Keywords: Pan-European study
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Journal Articles
Journal of European Real Estate Research (2018) 11 (1): 4–27.
Published: 08 May 2018
... on the table”. © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Pan-European study Underpricing European REITs and REOCs Initial return Pricing differences For real estate, a popular adage is “location, location, location”. In the context...
Journal Articles
Journal of European Real Estate Research (2014) 7 (1): 59–86.
Published: 29 April 2014
... European real estate equities Factor model Fama-French Pan-European study The capital asset pricing model (CAPM), developed by Sharpe (1964) and Lintner (1965) , implies that a stock's exposure to the market portfolio is the only systematic risk factor driving equity returns. However...

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