Holdings: An analysis of the cross-section of returns for EREITs using a varying risk beta model.

An analysis of the cross-section of returns for EREITs using a varying risk beta model.

A dual-beta asset pricing model is employed to examine the cross-section of realized equity real estate investment trust (EREIT) returns over bull and bear markets. No significant relationship is found between EREIT returns and a constant beta. However, beta explains cross-sectional returns when bet...

Bibliographic Details
Main Authors:	Conover, Mitchell C., Friday, H. Swint., Howton, Shelly W.
Format:	Villanova Faculty Authorship
Language:	English
Published:	2000
Online Access:	http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:177114

Main Authors:

Conover, Mitchell C., Friday, H. Swint., Howton, Shelly W.

Format:

Villanova Faculty Authorship

Language:

English

Published:

2000

Online Access:

http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:177114

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An analysis of the cross-section of returns for EREITs using a varying risk beta model.

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An analysis of the cross-section of returns for EREITs using a varying risk beta model.

Internet

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