Empirical analysis of the illiquidity premia of German real estate securities
Year of publication: |
2022
|
---|---|
Authors: | Paul, Thomas ; Walther, Thomas ; Küster-Simić, André |
Published in: |
Financial markets and portfolio management. - Norwell, Mass. : Springer, ISSN 2373-8529, ZDB-ID 2097963-0. - Vol. 36.2022, 2, p. 203-260
|
Subject: | Asset pricing | Illiquidity | Real estate | REITs | Risk-factors | Immobilienfonds | Real estate fund | Deutschland | Germany | CAPM | Risikoprämie | Risk premium | Immobilien | Kapitaleinkommen | Capital income | Immobilienpreis | Real estate price | Liquidität | Liquidity | Marktliquidität | Market liquidity | Immobilienmarkt | Real estate market |
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