The Asymmetric REIT-Beta Puzzle
Author:
Affiliation:
1. University of Portland, Portland, OR
2. Prudential Real Estate Investors, Parsippany, NJ
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous),Management Information Systems
Link
https://www.tandfonline.com/doi/pdf/10.1080/10835547.2000.12089599
Reference17 articles.
1. The relationship between return and market value of common stocks
2. The stochastic behavior of common stock variances Value, leverage and interest rate effects
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