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Volatility in U.S. housing sector and the reit equity return

Alam, Masud - In: The journal of real estate finance and economics 69 (2024) 3, pp. 505-544

Persistent link: https://www.econbiz.de/10015080953

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

Homeowners' Risk Premia : Evidence from Zip Code Housing Returns

Eiling, Esther - 2020

homeowners are compensated for bearing housing risk. Our sample covers more than 9,000 zip codes across 135 metropolitan … investment good properties with significant heterogeneity across MSAs in terms of which risk factors are priced. Local and …

Persistent link: https://www.econbiz.de/10012850473

The anatomy of public and private real estate return premia

Kroencke, Tim-Alexander; Schindler, Felix; Steininger, … - In: The journal of real estate finance and economics 56 (2018) 3, pp. 500-523

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Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity

Nayar, Nandkumar; Price, S. McKay; Shen, Ke - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 82-113

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Spreads and volatility in house returns

Chinloy, Peter; Jiang, Cheng; John, Kose - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-16

Underlying idiosyncratic and illiquidity risks are suppressed in infrequently reported indexes of house prices and rents. Idiosyncratic risks result from bid-ask spreads for prices and rents. Time series autocovariances generate a distribution of prices and rents. Capital gains and rent-price...

Persistent link: https://www.econbiz.de/10013382201