Asset Location, Timing Ability, and the Cross-Section of Commercial Real Estate Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2892870 ◽

2016 ◽

Cited By ~ 1

Author(s):

David C. Ling ◽

Andy Naranjo ◽

Benjamin Scheick

Keyword(s):

Real Estate ◽

Cross Section ◽

Commercial Real Estate ◽

Real Estate Returns ◽

Timing Ability ◽

Asset Location ◽

The Cross

Download Full-text

Asset Location, Timing Ability and the Cross-Section of Commercial Real Estate Returns

Real Estate Economics ◽

10.1111/1540-6229.12250 ◽

2018 ◽

Vol 47 (1) ◽

pp. 263-313 ◽

Cited By ~ 7

Author(s):

David C. Ling ◽

Andy Naranjo ◽

Benjamin Scheick

Keyword(s):

Real Estate ◽

Cross Section ◽

Commercial Real Estate ◽

Real Estate Returns ◽

Timing Ability ◽

Asset Location ◽

The Cross

Download Full-text

The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

SSRN Electronic Journal ◽

10.2139/ssrn.621262 ◽

2004 ◽

Author(s):

Alberto Plazzi ◽

Walter N. Torous ◽

Rossen I. Valkanov

Keyword(s):

Real Estate ◽

Time Variation ◽

Commercial Real Estate ◽

Economic Fluctuations ◽

Growth Time ◽

Cross Sectional ◽

Real Estate Returns ◽

The Cross

Download Full-text

The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations

Real Estate Economics ◽

10.1111/j.1540-6229.2008.00218.x ◽

2008 ◽

Vol 36 (3) ◽

pp. 403-439 ◽

Cited By ~ 29

Author(s):

Alberto Plazzi ◽

Walter Torous ◽

Rossen Valkanov

Keyword(s):

Real Estate ◽

Time Variation ◽

Commercial Real Estate ◽

Economic Fluctuations ◽

Growth Time ◽

Cross Sectional ◽

Real Estate Returns ◽

The Cross

Download Full-text

The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing

The Journal of Real Estate Finance and Economics ◽

10.1007/s11146-016-9573-0 ◽

2016 ◽

Vol 54 (3) ◽

pp. 403-428 ◽

Cited By ~ 16

Author(s):

Shaun Bond ◽

Chen Xue

Keyword(s):

Asset Pricing ◽

Real Estate ◽

Cross Section ◽

Real Estate Returns ◽

The Cross

Download Full-text

There's No Place Like Home: Local Asset Concentration, Information Asymmetries and Commercial Real Estate Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2931011 ◽

2017 ◽

Cited By ~ 3

Author(s):

David C. Ling ◽

Andy Naranjo ◽

Benjamin Scheick

Keyword(s):

Real Estate ◽

Commercial Real Estate ◽

Information Asymmetries ◽

Real Estate Returns

Download Full-text

Asset Productivity, Local information Diffusion, and Commercial Real Estate Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3628872 ◽

2020 ◽

Author(s):

David C. Ling ◽

Chongyu Wang ◽

Tingyu Zhou

Keyword(s):

Real Estate ◽

Information Diffusion ◽

Local Information ◽

Commercial Real Estate ◽

Real Estate Returns

Download Full-text

Past and Future Sources of Commercial Real Estate Returns

Journal of Real Estate Research ◽

10.1080/10835547.1992.12090684 ◽

1992 ◽

Vol 7 (4) ◽

pp. 387-421 ◽

Cited By ~ 1

Author(s):

Joseph Pagliari ◽

James Webb

Keyword(s):

Real Estate ◽

Commercial Real Estate ◽

Real Estate Returns

Download Full-text

Idiosyncratic Risk and the Cross-Section of European Real Estate Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2007181 ◽

2012 ◽

Author(s):

Kai-Magnus Schulte

Keyword(s):

Real Estate ◽

Stock Returns ◽

Cross Section ◽

Idiosyncratic Risk ◽

The Cross

Download Full-text

Commercial Real Estate Returns

Real Estate Economics ◽

10.1111/1540-6229.00327 ◽

1984 ◽

Vol 12 (3) ◽

pp. 355-377 ◽

Cited By ~ 46

Author(s):

Mike Miles ◽

Tom McCue

Keyword(s):

Real Estate ◽

Commercial Real Estate ◽

Real Estate Returns

Download Full-text

Volatility and the Cross-Section of Real Estate Equity Returns during COVID-19

SSRN Electronic Journal ◽

10.2139/ssrn.3599211 ◽

2020 ◽

Cited By ~ 1

Author(s):

Stanimira Milcheva

Keyword(s):

Real Estate ◽

Cross Section ◽

Equity Returns ◽

The Cross

Download Full-text