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Seasonality and size effects: The case of real-estate-related investment · Study

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ArticleSeasonality and size effects: The case of real-estate-related investment

Peter F. Colwell1990

Article1990

Seasonality and size effects: The case of real-estate-related investment

Peter F. Colwell · HunY. Park

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

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1981The relationship between return and market value of common stocks 1977Estimating betas from nonsynchronous data 1981Stock Returns, Real Activity, Inflation, and Money 1983Size-related anomalies and stock return seasonality 1981Misspecification of capital asset pricing 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation 1983The anomalous stock market behavior of small firms in January 1983Stock market seasonality

Cited by

1998Land Value and Parcel Size: A Semiparametric Analysis 1997Real Estate Investment Trusts and Calendar Anomalies 2005Efficiency in the Market for REITs: Further Evidence 2006Are There Rational Speculative Bubbles in REITs?1995REITs, real estate, and inflation: Lessons from the gold market 2013Why Do REIT Returns Poorly Reflect Property Returns? Unrealizable Appreciation Gains due to Trading Constraints as the Solution to the Short‐Term Disparity

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Details

Year1990

Typearticle

Published1990-09-01

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations66

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/bf00216189

openalex_workW1977053877

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2017The walking debt crisis

2000An Analysis of the Cross Section of Returns for EREITs Using a Varying‐Risk Beta Model