The Resource Asset pricing, editors: Jianping Mei, Hsien-hsing Liao, (electronic resource)

Asset pricing, editors: Jianping Mei, Hsien-hsing Liao, (electronic resource)

Label
Asset pricing
Title
Asset pricing
Statement of responsibility
editors: Jianping Mei, Hsien-hsing Liao
Contributor
Subject
Genre
Language
  • eng
  • eng
Summary
Real estate finance is a fast-developing area where top quality research is in great demand. In the US, the real estate market is worth about US4 trillion, and the REITs market about US 200 billion; tens of thousands of real estate professionals are working in this area. The market overseas could be considerably larger, especially in Asia. Given the rapidly growing real estate securities industry, this book fills an important gap in current real estate research and teaching. It is an ideal reference for investment professionals as well as senior MBA and PhD students. Contents:
Member of
Cataloging source
MiAaPQ
Dewey number
332.63/24
Illustrations
illustrations
Index
index present
Language note
English
LC call number
HG4521
LC item number
.A775 2003
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Mei, Jianping
  • Liao, Hsien-hsing
Series statement
Frontiers of real estate finance
Series volume
vol. 1
http://library.link/vocab/subjectName
  • Capital assets pricing model
  • Securities
Label
Asset pricing, editors: Jianping Mei, Hsien-hsing Liao, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Color
multicolored
Content category
text
Content type code
txt
Contents
  • Contents; List of Contributors; 1 Introduction: Real Estate Analysis in a Dynamic Risk Environment; 1.1 Time-varying Risk Premium of Real Estate; 1.2 Short-term Price Behavior in Real Estate Securities Market; 1.3 How Real Estate Market Affects Financial Institutions
  • 1.4 Analysis of Emerging Real Estate Market 1.5 Summary; References; 2 The Predictability of Returns on Equity REIT's and their Co-movement with Other Assets; 2.1 Introduction; 2.2 The Asset Pricing Framework; 2.3 The Estimation Procedure; 2.4 Data; 2.5 Empirical Results
  • 2.6 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Estimation Procedure; References; 3 The Predictability of Real Estate Returns and Market Timing; 3.1 Introduction; 3.2 Method for Predicting Asset Returns; 3.3 Data; 3.4 Empirical Results
  • 3.5 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Asset Pricing Framework and Estimation Procedure; References; 4 A Time-varying Risk Analysis of Equity and Real Estate Markets in the U.S. and Japan; 4.1 Introduction
  • 4.2 The Basic Framework and Estimation Process 4.3 The Data; 4.4 Empirical Results; 4.5 Summary and Conclusions; Appendix: The Dividend-ratio Model; References; 5 Price Reversal Transaction Costs and Arbitrage Profits in Real Estate Securities Market ** ; 5.1 Introduction
  • 5.2 Empirical Methods
Dimensions
unknown
Extent
1 online resource (265 p.)
Form of item
online
Isbn
9781281935960
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)1000000000537867
  • (EBL)1679358
  • (OCoLC)879023467
  • (SSID)ssj0000106859
  • (PQKBManifestationID)11134007
  • (PQKBTitleCode)TC0000106859
  • (PQKBWorkID)10111090
  • (PQKB)11239164
  • (MiAaPQ)EBC1679358
  • (WSP)00004647
  • (EXLCZ)991000000000537867
Label
Asset pricing, editors: Jianping Mei, Hsien-hsing Liao, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Color
multicolored
Content category
text
Content type code
txt
Contents
  • Contents; List of Contributors; 1 Introduction: Real Estate Analysis in a Dynamic Risk Environment; 1.1 Time-varying Risk Premium of Real Estate; 1.2 Short-term Price Behavior in Real Estate Securities Market; 1.3 How Real Estate Market Affects Financial Institutions
  • 1.4 Analysis of Emerging Real Estate Market 1.5 Summary; References; 2 The Predictability of Returns on Equity REIT's and their Co-movement with Other Assets; 2.1 Introduction; 2.2 The Asset Pricing Framework; 2.3 The Estimation Procedure; 2.4 Data; 2.5 Empirical Results
  • 2.6 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Estimation Procedure; References; 3 The Predictability of Real Estate Returns and Market Timing; 3.1 Introduction; 3.2 Method for Predicting Asset Returns; 3.3 Data; 3.4 Empirical Results
  • 3.5 Summary and Conclusions Acknowledgements; Appendix: Elaboration of the Asset Pricing Framework and Estimation Procedure; References; 4 A Time-varying Risk Analysis of Equity and Real Estate Markets in the U.S. and Japan; 4.1 Introduction
  • 4.2 The Basic Framework and Estimation Process 4.3 The Data; 4.4 Empirical Results; 4.5 Summary and Conclusions; Appendix: The Dividend-ratio Model; References; 5 Price Reversal Transaction Costs and Arbitrage Profits in Real Estate Securities Market ** ; 5.1 Introduction
  • 5.2 Empirical Methods
Dimensions
unknown
Extent
1 online resource (265 p.)
Form of item
online
Isbn
9781281935960
Media category
computer
Media type code
c
Specific material designation
remote
System control number
  • (CKB)1000000000537867
  • (EBL)1679358
  • (OCoLC)879023467
  • (SSID)ssj0000106859
  • (PQKBManifestationID)11134007
  • (PQKBTitleCode)TC0000106859
  • (PQKBWorkID)10111090
  • (PQKB)11239164
  • (MiAaPQ)EBC1679358
  • (WSP)00004647
  • (EXLCZ)991000000000537867

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