Transactions‐Driven Commercial Real Estate Returns: The Panacea to Asset Allocation Models?
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DOI: 10.1111/1540-6229.00587
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References listed on IDEAS
- John F. Kain & John M. Quigley, 1975. "Introduction to "Housing Markets and Racial Discrimination: A Microeconomic Analysis"," NBER Chapters, in: Housing Markets and Racial Discrimination: A Microeconomic Analysis, pages 1-8, National Bureau of Economic Research, Inc.
- John F. Kain & John M. Quigley, 1975. "Housing Markets and Racial Discrimination: A Microeconomic Analysis," NBER Books, National Bureau of Economic Research, Inc, number kain75-1.
- John F. Kain & John M. Quigley, 1975. "Racial Discrimination in Urban Housing Markets," NBER Chapters, in: Housing Markets and Racial Discrimination: A Microeconomic Analysis, pages 56-91, National Bureau of Economic Research, Inc.
Citations
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Cited by:
- Dirk P.M. De Wit, 1997.
"Real Estate Diversification Benefits,"
Journal of Real Estate Research, American Real Estate Society, vol. 14(2), pages 117-136.
- Dirk De Wit, 1997. "Real Estate Diversification Benefits," Journal of Real Estate Research, Taylor & Francis Journals, vol. 14(2), pages 117-135, January.
- Mukesh K. Chaudhry & Rohan A. Christie-David & William H. Sackley, 1999. "Long-Term Structural Price Relationships in Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 335-354.
- Susanne, Cannon & Rebel, Cole, 2011. "How Accurate Are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data," MPRA Paper 52621, University Library of Munich, Germany, revised 25 May 2011.
- Allan Din & Martin Hoesli & Andre Bender, 2001.
"Environmental Variables and Real Estate Prices,"
Urban Studies, Urban Studies Journal Limited, vol. 38(11), pages 1989-2000, October.
- Din, A. & Hoesli, M. & Bender, A., 2001. "Environmental Variables and Real Estate Prices," Papers 2001.04, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
- Cannon, Susanne & Col, Rebel A., 2011. "How accurate are commercial-real-estate appraisals? evidence from 25 years of NCREIF sales data," MPRA Paper 32589, University Library of Munich, Germany.
- David Downs & Z. Güner, 2013. "Commercial Real Estate, Information Production and Market Activity," The Journal of Real Estate Finance and Economics, Springer, vol. 46(2), pages 282-298, February.
- Mark A. Sunderman & Ronald W. Spahr & John W. Birch & Russell M. Oster, 2000. "Impact of Ranch and Market Factors on an Index of Agricultural Holding Period Returns," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 209-234.
- Robert Edelstein & Daniel Quan, 2006. "How Does Appraisal Smoothing Bias Real Estate Returns Measurement?," The Journal of Real Estate Finance and Economics, Springer, vol. 32(1), pages 41-60, February.
- K.W. Chau, 1997. "Political Uncertainty and the Real Estate Risk Premiums in Hong Kong," Journal of Real Estate Research, American Real Estate Society, vol. 13(3), pages 297-316.
- David M. Geltner & Richard A. Graff & Michael S. Young, 1994. "Random Disaggregate Appraisal Error in Commercial Property: Evidence from the Russell-NCREIF Database," Journal of Real Estate Research, American Real Estate Society, vol. 9(4), pages 403-420.
- Walter Boudry & N. Coulson & Jarl Kallberg & Crocker Liu, 2013. "On Indexing Commercial Real Estate Properties and Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 617-639, November.
- John B. Corgel, 1997. "Property-by-Property Valuation of Publicly Traded Real Estate Firms," Journal of Real Estate Research, American Real Estate Society, vol. 14(1), pages 77-90.
- Martin Hoesli & Jon Lekander & Witold Witkiewicz, 2004. "New International Evidence on Real Estate as a Portfolio Diversifier," Journal of Real Estate Research, American Real Estate Society, vol. 26(2), pages 161-206.
- Deng, Yongheng & McMillen, Daniel P. & Sing, Tien Foo, 2014. "Matching indices for thinly-traded commercial real estate in Singapore," Regional Science and Urban Economics, Elsevier, vol. 47(C), pages 86-98.
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