Keywords: Conditional asset pricing
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Journal Articles
Journal of European Real Estate Research (2011) 4 (3): 185–224.
Published: 25 October 2011
... return, small minus big (SMB), HIGH minus low (HML) – can explain cross‐sectional return differences in unconditional as well as in conditional asset pricing tests. Design/methodology/approach The paper draws upon time‐series regressions to investigate determinants of real estate equity returns...

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