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Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

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  • Shaun A. Bond
  • Soosung Hwang
  • Gianluca Marcato

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Suggested Citation

  • Shaun A. Bond & Soosung Hwang & Gianluca Marcato, 2012. "Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(4), pages 637-661, December.
  • Handle: RePEc:bla:reesec:v:40:y:2012:i:4:p:637-661
    DOI: j.1540-6229.2011.00327.x
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    Cited by:

    1. Jean‐Christophe Delfim & Martin Hoesli, 2021. "Robust desmoothed real estate returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(1), pages 75-105, March.
    2. Massimo Guidolin & Manuela Pedio & Milena T. Petrova, 2023. "The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 67(1), pages 108-149, July.
    3. Alain Chaney & Martin Hoesli, 2015. "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," International Real Estate Review, Global Social Science Institute, vol. 18(1), pages 1-43.
    4. Soosung Hwang & Youngha Cho & Jinho Shin, 2017. "Does illiquidity matter in residential properties?," Applied Economics, Taylor & Francis Journals, vol. 49(1), pages 1-20, January.
    5. Gianluca Marcato, 2018. "Liquidity Pricing of Illiquid Assets," ERES eres2018_215, European Real Estate Society (ERES).
    6. Deng, Yongheng & McMillen, Daniel P. & Sing, Tien Foo, 2014. "Matching indices for thinly-traded commercial real estate in Singapore," Regional Science and Urban Economics, Elsevier, vol. 47(C), pages 86-98.

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