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The Variation of Economic Risk Premiums in Real Estate Returns · Study

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ArticleThe Variation of Economic Risk Premiums in Real Estate Returns

George Andrew Karolyi1998

OA

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The Variation of Economic Risk Premiums in Real Estate Returns

George Andrew Karolyi · Anthony Bown Sanders

172 citations·0/0 files stored·The Journal of Real Estate Finance and Economics

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Financial Markets and Investment Strategies Housing Market and Economics Financial Analysis and Corporate Governance

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References

1973Risk, Return, and Equilibrium: Empirical Tests 1985A Theory of the Term Structure of Interest Rates 1973An Intertemporal Capital Asset Pricing Model 1986Economic Forces and the Stock Market 1989Business conditions and expected returns on stocks and bonds 1988Dividend yields and expected stock returns 1985Stock Returns and the Term Structure 1991The Variation of Economic Risk Premiums

Cited by

2003International Real Estate Returns: A Multifactor, Multicountry Approach 2003The response of real estate investment trust returns to macroeconomic shocks 2005Long-Term Co-Memories and Short-Run Adjustment: Securitized Real Estate and Stock Markets 2002Commercial Real Estate Return Performance: A Cross-Country Analysis 2000The Predictability of Equity REIT Returns: Time Variation and Economic Significance 2013Asset Pricing in the Dark: The Cross-Section of OTC Stocks

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Details

Year1998

Typearticle

Published1998-11-01

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations172

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1023/a:1007776907309

openalex_workW1535189846

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2002Commercial Real Estate Return Performance: A Cross-Country Analysis

2004REITs and Idiosyncratic Risk