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Underlying asset liguidity, heterogeneously informed investors, and REITs excess return

Lu, Chia-wu; Chen, Tsung-kang; Liao, Hsien-hsing - In: Managerial finance 40 (2014) 1, pp. 72-96

Persistent link: https://www.econbiz.de/10010252087

Multivariate tests of the CAPM under heteroskedasticity : a note

Lee, Ahyee - In: International review of economics & finance : IREF 6 (1997) 4, pp. 431-439

Persistent link: https://www.econbiz.de/10001235516

A multivariate test of the covariance-co-skewness restriction for the three moment CAPM

Lee, Ahyee - In: Journal of economics & business 48 (1996) 5, pp. 515-523

Persistent link: https://www.econbiz.de/10001210389

Is there a real estate factor premium ?

Mei, Jianping - In: The journal of real estate finance and economics 9 (1994) 2, pp. 113-126

Persistent link: https://www.econbiz.de/10001173966

Asset Pricing.

Mei, Jianping - 2003

Real estate finance is a fast-developing area where top quality research is in great demand. In the US, the real estate market is worth about US4 trillion, and the REITs market about US200 billion; tens of thousands of real estate professionals are working in this area. The market overseas could...

Persistent link: https://www.econbiz.de/10012687233