Empirical analysis of the illiquidity premia of German real estate securities
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DOI: 10.1007/s11408-021-00398-0
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More about this item
Keywords
Asset pricing; Real estate; REITs; Risk-factors; Illiquidity;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
Statistics
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