Real Estate and the Arbitrage Pricing Theory: Macrovariables vs. Derived Factors
暂无分享,去创建一个
[1] S. Ross. The arbitrage theory of capital asset pricing , 1976 .
[2] S. Ross,et al. An Empirical Investigation of the Arbitrage Pricing Theory , 1980 .
[3] S. Ross,et al. Economic Forces and the Stock Market , 1986 .
[4] George S. Oldfield,et al. Treasury Bill Factors and Common Stock Returns , 1981 .
[5] E. Fama,et al. Risk, Return, and Equilibrium: Empirical Tests , 1973, Journal of Political Economy.
[6] S. Titman,et al. Risk and the Performance of Real Estate Investment Trusts: A Multiple Index Approach , 1986 .
[7] J. MacKinnon,et al. Several Tests for Model Specication in the Pres-ence of Alternative Hypotheses , 1981 .
[8] Andrew H. Chen,et al. Real Estate Investment Funds: Performance and Portfolio Considerations , 1984 .
[9] Su-Jane Chen,et al. Macroeconomic Variables, Firm-Specific Variables and Returns to REITs , 1998 .
[10] Andrew H. Chen,et al. Some Additional Evidence on the Performance of Commingled Real Estate Investment Funds , 2009 .
[11] Dennis E. Logue,et al. Arbitrage Pricing Theory and Utility Stock Returns , 1984 .
[12] Michael R. Gibbons,et al. A comparison of inflation forecasts , 1984 .
[13] Kam C. Chan,et al. Risk and Return on Real Estate: Evidence from Equity Reits , 1990 .
[14] Nai-fu Chen,et al. Some Empirical Tests of the Theory of Arbitrage Pricing , 1983 .
[15] Joseph Gyourko,et al. Owner-occupied homes, income-producing properties, and REITs as inflation hedges: Empirical findings , 1988 .
[16] K. Chen,et al. Interest-Rate Sensitivity of Real Estate Investment Trusts , 1988 .
[17] Bradford D. Jordan,et al. Some empirical tests in the arbitrage pricing theory: Macro variables vs. derived factors , 1993 .
[18] Crocker H. Liu,et al. The Composition of the Market Portfolio and Real Estate Investment Performance , 1990 .
[19] Stephen J. Brown,et al. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm , 1983 .