The Asymmetric Conditional Beta-Return Relations of REITs
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DOI: 10.1007/s11146-017-9614-3
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Cited by:
- Francesco Busato & Cuono Massimo Coletta & Maria Manganiello, 2019. "Estimating the Cost of Equity Capital: Forecasting Accuracy for U.S. REIT Sector," International Real Estate Review, Global Social Science Institute, vol. 22(3), pages 399-430.
- Francesco Busato & Cuono Massimo Coletta & Maria Manganiello, 2019. "Estimating the Cost of Equity Capital: Forecasting Accuracy for U.S. REIT Sector," International Real Estate Review, Asian Real Estate Society, vol. 22(3), pages 401-432.
- Sercan Demiralay & Erhan Kilincarslan, 2024. "Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment," The Journal of Real Estate Finance and Economics, Springer, vol. 69(3), pages 545-584, October.
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Keywords
REIT; Conditional Beta; Asymmetric Risk; Risk-return trade-off; CAPM;All these keywords.
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