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Risk and Return in Real Estate


  • Ross, Stephen A
  • Zisler, Randall C


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Suggested Citation

  • Ross, Stephen A & Zisler, Randall C, 1991. "Risk and Return in Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 4(2), pages 175-190, June.
  • Handle: RePEc:kap:jrefec:v:4:y:1991:i:2:p:175-90

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    References listed on IDEAS

    1. Lamoureux, Christopher G & Lastrapes, William D, 1990. " Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects," Journal of Finance, American Finance Association, vol. 45(1), pages 221-229, March.
    2. W. Gary Simpson & Timothy C. Ireland, 1982. "The effect of futures trading on the price volatility of gnma securities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 2(4), pages 357-366, December.
    3. Shiller, Robert J., 1998. "Macro Markets: Creating Institutions for Managing Society's Largest Economic Risks," OUP Catalogue, Oxford University Press, number 9780198294184, June.
    4. Rose Neng Lai & Ko Wang & Yuqing Zhou, 2004. "Sale before Completion of Development: Pricing and Strategy," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(2), pages 329-357, June.
    5. Figlewski, Stephen, 1981. "Futures Trading and Volatility in the GNMA Market," Journal of Finance, American Finance Association, vol. 36(2), pages 445-456, May.
    6. Taylor, Gregory S. & Leuthold, Raymond M., 1974. "The Influence of Futures Trading on Cash Cattle Price Variations," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01.
    7. Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
    8. Harris, Milton & Raviv, Artur, 1993. "Differences of Opinion Make a Horse Race," Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 473-506.
    9. Cox, Charles C, 1976. "Futures Trading and Market Information," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1215-1237, December.
    10. Kenneth C. Froewiss, 1978. "GNMA futures: stabilizing or destabilizing?," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 20-29.
    11. Working, Holbrook, 1960. "Price Effects of Futures Trading," Food Research Institute Studies, Stanford University, Food Research Institute, issue 01, February.
    12. John B. Corgel & Gerald D. Gay, 1984. "The Impact of GNMA Futures Trading on Cash Market Volatility," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(2), pages 176-190.
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