Pricing of Volatility Risk in REITs
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Abugri, Benjamin A. & Dutta, Sandip, 2014. "Are we overestimating REIT idiosyncratic risk? Analysis of pricing effects and persistence," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 249-259.
- Tumellano Sebehela, 2016. "Portfolio Formation Memory," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(02), pages 1-16, June.
- repec:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9574-z is not listed on IDEAS
- repec:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9573-0 is not listed on IDEAS
- Greg MacKinnon & Jon Spinney, 2017. "Low Volatility Investing in U.S. Equity REITs," International Real Estate Review, Asian Real Estate Society, vol. 20(1), pages 1-21.
- Gerlach, Richard & Obaydin, Ivan & Zurbruegg, Ralf, 2015. "The impact of leverage on the idiosyncratic risk and return relationship of REITs around the financial crisis," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 207-219.
More about this item
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jre:issued:v:35:n:2:2013:p:223-248. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (JRER Graduate Assistant/Webmaster). General contact details of provider: http://www.aresnet.org/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.