๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Cross Section of Expected REIT Returns

โœ Scribed by Andy C. W. Chui; Sheridan Titman; K. C. John Wei


Book ID
110691511
Publisher
John Wiley and Sons
Year
2003
Tongue
English
Weight
169 KB
Volume
31
Category
Article
ISSN
1080-8620

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Asymmetric pricing of implied systematic
โœ R. Jared Delisle; James S. Doran; David R. Peterson ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 132 KB ๐Ÿ‘ 2 views

Assuming a symmetric relation between returns and innovations in implied market volatility, Ang, A., Hodrick, R., Xing, Y., and Zhang, X. (2006) find that sensitivities to changes in implied market volatility have a cross-sectional effect on firm returns. Dennis, P., Mayhew, S., and Stivers, C. (200