Smoothing in appraisal-based returns
- 1 September 1991
- journal article
- Published by Springer Nature in The Journal of Real Estate Finance and Economics
- Vol. 4 (3) , 327-345
- https://doi.org/10.1007/bf00161933
Abstract
No abstract availableKeywords
This publication has 23 references indexed in Scilit:
- A Further Examination of Appraisal Data and the Potential Bias in Real Estate Return Indexes: Comment and ClarificationReal Estate Economics, 1991
- Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based ReturnsReal Estate Economics, 1989
- Bias in Appraisal‐Based ReturnsReal Estate Economics, 1989
- Stock Prices, Earnings, and Expected DividendsThe Journal of Finance, 1988
- Real estateThe Journal of Portfolio Management, 1988
- Diversification Categories in Investment Real EstateReal Estate Economics, 1986
- Public Information and Abnormal Returns in Real Estate InvestmentReal Estate Economics, 1985
- WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETSThe Financial Review, 1984
- Real Estate Investment Funds: Performance and Portfolio ConsiderationsReal Estate Economics, 1984
- Risk measurement when shares are subject to infrequent tradingJournal of Financial Economics, 1979