Asset pricing, spatial linkages and contagion in real estate stocks

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Measuring Corporate Real Estate Asset Management Performance

It is difficult to measure relative corporate real estate asset management performance, as different organizations require different outputs from their property assets. However, prior research has identified a number of input factors or dimensions relating to corporate real estate that tend to occur together in organizations exhibiting high levels of performance. This paper proposes a methodolo...

متن کامل

Pricing in an illiquid real estate market

Using a repeat sales data set, this paper tests whether a single small seller can influence the selling price of their house. We find that this influence exists and that it dominates the influence of commonly-used market conditions. Since the estimated magnitude of this effect is much higher than expected, we verify the estimate using several supplementary tests. JEL: C78, D80, R21, R31

متن کامل

Asset Pricing with Spatial Interaction

Authors are encouraged to submit new papers to INFORMS journals by means of a style file template, which includes the journal title. However, use of a template does not certify that the paper has been accepted for publication in the named journal. INFORMS journal templates are for the exclusive purpose of submitting to an INFORMS journal and should not be used to distribute the papers in print ...

متن کامل

Contagion Channels between Real Estate and Financial Markets∗

The recent crisis has demonstrated the close linkages between various asset classes within a country as well as the association between assets internationally. The aim of this research is to provide for a better understanding of some of these linkages by conducting an empirical investigation of the channels underlying the risk of contagion between real estate and financial markets in the United...

متن کامل

Are Stocks Overtaking Real Estate in Household Portfolios?

A recent Newsweek article entitled “Why We’re Married to the Market” observed: “Seldom, if ever, has Main Street been so enthralled with Wall Street. We have become a nation of stock junkies—splurging on mutual funds, scouring market tables, and studying personal-finance columns” (Samuelson 1998). Journalists, policymakers, and observers from all walks of life have been taking note of the incre...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Property Research

سال: 2018

ISSN: 0959-9916,1466-4453

DOI: 10.1080/09599916.2018.1485725