Is there a real estate factor premium?
- 1 September 1994
- journal article
- research article
- Published by Springer Nature in The Journal of Real Estate Finance and Economics
- Vol. 9 (2) , 113-126
- https://doi.org/10.1007/bf01099970
Abstract
No abstract availableKeywords
This publication has 28 references indexed in Scilit:
- Asset returns and inflationPublished by Elsevier ,2002
- Dividend yields and expected stock returnsPublished by Elsevier ,2002
- Stock returns and the term structurePublished by Elsevier ,2002
- The predictability of real estate returns and market timingThe Journal of Real Estate Finance and Economics, 1994
- An analysis of real-estate risk using the present value modelThe Journal of Real Estate Finance and Economics, 1994
- Risk and Return on Real Estate: Evidence from Equity REITsReal Estate Economics, 1990
- A Different Look at Commercial Real Estate ReturnsReal Estate Economics, 1990
- Integration vs. Segmentation in the Canadian Stock MarketThe Journal of Finance, 1986
- Capital Asset Pricing and Real Estate Valuation*Real Estate Economics, 1982
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980