Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Year of publication: |
2023
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Authors: | Essa, Mohammad Sharik ; Giouvris, Evangelos |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 11.2023, 1, Art.-No. 12, p. 1-39
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Subject: | real estate investment trusts (REITs) | default risk | REIT premiums | liquidity crisis | riskfactors | portfolio performance | USA | United States | Immobilienfonds | Real estate fund | Risikoprämie | Risk premium | Betriebliche Liquidität | Corporate liquidity | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk | Liquidität | Liquidity | Börsenkurs | Share price | Insolvenz | Insolvency |
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