Risk and Return on Real Estate: Evidence from Equity REITs
收藏NBER1990-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3311
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资源简介：
We analyze monthly returns on an equally-weighted index of 18 to 23 equity (real property) real estate investment trusts (REITs) that were traded on major stock exchanges over the 1973-87 period. We employ a multifactor Arbitrage Pricing Model using prespecified macroeconomic factors. We also test
提供机构：
美国国家经济研究局
创建时间：
1990-03-01
