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The Beta factor in the REIT in...
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1
Asymmetric jump beta and continuous beta in Taiwan REIT market
Chi, Tsung-Li
;
Li, Sheng-Jung
- In:
International journal of business and economics
23
(
2024
)
2
,
pp. 113-135
Persistent link: https://www.econbiz.de/10015162896
Saved in:
2
An international investigation of the factors that determine conditional gold betas
Faff, Robert W.
;
Hillier, David
- In:
The financial review : the official publication of the …
39
(
2004
)
3
,
pp. 473-488
Persistent link: https://www.econbiz.de/10002163325
Saved in:
3
An investigation of the beta anomaly in emerging markets : a South African case
Segojane, Mabekebeke
;
Ndlovu, Godfrey
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
5
,
pp. 1-18
only determinant of risk in the South African stock market. We also found positive beta-idiosyncratic
volatility
(IVOL …
Persistent link: https://www.econbiz.de/10013273464
Saved in:
4
An analysis of the cross section of returns for EREITs using a varying-risk beta model
Conover, Mitchell C.
;
Friday, H. S.
;
Howton, Shelly W.
- In:
Real estate economics : journal of the American Real …
28
(
2000
)
1
,
pp. 141-163
Persistent link: https://www.econbiz.de/10001487121
Saved in:
5
On the time-series properties of real estate investment trust betas
Chiang, Kevin C. H.
;
Lee, Ming-long
;
Wisen, Craig H.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
2
,
pp. 381-396
Persistent link: https://www.econbiz.de/10002919272
Saved in:
6
Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi
;
Tsai, Hsiu-Jung
;
Sing, Tien Foo
;
Yang, …
- In:
International journal of strategic property management
19
(
2015
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
Saved in:
7
The price behavior of REITs surrounding extreme market-related events
Glascock, John Leslie
;
Lu-Andrews, Ran
- In:
The journal of real estate finance and economics
51
(
2015
)
4
,
pp. 441-479
Persistent link: https://www.econbiz.de/10011475176
Saved in:
8
Time-varying betas of US REITs from 1972 to 2013
Sing, Tien Foo
;
Tsai, I-Chun
;
Chen, Ming-Chi
- In:
The journal of real estate finance and economics
52
(
2016
)
1
,
pp. 50-72
Persistent link: https://www.econbiz.de/10011591419
Saved in:
9
Study of REIT ETF beta
Ivanov, Stoyu I.
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
3
,
pp. 347-369
Persistent link: https://www.econbiz.de/10011628415
Saved in:
10
An international analysis of time varying beta risk in listed real estate securities
Morri, Giacomo
;
Romito, Federico
- In:
Journal of property investment & finance
35
(
2017
)
2
,
pp. 116-134
Persistent link: https://www.econbiz.de/10011661938
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