Real Estate Risk in Equity Returns Empirical Evidence from U.S. Stock Markets /

• Κύριος συγγραφέας: Michel, Gaston (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Wiesbaden : Gabler, 2009.
• Θέματα: Finance.; Public finance.; Economics.; Public Economics.; Finance, general.

“The central task of financial economics is to figure out what are the real risks that drive asset prices and expected returns.” (John Cochrane in Asset Pricing, 2001). The ongoing debate in the financial economics literature between rational and irrational asset pricing theories highlights the impo...

Πίνακας περιεχομένων:

• Literature Review
• Estimation Methodology
• Data
• Empirical Analysis
• Conclusion.