메뉴 건너뛰기




Volumn 16, Issue 3, 1998, Pages 317-342

What Moves Retail Property Returns at the Metropolitan Level?

Author keywords

Expected property returns; Informational efficiency

Indexed keywords


EID: 0032387097     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007783900583     Document Type: Article
Times cited : (16)

References (33)
  • 1
    • 0003871914 scopus 로고
    • Washington, DC: ACLI
    • American Council of Life Insurance Companies. (1977). Life Insurance Fact Book. Washington, DC: ACLI.
    • (1977) Life Insurance Fact Book
  • 3
    • 0344839169 scopus 로고
    • Stock Returns and the Term Structure
    • Campbell, J. Y. (1987). "Stock Returns and the Term Structure," Journal of Financial Economics 18, 373-399.
    • (1987) Journal of Financial Economics , vol.18 , pp. 373-399
    • Campbell, J.Y.1
  • 4
    • 0000433727 scopus 로고
    • A Variance Decomposition for Stock Returns
    • Campbell, J. Y. (1991). "A Variance Decomposition for Stock Returns," Economic Journal 101 (March), 157-179.
    • (1991) Economic Journal , vol.101 , Issue.MARCH , pp. 157-179
    • Campbell, J.Y.1
  • 5
    • 84977717068 scopus 로고
    • Stock Prices, Earnings, and Expected Dividends
    • Campbell, J. Y., and R. J. Shiller. (1988). "Stock Prices, Earnings, and Expected Dividends," Journal of Finance 43(3), 661-676.
    • (1988) Journal of Finance , vol.43 , Issue.3 , pp. 661-676
    • Campbell, J.Y.1    Shiller, R.J.2
  • 7
    • 0009794932 scopus 로고
    • Forecasting the Sales of Precast Concrete Building Products
    • Dawood, N., and R. H. Neale. (1993). "Forecasting the Sales of Precast Concrete Building Products," Construction Management 11(2), 81-98.
    • (1993) Construction Management , vol.11 , Issue.2 , pp. 81-98
    • Dawood, N.1    Neale, R.H.2
  • 8
    • 84984076308 scopus 로고
    • The Markets for Real Estate Assets and Space: A Conceptual Framework
    • DiPasquale, D., and W C. Wheaton. (1992). "The Markets for Real Estate Assets and Space: A Conceptual Framework," AREUEA Journal 20(2), 181-198.
    • (1992) AREUEA Journal , vol.20 , Issue.2 , pp. 181-198
    • DiPasquale, D.1    Wheaton, W.C.2
  • 10
    • 21844509439 scopus 로고
    • Speed of Adjustment in Commercial Real Estate Markets
    • Eppli, M. J., and J. D. Shilling. (1995). "Speed of Adjustment in Commercial Real Estate Markets," Southern Economic Journal 61(4), 1127-1145.
    • (1995) Southern Economic Journal , vol.61 , Issue.4 , pp. 1127-1145
    • Eppli, M.J.1    Shilling, J.D.2
  • 11
    • 84977707061 scopus 로고
    • Stock Returns, Expected Returns, and Real Activity
    • Fama, E. F. (1990). "Stock Returns, Expected Returns, and Real Activity," Journal of Finance 45, 1089-1108.
    • (1990) Journal of Finance , vol.45 , pp. 1089-1108
    • Fama, E.F.1
  • 12
    • 84936823605 scopus 로고
    • Permanent and Temporary Components of Stock Prices
    • Fama, E. F., and K. R. French. (1988). "Permanent and Temporary Components of Stock Prices," Journal of Political Economy 96(2), 246-273.
    • (1988) Journal of Political Economy , vol.96 , Issue.2 , pp. 246-273
    • Fama, E.F.1    French, K.R.2
  • 13
    • 34250890715 scopus 로고
    • Business Conditions and Expected Returns on Stocks and Bonds
    • Fama, E. F., and K. R. French. (1989). "Business Conditions and Expected Returns on Stocks and Bonds," Journal of Financial Economics 71, 23-49.
    • (1989) Journal of Financial Economics , vol.71 , pp. 23-49
    • Fama, E.F.1    French, K.R.2
  • 14
    • 84977709203 scopus 로고
    • Changes in Expected Security Returns, Risk, and Levels of Interest Rates
    • Ferson, W. E. (1989). "Changes in Expected Security Returns, Risk, and Levels of Interest Rates," Journal of Finance 44(5), 1191-1217.
    • (1989) Journal of Finance , vol.44 , Issue.5 , pp. 1191-1217
    • Ferson, W.E.1
  • 15
    • 84984035053 scopus 로고
    • Integrating Research on Markets for Space and Capital
    • Fisher, J. D. (1992). "Integrating Research on Markets for Space and Capital," AREUEA Journal 20(2), 161-180.
    • (1992) AREUEA Journal , vol.20 , Issue.2 , pp. 161-180
    • Fisher, J.D.1
  • 17
    • 0001607212 scopus 로고
    • Estimating Market Values from Appraised Values Without Assuming an Efficient Market
