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Market imperfections, omitted asset markets, and abnormal real estate returns : a theoretical and empirical investigation

Liu, Crocker H. - 1988

Persistent link: https://www.econbiz.de/10001445060

The predictability of international real estate markets, exchange rate risks and diversification consequences

Liu, Crocker H. - In: Real estate economics : journal of the American Real … 26 (1998) 1, pp. 3-39

Persistent link: https://www.econbiz.de/10001249247

Insider trading as a signal of private information

Damodaran, Aswath - In: The review of financial studies 6 (1993) 1, pp. 79-119

Persistent link: https://www.econbiz.de/10001149992

The role of co-skewness in the pricing of real estate

Liu, Crocker H. - In: The journal of real estate finance and economics 5 (1992) 3, pp. 299-319

Persistent link: https://www.econbiz.de/10001159399

The integration of the real estate market and the stock market : some preliminary evidence

Liu, Crocker H. (contributor) - In: The journal of real estate finance and economics 3 (1990) 3, pp. 261-282

Persistent link: https://www.econbiz.de/10001106024

The value added from investment managers : an examination of funds of REITs

Kallberg, Jarl G.; Liu, Crocker H.; Trzcinka, Charles - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 387-408

Persistent link: https://www.econbiz.de/10001522466

Dividend pricing models and REITs

Kallberg, Jarl G.; Liu, Crocker H.; Srinivasan, Anand - In: Real estate economics : journal of the American Real … 31 (2003) 3, pp. 435-450

Persistent link: https://www.econbiz.de/10001796391

International evidence on real estate securities as an inflation hedge

Liu, Crocker H. - In: Real estate economics : journal of the American Real … 25 (1997) 2, pp. 193-221

Persistent link: https://www.econbiz.de/10001223198

The role of the underlying real asset market in REIT IPOs

Hartzell, Jay C.; Kallberg, Jarl G.; Liu, Crocker H. - In: Real estate economics : journal of the American Real … 33 (2005) 1, pp. 27-50

Persistent link: https://www.econbiz.de/10002749770

The Relationship between Tenant Quality and REIT Risk & Performance

Liu, Crocker H. - 2010

This paper studies the micro-foundations of commercial real estate risk and performance. Specifically, we analyze the linkage between tenant quality and the performance of commercial real estate. A commercial real estate asset can be valued as the sum of the discounted future cash flows of...

Persistent link: https://www.econbiz.de/10013135594