REIT returns and pricing: The small cap value stock factor

Journal of Property Research

Volumn 22, Issue 4, 2005, Pages 267-286

  Anderson, Randy ^a   Clayton, Jim ^b   Mackinnon, Greg ^c   Sharma, Rajneesh ^d  

^a CNL   (United States)

^b UNIVERSITY OF CINCINNATI   (United States)

^c SAINT MARY S UNIVERSITY   (Canada)

^d SAINT JOSEPH S UNIVERSITY   (United States)

Author keywords

Equity REITs; Multi factor model; Small capital value stocks; Variance decomposition

Indexed keywords

CAPITAL; INVESTMENT; PRICING POLICY; VARIANCE ANALYSIS;

EID: 33645839331     PISSN: 09599916     EISSN: 14664453     Source Type: Journal    
DOI: 10.1080/09599910600558454     Document Type: Article

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