Cakici, Nusret; Erol, Isil; Tirtiroglu, Dogan - In: The Journal of Real Estate Finance and Economics 48 (2014) 3, pp. 415-440
This paper adopts the methodology in Bali and Cakici (Journal of Financial & Quantitative Analysis, 43, 29–58, <CitationRef CitationID="CR5">2008</CitationRef>) in tracking the evolution of the relation between equity REITs’ idiosyncratic risk and their cross-sectional expected returns between 1981 and 2010. In addition to the full...</citationref>
