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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
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Relative performance of the grid, nearest neighbor, and OLS estimators
Pace, R. Kelley - In: The journal of real estate finance and economics 13 (1996) 3, pp. 203-218
Persistent link: https://www.econbiz.de/10001213392
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Parametric, semiparametric, and nonparametric estimation of characteristic values within mass assessment and hedonic pricing models
Pace, R. Kelley - In: The journal of real estate finance and economics 11 (1995) 3, pp. 195-217
Persistent link: https://www.econbiz.de/10001201681
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Nonparametric methods with applications to hedonic models
Pace, R. Kelley - In: The journal of real estate finance and economics 7 (1993) 3, pp. 185-204
Persistent link: https://www.econbiz.de/10001169412
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Performing large spatial regressions and autoregressions
Pace, R. Kelley - In: Economics letters 54 (1997) 3, pp. 283-291
Persistent link: https://www.econbiz.de/10001224344
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Volatility-of-Volatility Risk in Asset Pricing
Chen, Te-Feng; Chordia, Tarun; Chung, San-Lin; Lin, Ji-chai - 2021
This paper develops a general equilibrium model and provides empirical support that the market volatility-of-volatility (VOV) predicts market returns and drives the time-varying volatility risk. In asset pricing tests with the market, volatility, and VOV as factors, the risk premium on VOV is...
Persistent link: https://www.econbiz.de/10013244837
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SEO timing and liquidity risk
Lin, Ji-chai; Wu, Yi Lin - In: The journal of corporate finance : contracting, … 19 (2013), pp. 95-118
Persistent link: https://www.econbiz.de/10009717147
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Limited attention, share repurchases, and takeover risk
Lin, Ji-chai; Stephens, Clifford P.; Wu, Yi Lin - In: Journal of banking & finance 42 (2014), pp. 283-301
Persistent link: https://www.econbiz.de/10010408376
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Price delay premium and liquidity risk
Lin, Ji-chai; Singh, Ajai K.; Sun, Ping-wen Steven; Yu, Wen - In: Journal of financial markets 17 (2014), pp. 150-173
Persistent link: https://www.econbiz.de/10010437261
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Dividend policy, signaling, and discounts on closed-end funds
Johnson, Shane A.; Lin, Ji-chai; Song, Kyojik Roy - In: Journal of financial economics 81 (2006) 3, pp. 539-562
Persistent link: https://www.econbiz.de/10003370399