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010   $a9786611935962
010   $a981-279-561-8
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100   $a20030521d2003      uy             0
101 0 $aeng
135   $aurcn|||||||||
181   $ctxt
182   $cc
183   $acr
200 00$aAsset pricing$b[electronic resource] /$feditors: Jianping Mei, Hsien-hsing Liao
210   $aNew Jersey $cWorld Scientific$dc2003
215   $a1 online resource (265 p.)
225 1 $aFrontiers of real estate finance ;$vvol. 1
300   $aDescription based upon print version of record.
311   $a981-02-4563-7 
320   $aIncludes bibliographical references and index.
327   $aContents; List of Contributors; 1 Introduction: Real Estate Analysis in a Dynamic Risk Environment; 1.1 Time-varying Risk Premium of Real Estate; 1.2 Short-term Price Behavior in Real Estate Securities Market; 1.3 How Real Estate Market Affects Financial Institutions
327   $a1.4 Analysis of Emerging Real Estate Market  1.5 Summary; References; 2 The Predictability of Returns on Equity REIT's and their Co-movement with Other Assets; 2.1 Introduction; 2.2 The Asset Pricing Framework; 2.3 The Estimation Procedure; 2.4 Data; 2.5 Empirical Results
327   $a2.6 Summary and Conclusions  Acknowledgements; Appendix: Elaboration of the Estimation Procedure; References; 3 The Predictability of Real Estate Returns and Market Timing; 3.1 Introduction; 3.2 Method for Predicting Asset Returns; 3.3 Data; 3.4 Empirical Results
327   $a3.5 Summary and Conclusions  Acknowledgements; Appendix: Elaboration of the Asset Pricing Framework and Estimation Procedure; References; 4 A Time-varying Risk Analysis of Equity and Real Estate Markets in the U.S. and Japan; 4.1 Introduction
327   $a4.2 The Basic Framework and Estimation Process  4.3 The Data; 4.4 Empirical Results; 4.5 Summary and Conclusions; Appendix: The Dividend-ratio Model; References; 5 Price Reversal Transaction Costs and Arbitrage Profits in Real Estate Securities Market **                         ; 5.1 Introduction
327   $a5.2 Empirical Methods
330   $aReal estate finance is a fast-developing area where top quality research is in great demand. In the US, the real estate market is worth about US4 trillion, and the REITs market about US 200 billion; tens of thousands of real estate professionals are working in this area. The market overseas could be considerably larger, especially in Asia.  Given the rapidly growing real estate securities industry, this book fills an important gap in current real estate research and teaching. It is an ideal reference for investment professionals as well as senior MBA and PhD students. Contents:
410  0$aFrontiers of real estate finance ;$vv. 1.
606   $aCapital assets pricing model
606   $aSecurities
608   $aElectronic books.
615  0$aCapital assets pricing model.
615  0$aSecurities.
676   $a332.63/24
701   $aMei$b Jianping$0881891
701   $aLiao$b Hsien-hsing$0881892
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910454341103321
996   $aAsset pricing$91969897
997   $aUNINA