Volatility in U.S. Housing Sector and the REIT Equity Return
Author:
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Link
https://link.springer.com/content/pdf/10.1007/s11146-022-09897-x.pdf
Reference132 articles.
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3. Allen, L., Bali, T. G., & Tang, Y. (2012). Does systemic risk in the financial sector predict future economic downturns? The Review of Financial Studies, 25(10), 3000–3036.
4. Anderson, E. W., Ghysels, E., & Juergens, J. L. (2009). The impact of risk and uncertainty on expected returns. Journal of Financial Economics, 94(2), 233–263.
5. Anderson, R., Clayton, J., Mackinnon, G., & Sharma, R. (2005). REIT returns and pricing: The small cap value stock factor. Journal of Property Research, 22(04), 267–286.
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