Volatility and the Cross-Section of Real Estate Equity Returns during Covid-19
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DOI: 10.1007/s11146-021-09840-6
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Cited by:
- Herjuna Qobush Izzahdi & Ani Wilujeng Suryani, 2023. "COVID-19 Vaccination, Government Strict Policy and Capital Market Volatility: Evidence from ASEAN Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 117-135.
- Marton Lotz & Daniel Ruf & Johannes Strobel, 2023. "Uncertainty premia in REIT returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 372-407, March.
- Woei Chyuan Wong & Edie Erman Che Johari & Shazida Jan Mohd Khan & Siti Nurazira Mohd Daud & Mohd Yushairi Mat Yusoff & Hafirda Akma Musaddad, 2023. "From Outbreak to Vaccination: An Analysis of the Commercial Property Market Reaction to COVID-19 in Malaysia," International Real Estate Review, Global Social Science Institute, vol. 26(3), pages 267-298.
- Chioma Okoro & Marie Mangwi Ayaba, 2023. "Research Trends and Directions on Real Estate Investment Trusts’ Performance Risks," Sustainability, MDPI, vol. 15(6), pages 1-20, March.
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More about this item
Keywords
Covid-19 risk factor; Pandemic; Factor model; Fama–MacBeth; REITs;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- I1 - Health, Education, and Welfare - - Health
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General
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