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The Value of Risk in Real Estate Markets

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Author Info

  • Capozza, Dennis R
  • Schwann, Gregory M

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Bibliographic Info

Article provided by Springer in its journal Journal of Real Estate Finance & Economics.

Volume (Year): 3 (1990)
Issue (Month): 2 (June)
Pages: 117-40

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Handle: RePEc:kap:jrefec:v:3:y:1990:i:2:p:117-40

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Web page: http://www.springerlink.com/link.asp?id=102945

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Cited by:
  1. Levi, Maurice D. & Venezia, Itzhak & Zhang, Yimin, 1996. "The velocity puzzle revisited: The effects of the housing and stock markets," Journal of Economics and Business, Elsevier, vol. 48(1), pages 23-32, February.
  2. Alexander, David Richard & Mo, Mengjia & Stent, Alan Fraser, 2012. "Arithmetic Brownian motion and real options," European Journal of Operational Research, Elsevier, vol. 219(1), pages 114-122.
  3. Leon G. Shilton & Janet K. Tandy, 1993. "The Information Precision of CBD Office Vacancy Rates," Journal of Real Estate Research, American Real Estate Society, vol. 8(3), pages 421-444.
  4. David E. Frame, 2008. "Regional Migration and House Price Appreciation," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 96-112.
  5. Joseph Ooi & Jingliang Wang & James Webb, 2009. "Idiosyncratic Risk and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 38(4), pages 420-442, May.
  6. Capozza, Dennis R. & Seguin, Paul J., 1996. "Expectations, efficiency, and euphoria in the housing market," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 369-386, June.

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