Keywords: G10, G11, G12, G15
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Journal Articles
Journal of European Real Estate Research (2015) 8 (3): 220–242.
Published: 02 November 2015
... Group Publishing Limited 2015 Asset pricing Factor model Fama-French Liquidity Real estate equities Asset liquidity G10, G11, G12, G15 Due to its unique characteristics, real estate constitutes a rather illiquid asset as, depending on market cycles, it cannot be converted rapidly...

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