'Lima, Walter - In: The journal of real estate finance and economics 52 (2016) 3, pp. 197-225

Persistent link: https://www.econbiz.de/10011591657

Real estate investment : market volatility and optimal holding period under risk aversion

Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555

Persistent link: https://www.econbiz.de/10011647530

Do taxable REIT subsidiary spell risk for REITs? : an empirical examination

Cardona, Juan C. - In: Journal of property investment & finance 34 (2016) 4, pp. 387-406

Persistent link: https://www.econbiz.de/10011595046

Spillovers of Non-Fundamental Risks in Securitized Real Estate Companies

Chen, Zhen - 2017

This study extends the early empirical evidence of sentiment risk spillovers on firms within the same category … risk spillovers are weaker than those experienced in non-index REITs. For non-index REITs, we find significant …

Persistent link: https://www.econbiz.de/10012969489

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