Idiosyncratic risk and spillover effect in REIT returns
Eddie C.M. Hui, Ziyou Wang
| Year of publication: |
2018
|
|---|---|
| Authors: | Hui, Eddie Chi Man ; Wang, Ziyou |
| Published in: |
International journal of strategic property management. - Vilnius : Univ., ISSN 1648-715X, ZDB-ID 2221300-4. - Vol. 22.2018, 6, p. 457-470
|
| Subject: | asymmetric adjustment | idiosyncratic risk | risk-return model | spillover effect | variance decomposition | Spillover-Effekt | Spillover effect | Risiko | Risk | Volatilität | Volatility | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Schock | Shock | Aktienmarkt | Stock market | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3846/ijspm.2018.6271 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011998439