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Volumn 21, Issue 3, 2000, Pages 221-233

Book Assets, Real Estate, and Returns on Common Stock

Author keywords

Book assets; Common stock returns; Real estate

Indexed keywords


EID: 0034552287     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1012061418515     Document Type: Article
Times cited : (19)

References (20)
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  • 2
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    • The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence
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  • 3
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    • Does the Stock Market Overreact
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    • Debondt, W.F.M.1    Thaler, R.G.2
  • 4
    • 38549147867 scopus 로고
    • Common Risk Factors in the Returns on Stocks and Bonds
    • Fama, E. F., and K. R. French. (1993). "Common Risk Factors in the Returns on Stocks and Bonds," Journal of Financial Economics 33, 3-56.
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    • Fama, E.F.1    French, K.R.2
  • 5
    • 84993845943 scopus 로고
    • Size and Book-to-Market Factors in Earnings and Returns
    • Fama, E. F., and K. R. French. (1995). "Size and Book-to-Market Factors in Earnings and Returns," The Journal of Finance 50, 131-156.
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    • Fama, E.F.1    French, K.R.2
  • 6
    • 0013413658 scopus 로고    scopus 로고
    • Multifactor Explanations of Asset Pricing Anomalies
    • Fama, E. F., and K. R. French. (1996a). "Multifactor Explanations of Asset Pricing Anomalies," The Journal of Finance 51, 55-84.
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    • Fama, E.F.1    French, K.R.2
  • 7
    • 0012932442 scopus 로고    scopus 로고
    • The CAPM is Wanted, Dead or Alive
    • Fama, E. F., and K. R. French. (1996b). "The CAPM is Wanted, Dead or Alive," The Journal of Finance 51, 1947-1958.
    • (1996) The Journal of Finance , vol.51 , pp. 1947-1958
    • Fama, E.F.1    French, K.R.2
  • 9
    • 0000848615 scopus 로고
    • Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods
    • Fisher, J. D., R. B. Webb, and D. Geltner. (1994). "Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods," Journal of Real Estate Finance and Economics 9, 137-164.
    • (1994) Journal of Real Estate Finance and Economics , vol.9 , pp. 137-164
    • Fisher, J.D.1    Webb, R.B.2    Geltner, D.3
  • 10
    • 0001144527 scopus 로고
    • Equity Real Estate Investment Trust and Real Estate Returns
    • Giliberto, S. Michael. (1990). "Equity Real Estate Investment Trust and Real Estate Returns," Journal of Real Estate Research 5, 259-263.
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    • Michael, G.S.1
  • 12
    • 21844505511 scopus 로고
    • Economic Forces, Fundamental Variables, and Equity Returns
    • He, J., and L. K. Ng. (1994). "Economic Forces, Fundamental Variables, and Equity Returns," The Journal of Business 67, 599-609.
    • (1994) The Journal of Business , vol.67 , pp. 599-609
    • He, J.1    Ng, L.K.2
  • 13
    • 84993907227 scopus 로고
    • Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
    • Jegadeesh, N., and S. Titman. (1993). "Returns to Buying Winners and Selling Losers: Implications For Stock Market Efficiency," The Journal of Finance 48, 65-91.
    • (1993) The Journal of Finance , vol.48 , pp. 65-91
    • Jegadeesh, N.1    Titman, S.2
  • 14
    • 84993888629 scopus 로고
    • Another Look at the Cross-Section of Expected Stock Returns
    • Kothari, S. P., J. Shanken, and R. G. Sloan. (1995). "Another Look at the Cross-Section of Expected Stock Returns," The Journal of Finance 50, 185-224.
    • (1995) The Journal of Finance , vol.50 , pp. 185-224
    • Kothari, S.P.1    Shanken, J.2    Sloan, R.G.3
  • 17
    • 0001738730 scopus 로고
    • An Intertemporal Capital Asset Pricing Model
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    • Merton, R.C.1
  • 18
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    • Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?
    • Peterson, J. D., and C.-H. Hsieh. (1997). "Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?" Real Estate Economic 25, 321-345.
    • (1997) Real Estate Economic , vol.25 , pp. 321-345
    • Peterson, J.D.1    Hsieh, C.-H.2
  • 19
    • 49549135545 scopus 로고
    • The Arbitrage Theory of Capital Asset Pricing
    • Ross, S. A. (1976). "The Arbitrage Theory of Capital Asset Pricing," Journal of Economic Theory 13, 341-360.
    • (1976) Journal of Economic Theory , vol.13 , pp. 341-360
    • Ross, S.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.