Coën, Alain; Lecomte, Patrick - In: Journal of Property Investment & Finance 37 (2019) 1, pp. 72-91
Purpose: The purpose of this paper is to analyze and revisit the risk and performance of publicly traded real estate companies from 14 countries over the period 2000–2015, marked by the unprecedented Global Financial Crisis, in presence of errors-in-variables (EIV) and illiquidity (measured...