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Keywords: Returns
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Journal Articles
Journal of European Real Estate Research (2020) 13 (1): 29–54.
Published: 23 January 2020
...Josephine Dufitinema; Seppo Pynnönen Purpose The purpose of this paper is to examine the evidence of long-range dependence behaviour in both house price returns and volatility for fifteen main regions in Finland over the period of 1988:Q1 to 2018:Q4. These regions are divided geographically...
Journal Articles
Journal of European Real Estate Research (2011) 4 (3): 185–224.
Published: 25 October 2011
...Kai‐Magnus Schulte; Tobias Dechant; Wolfgang Schaefers Purpose The purpose of this paper is to investigate the pricing of European real estate equities. The study examines the main drivers of real estate equity returns and determines whether loadings on systematic risk factors – the excess market...
