Real Estate Risk in Equity Returns - Empirical Evidence from U.S. Stock Markets (Paperback, 2009 ed.)

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.

General

Imprint:	Gabler
Country of origin:	Germany
Series:	ebs-Forschung, Schriftenreihe der EUROPEAN BUSINESS SCHOOL Schloss Reichartshausen, 72
Release date:	June 2009
First published:	2009
Authors:	Gaston Michel
Dimensions:	210 x 148 x 10mm (L x W x T)
Format:	Paperback
Pages:	167
Edition:	2009 ed.
ISBN-13:	978-3-8349-1769-0
Languages:	English
Subtitles:	German
Categories:	Books > Business & Economics > Finance & accounting > Finance > Public finance > General Books > Money & Finance > Public finance > General
LSN:	3-8349-1769-9
Barcode:	9783834917690

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