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Loading... Real Estate Risk in Equity Returns Empirical Evidence from U.S. Stock Marketsby Gaston Michel
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Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an alternative modeI which includes the real estate factor performs as well as or better than the Fama-French model in pricing equity returns. No library descriptions found. |
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Google Books — Loading... GenresMelvil Decimal System (DDC)332.63222Social sciences Economics Finance Investing Personal Investing Types Of Investments And Other Topics Stocks PricesLC ClassificationRatingAverage: No ratings.Is this you?Become a LibraryThing Author. |