    • Geltner, D. M. (1993). "Estimating Market Values from Appraised Values Without Assuming an Efficient Market," Journal of Real Estate Research 8(3), 325-345.
    • (1993) Journal of Real Estate Research , vol.8 , Issue.3 , pp. 325-345
    • Geltner, D.M.1
  • 18
    • 0039923018 scopus 로고
    • The Present Value Model with Time-Varying Discount Rates: Implications for Commercial Valuation and Investment
    • Geltner, D. M., and J. Mei. (1995). "The Present Value Model with Time-Varying Discount Rates: Implications for Commercial Valuation and Investment," Journal of Real Estate Finance and Economics 11(2), 119-136.
    • (1995) Journal of Real Estate Finance and Economics , vol.11 , Issue.2 , pp. 119-136
    • Geltner, D.M.1    Mei, J.2
  • 19
    • 0042395651 scopus 로고
    • A Note on the Use of Appraisal Data in Indexes of Performance Measurement
    • Giliberto, S. M. (1988). "A Note on the Use of Appraisal Data in Indexes of Performance Measurement," AREUEA Journal 16(1), 77-83.
    • (1988) AREUEA Journal , vol.16 , Issue.1 , pp. 77-83
    • Giliberto, S.M.1
  • 20
    • 0041972156 scopus 로고
    • A Note on Commercial Mortgage Flows and Construction
    • Giliberto, S. M. (1992). "A Note on Commercial Mortgage Flows and Construction," Journal of Real Estate Research 4(2), 485-492.
    • (1992) Journal of Real Estate Research , vol.4 , Issue.2 , pp. 485-492
    • Giliberto, S.M.1
  • 21
    • 0042472761 scopus 로고
    • Improving Smoothing Models with an Enhanced Initialization Scheme
    • Gross, C. W., and J. E. Sohl. (1989). "Improving Smoothing Models with an Enhanced Initialization Scheme," Journal of Business Forecasting 8(1), 13-18.
    • (1989) Journal of Business Forecasting , vol.8 , Issue.1 , pp. 13-18
    • Gross, C.W.1    Sohl, J.E.2
  • 22
  • 24
    • 38249026689 scopus 로고
    • Factors Affecting Subjective Revision in Forecasting: A Multi-Period Analysis
    • Mathews, B. P., and A. Diamantopoulos. (1989). "Factors Affecting Subjective Revision in Forecasting: A Multi-Period Analysis," International Journal of Research in Marketing 6(4), 283-297.
    • (1989) International Journal of Research in Marketing , vol.6 , Issue.4 , pp. 283-297
    • Mathews, B.P.1    Diamantopoulos, A.2
  • 25
    • 84977718572 scopus 로고
    • Are Stock Returns Predictable? A Test Using Markov Chains
    • McQueen, G., and S. Thorley. (1991). "Are Stock Returns Predictable? A Test Using Markov Chains," Journal of Finance 46(1), 239-263.
    • (1991) Journal of Finance , vol.46 , Issue.1 , pp. 239-263
    • McQueen, G.1    Thorley, S.2
  • 26
    • 0001601867 scopus 로고
    • The Predictability of Real Estate Returns and Market Timing
    • Mei, J., and C. H. Liu. (1994). "The Predictability of Real Estate Returns and Market Timing," Journal of Real Estate Finance and Economics 8, 115-135.
    • (1994) Journal of Real Estate Finance and Economics , vol.8 , pp. 115-135
    • Mei, J.1    Liu, C.H.2
  • 27
    • 0040830542 scopus 로고
    • Have U.S. Financial Institutions' Real Estate Investments Exhibited 'Trend-Chasing' Behavior?
    • Mei, J., and A. Saunders. (1995). "Have U.S. Financial Institutions' Real Estate Investments Exhibited 'Trend-Chasing' Behavior?" Review of Economics and Statistics.
    • (1995) Review of Economics and Statistics
    • Mei, J.1    Saunders, A.2
  • 28
    • 0002158052 scopus 로고
    • Mean Reversion in Stock Prices: Evidence and Implications
    • Poterba, J. M., and L. H. Summers. (1988). "Mean Reversion in Stock Prices: Evidence and Implications," Journal of Financial Economics 22(1), 27-59.
    • (1988) Journal of Financial Economics , vol.22 , Issue.1 , pp. 27-59
    • Poterba, J.M.1    Summers, L.H.2
  • 31
    • 0041972154 scopus 로고
    • On Economics and Finance
    • Summers, L. (1995). "On Economics and Finance," Journal of Finance 36, 923-934.
    • (1995) Journal of Finance , vol.36 , pp. 923-934
    • Summers, L.1
  • 32
  • 33
    • 0041471010 scopus 로고
    • Retail Sales and Retail Real Estate
    • Wheaton, W. C., and R. G. Torto. (1995). "Retail Sales and Retail Real Estate," Real Estate Finance 12(1), 22-31.
    • (1995) Real Estate Finance , vol.12 , Issue.1 , pp. 22-31
    • Wheaton, W.C.1    Torto, R.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.