Real estate climate index and aggregate stock returns : evidence from China
Yuexiang Jiang, Tao Fu, Huaigang Long, Adam Zaremba, Wenyu Zhou
| Year of publication: |
2022
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|---|---|
| Authors: | Jiang, Yuexiang ; Fu, Tao ; Long, Huaigang ; Zaremba, Adam ; Zhou, Wenyu |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 75.2022, p. 1-26
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| Subject: | Asset allocation | Cash flow channel | Equity risk premium | Firm fundamentals | Predictive regression | Real estate climate index | Return predictability | Substitution effect | Kapitaleinkommen | Capital income | China | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Immobilienpreis | Real estate price | Cash Flow | Cash flow | Kapitalmarktrendite | Capital market returns | Immobilienfonds | Real estate fund | Immobilien | Real estate | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101841 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013552561