Are we overestimating REIT idiosyncratic risk? : analysis of pricing effects and persistence
Benjamin A. Abugri; Sandip Dutta
| Year of publication: |
2014
|
|---|---|
| Authors: | Abugri, Benjamin Adam ; Dutta, Sandip |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 29.2014, p. 249-259
|
| Subject: | REITs | Idiosyncratic risk | Conditional betas | Immobilienfonds | Real estate fund | Risiko | Risk | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010431425