메뉴 건너뛰기




Volumn 56, Issue 1, 2000, Pages 70-79

Equity REIT Beta Estimation

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0347998423     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v56.n1.2332     Document Type: Article
Times cited : (16)

References (19)
  • 3
    • 0347387292 scopus 로고    scopus 로고
    • San Francisco, CA: Brunston Press
    • Block, R.L. 1997. The Essential REIT. San Francisco, CA: Brunston Press.
    • (1997) The Essential REIT
    • Block, R.L.1
  • 7
    • 84977737676 scopus 로고
    • The Cross-Section of Expected Stock Returns
    • Fama, E.F., and K.R. French. 1992. "The Cross-Section of Expected Stock Returns." Journal of Finance, vol. 47, no. 2 (June):427-465.
    • (1992) Journal of Finance , vol.47 , Issue.2 JUNE , pp. 427-465
    • Fama, E.F.1    French, K.R.2
  • 8
    • 38549147867 scopus 로고
    • Common Risk Factors in the Returns on Stocks and Bonds
    • _. 1993. "Common Risk Factors in the Returns on Stocks and Bonds." Journal of Financial Economics, vol. 33, no. 1 (January):3-56.
    • (1993) Journal of Financial Economics , vol.33 , Issue.1 JANUARY , pp. 3-56
  • 9
    • 84993845943 scopus 로고
    • Size and Book-to-Market Factors in Earnings and Returns
    • _. 1995. "Size and Book-to-Market Factors in Earnings and Returns." Journal of Finance, vol. 50, no. 1 (March):131-158.
    • (1995) Journal of Finance , vol.50 , Issue.1 MARCH , pp. 131-158
  • 10
    • 0031066567 scopus 로고    scopus 로고
    • Industry Costs of Equity
    • _. 1997. "Industry Costs of Equity." Journal of Financial Economics, vol. 43, no. 2 (February):153-193.
    • (1997) Journal of Financial Economics , vol.43 , Issue.2 FEBRUARY , pp. 153-193
  • 11
    • 0040796290 scopus 로고    scopus 로고
    • Systematic Risk and Diversification in the Equity REIT Market
    • Gyourko, J., and E. Nelling. 1996. "Systematic Risk and Diversification in the Equity REIT Market." Journal of Real Estate Economics, vol. 24, no. 4 (Winter):493-515.
    • (1996) Journal of Real Estate Economics , vol.24 , Issue.4 WINTER , pp. 493-515
    • Gyourko, J.1    Nelling, E.2
  • 12
    • 0000379411 scopus 로고    scopus 로고
    • Do Common Factors in the Returns on Stocks and Bonds Explain Returns on REITs?
    • Hisieh, C., and J. Peterson. 1997. "Do Common Factors in the Returns on Stocks and Bonds Explain Returns on REITs?" Journal of Real Estate Economics, vol. 25, no. 2 (Summer):321-345.
    • (1997) Journal of Real Estate Economics , vol.25 , Issue.2 SUMMER , pp. 321-345
    • Hisieh, C.1    Peterson, J.2
  • 15
    • 0001173683 scopus 로고
    • When Are Contrarian Profits Due to Stock Market Overreaction?
    • Lo, A.W., and A.C. MacKinley. 1990. "When Are Contrarian Profits Due to Stock Market Overreaction?" Review of Financial Studies, vol. 3, no. 2 (Summer):181-217.
    • (1990) Review of Financial Studies , vol.3 , Issue.2 SUMMER , pp. 181-217
    • Lo, A.W.1    MacKinley, A.C.2
  • 16
    • 0039272311 scopus 로고    scopus 로고
    • Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns
    • McQueen, G., M. Pinegar, and S. Thorley. 1996. "Delayed Reaction to Good News and the Cross-Autocorrelation of Portfolio Returns." Journal of Finance, vol. 51, no. 3 (July):889-919.
    • (1996) Journal of Finance , vol.51 , Issue.3 JULY , pp. 889-919
    • McQueen, G.1    Pinegar, M.2    Thorley, S.3
  • 18
    • 0348018005 scopus 로고    scopus 로고
    • The Historical Behavior of REIT Returns
    • Edited by R.T. Garrigan and J.F.C. Parsons. New York: McGraw-Hill
    • Sanders, A.B. 1998. "The Historical Behavior of REIT Returns." In Real Estate Investment Trusts. Edited by R.T. Garrigan and J.F.C. Parsons. New York: McGraw-Hill:277-305.
    • (1998) Real Estate Investment Trusts , pp. 277-305
    • Sanders, A.B.1
  • 19
    • 0346404615 scopus 로고    scopus 로고
    • REITs and the Russell 2000
    • Taylor, L.W., and A. Paolone. 1997. "REITs and the Russell 2000." Real Estate Finance Journal, vol. 13, no. 3 (Fall):80-84.
    • (1997) Real Estate Finance Journal , vol.13 , Issue.3 FALL , pp. 80-84
    • Taylor, L.W.1    Paolone, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.