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Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao
| Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2003 |
| Descrizione fisica | 1 online resource (265 p.) |
| Disciplina | 332.63/24 |
| Altri autori (Persone) |
MeiJianping
LiaoHsien-hsing |
| Collana | Frontiers of real estate finance |
| Soggetto topico |
Capital assets pricing model
Securities |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-93596-4
9786611935962 981-279-561-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 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
1.4 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 2.6 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 3.5 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 4.2 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 5.2 Empirical Methods |
| Record Nr. | UNINA-9910454341103321 |
| New Jersey, : World Scientific, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao
| Asset pricing [[electronic resource] /] / editors: Jianping Mei, Hsien-hsing Liao |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2003 |
| Descrizione fisica | 1 online resource (265 p.) |
| Disciplina | 332.63/24 |
| Altri autori (Persone) |
MeiJianping
LiaoHsien-hsing |
| Collana | Frontiers of real estate finance |
| Soggetto topico |
Capital assets pricing model
Securities |
| ISBN |
1-281-93596-4
9786611935962 981-279-561-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 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
1.4 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 2.6 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 3.5 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 4.2 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 5.2 Empirical Methods |
| Record Nr. | UNINA-9910782285903321 |
| New Jersey, : World Scientific, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asset pricing / / editors: Jianping Mei, Hsien-hsing Liao
| Asset pricing / / editors: Jianping Mei, Hsien-hsing Liao |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New Jersey, : World Scientific, c2003 |
| Descrizione fisica | 1 online resource (265 p.) |
| Disciplina | 332.63/24 |
| Altri autori (Persone) |
MeiJianping
LiaoHsien-hsing |
| Collana | Frontiers of real estate finance |
| Soggetto topico |
Capital assets pricing model
Securities |
| ISBN |
1-281-93596-4
9786611935962 981-279-561-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 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
1.4 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 2.6 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 3.5 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 4.2 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 5.2 Empirical Methods |
| Record Nr. | UNINA-9910819880103321 |
| New Jersey, : World Scientific, c2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||