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Volumn 26, Issue 1, 2004, Pages 25-42

Another look at the asymmetric REIT-beta puzzle

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Indexed keywords


EID: 3543034089     PISSN: 08965803     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (32)

References (17)
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  • 6
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    • REIT Return Behavior in Advancing and Declining Stock Markets
    • Goldstein, A. and E. F. Nelling, REIT Return Behavior in Advancing and Declining Stock Markets, Real Estate Finance, 1999, 15, 68-77.
    • (1999) Real Estate Finance , vol.15 , pp. 68-77
    • Goldstein, A.1    Nelling, E.F.2
  • 7
    • 0004296209 scopus 로고    scopus 로고
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    • (1997) Econometric Analysis
    • Greene, W.H.1
  • 8
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    • Owner-Occupied Homes, Income-Producing Properties, and REITs as Inflation Hedges: Empirical Findings
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  • 9
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    • 0002833799 scopus 로고
    • Return Properties of Equity REITs, Common Stocks and Commercial Real Estate: A Comparison
    • Myer, F. C. N. and J. R. Webb, Return Properties of Equity REITs, Common Stocks and Commercial Real Estate: A Comparison, Journal of Real Estate Research, 1993, 8, 87-106.
    • (1993) Journal of Real Estate Research , vol.8 , pp. 87-106
    • Myer, F.C.N.1    Webb, J.R.2
  • 13
    • 0006130249 scopus 로고    scopus 로고
    • Frequency Space Correlation between REITs and Capital Market Indices
    • Oppenheimer, P. and T. V. Grissom, Frequency Space Correlation between REITs and Capital Market Indices, Journal of Real Estate Research, 1998, 16, 291-309.
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  • 14
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    • Misspecification of Capital Asset Pricing: Empirical Anomalies Based on Earnings' Yields and Market Values
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  • 15
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    • Real Estate Risk and the Business Cycle: Evidence from Security Markets
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