Tracking the evolution of idiosyncratic risk and cross-sectional expected returns for US REITs
Year of publication: |
2014
|
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Authors: | Cakici, Nusret ; Erol, Isil ; Tırtıroğlu, Doğan |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 48.2014, 3, p. 415-440
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Subject: | Idiosyncratic risk | Expected returns | REITs | GFC | REIT Maturity Era | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | USA | United States | Risiko | Risk | CAPM |
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