We examine the predictable components of returns on stocks, bonds, and real estate investment trusts (REITs). We employ a multiple-beta asset pricing model and find that there …
We examine the predictable components of returns on stocks, bonds, and real estate investment trusts (REITs). We employ a multiple-beta asset pricing model and find that there …
G Karolyi, A Sanders - The Journal of Real Estate Finance …, 1998 - econpapers.repec.org
We examine the predictable components of returns on stocks, bonds, and real estate investment trusts (REITs). We employ a multiple-beta asset pricing model and find that there …
GA Karolyi, AB Sanders - The Journal of Real Estate Finance and …, 1998 - ideas.repec.org
We examine the predictable components of returns on stocks, bonds, and real estate investment trusts (REITs). We employ a multiple-beta asset pricing model and find that there …
GA Karolyi, AB Sanders - The Journal of Real Estate Finance and …, 1998 - infona.pl
We examine the predictable components of returns on stocks, bonds, and real estate investment trusts (REITs). We employ a multiple-beta asset pricing model and find that there …
GA Karolyi, AB Sanders - The Journal of Real Estate Finance and …, 1998 - elibrary.ru
We examine the predictable components of returns on stocks, bonds, and real estate investment trusts (REITs). We employ a multiple-beta asset pricing model and find that there …
GA Karolyi, AB Sanders - Journal of Real Estate Finance & …, 1998 - search.ebscohost.com
We examine the predictable components of returns on stocks, bonds, and real estate investment trusts (REITs). We employ a multiple-beta asset pricing model and find that there …
GA Karolyi, AB Sanders - Available at SSRN 97315 - papers.ssrn.com
We examine the predictable components of returns on stocks, bonds, and real estate investment trusts (REITs). We employ a multiple beta asset pricing model and find that there …