An Analysis of the Cross Section of Returns for EREITs Using a Varying-Risk Beta Model
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference31 articles.
1. The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency
2. Anomalies in relationships between securities' yields and yield-surrogates
3. The relationship between return and market value of common stocks
4. The relationship between earnings' yield, market value and return for NYSE common stocks
5. DUAL BETAS FROM BULL AND BEAR MARKETS: REVERSAL OF THE SIZE EFFECT
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2. Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?;The Journal of Real Estate Finance and Economics;2022-03-05
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4. Determinant Factors of Profitability in Malaysia’s Real Estate Investment Trusts (M-REITS);UNIMAS Review of Accounting and Finance;2018-12-27
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