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Low-Frequency volatility of real estate securities in relation to macroeconomic risk

Lee, Chyi Lin; Stevenson, Simon; Lee, Ming-Long - 2015

Persistent link: https://www.econbiz.de/10011295730

Letdin, Mariya; Sirmans, Corbitt Stace; Sirmans, G. Stacy; … - In: Journal of real estate literature : a publication of … 27 (2019) 1, pp. 3-25

Persistent link: https://www.econbiz.de/10012416738

Assessing the real estate pricing puzzle : a diagnostic application of the stochastic discounting factor to the distribution of REIT returns

Downs, David H. - In: The journal of real estate finance and economics 20 (2000) 2, pp. 155-175

Persistent link: https://www.econbiz.de/10001498667

Myths and facts about the alleged over-pricing of US real estate : evidence from multi-factor asset pricing models of REIT returns

Guidolin, Massimo; Ravazzolo, Francesco; Tortora, … - In: The journal of real estate finance and economics 49 (2014) 4, pp. 477-523

Persistent link: https://www.econbiz.de/10010422266

Are we overestimating REIT idiosyncratic risk? : analysis of pricing effects and persistence

Abugri, Benjamin Adam; Dutta, Sandip - In: International review of economics & finance : IREF 29 (2014), pp. 249-259

Persistent link: https://www.econbiz.de/10010431425

Idiosyncratic risk and spillover effect in REIT returns

Hui, Eddie Chi Man; Wang, Ziyou - In: International journal of strategic property management 22 (2018) 6, pp. 457-470

Persistent link: https://www.econbiz.de/10011998439

Macroeconomic risks and REITs returns : a comparative analysis

Kola, Katlego; Kodongo, Odongo - In: Research in international business and finance 42 (2017), pp. 1228-1243

Persistent link: https://www.econbiz.de/10011760970

Further evidence on idiosyncratic risk and REIT pricing : a cross-country analysis

Mi, Lin; Benson, Karen; Faff, Robert W. - In: Accounting research journal 29 (2016) 1, pp. 34-58

Persistent link: https://www.econbiz.de/10011578767

Volatility and the Cross-Section of Real Estate Equity Returns during COVID-19

Milcheva, Stanimira - 2020

This paper uses the global systemic shock associated with the outbreak of the novel coronavirus COVID-19 to assess the risk-return relationship in the cross-section of real estate equities internationally. I construct a global COVID-19 risk factor to capture the risk exposure of individual...

Persistent link: https://www.econbiz.de/10012834293

Volatility and the cross-section of real estate equity returns during covid-19

Milcheva, Stanimira - In: The journal of real estate finance and economics 65 (2022) 2, pp. 293-320

Persistent link: https://www.econbiz.de/10013438635