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Extracting inflation from stock returns to test purchasing power parity

Chowdhry, Bhagwan; Roll, Richard; Xia, Yihong - In: The American economic review 95 (2005) 1, pp. 255-276

Persistent link: https://www.econbiz.de/10002878423

Extracting inflation from stock returns to test purchasing power parity

Chowdhry, Bhagwan (contributor); Roll, Richard (contributor) - 2003 - Rev.: June 2003

Persistent link: https://www.econbiz.de/10003732465

Extracting inflation from stock returns to test purchasing power parity

Chowdhry, Bhagwan (contributor); Roll, Richard (contributor) - 2004 - Rev.: June 1, 2004

Persistent link: https://www.econbiz.de/10003732597

On the cross-sectional relation between expected returns and betas

Roll, Richard - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 101-121

Persistent link: https://www.econbiz.de/10001169024

A Comparative Anatomy of REITs and Residential Real Estate Indexes : Returns, Risks and Distributional Characteristics

Cotter, John - 2014

Real Estate Investment Trusts (REITs) are the only truly liquid assets related to real estate investments. We study the behavior of U.S. REITs over the past three decades and document their return characteristics. REITs have somewhat less market risk than equity; their betas against a broad...

Persistent link: https://www.econbiz.de/10013068966