Similar Search Results - EconBiz

Nowhere to run, nowhere to hide : asset diversification in a flat world

Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2016

Persistent link: https://www.econbiz.de/10011563871

Nowhere to run, nowhere to hide : asset diversification in a flat world

Cotter, John; Gabriel, Stuart A.; Roll, Richard - 2019

Persistent link: https://www.econbiz.de/10012115038

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

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/10013070498

A comparative anatomy of REITs and residential real estate indexes : returns, risks and distributional characteristics

Cotter, John; Roll, Richard - 2010

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/10008810086

Testing distribution models for the Irish equity market

Cotter, John - In: The economic and social review 29 (1998) 4, pp. 369-382

Persistent link: https://www.econbiz.de/10001538423

Modelling catastrophic risk in international equity markets : an extreme value approach

Cotter, John - In: Applied financial economics letters 2 (2006) 1, pp. 13-17

Persistent link: https://www.econbiz.de/10003301507

Extreme value estimation of boom and crash statistics

Cotter, John - In: The European journal of finance 12 (2006) 6/7, pp. 553-566

Persistent link: https://www.econbiz.de/10003382846

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

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

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