Chaudhry et al., 2022 - Google Patents

Impact of economic forces and fundamental variables on REIT returns

Chaudhry et al., 2022

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Document ID
11587662415819025196
Author
Chaudhry M
Bhargava V
Weeks H
Publication year
Publication venue
Applied economics

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We examine the impacts of economic forces and fundamental variables on REIT returns. Our models endogenously select breakpoints to distinguish the heterogenous nature of the underlying properties with varying risk-return characteristics. Default risk premium and …
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