Alpha and Persistence in Real Estate Fund Performance
Author:
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11146-009-9230-y.pdf
Reference32 articles.
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2. Bond, S. A., & Hwang, S. (2007). Smoothing, nonsynchronous appraisal and cross-sectional aggregation in real estate price indices. Real Estate Economics, 35, 349–382.
3. Brounen, D., Eichholtz, P., & Ling, D. C. (2007). Trading intensity and real estate performance. Journal of Real Estate Finance and Economics, 35, 449–474.
4. Brown, S., & Goetzmann, W. N. (1995). Performance persistence. Journal of Finance, 50, 679–698.
5. Busse, J. A., & Irvine, P. J. (2006). Bayesian alphas and mutual fund persistence. Journal of finance, 61, 2251–2288.
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