Zobrazeno 1 - 10
of 472
pro vyhledávání: '"Roll, Richard"'
Publikováno v:
In Journal of Corporate Finance April 2024 85
Publikováno v:
The Review of Financial Studies, 2019 Apr 01. 32(4), 1573-1607.
Externí odkaz:
https://www.jstor.org/stable/48616833
Autor:
Levy, Moshe mslm@huji.ac.il, Roll, Richard rroll@caltech.edu
Publikováno v:
Journal of Investing. Feb2023, Vol. 32 Issue 2, p7-23. 17p.
Publikováno v:
In Games and Economic Behavior November 2019 118:7-28
Autor:
Pukthuanthong, Kuntara1 (AUTHOR) pukthuanthongk@missouri.edu, Roll, Richard2 (AUTHOR), Subrahmanyam, Avanidhar3 (AUTHOR)
Publikováno v:
Review of Financial Studies. Apr2019, Vol. 32 Issue 4, p1573-1607. 35p.
Publikováno v:
In Journal of Financial Economics August 2019 133(2):273-298
Publikováno v:
In Journal of Empirical Finance January 2019 50:20-42
Geographic diversification is fundamental to risk mitigation among investors and insurers of housing, mortgages, and mortgage-related derivatives. To characterize diversification potential, we provide estimates of integration, spatial correlation, an
Externí odkaz:
http://arxiv.org/abs/1208.0371
This paper explores integration and contagion among US metropolitan housing markets. The analysis applies Federal Housing Finance Agency (FHFA) house price repeat sales indexes from 384 metropolitan areas to estimate a multi-factor model of U.S. hous
Externí odkaz:
http://arxiv.org/abs/1110.4119
Autor:
Cotter, John, Roll, Richard
Real Estate Investment Trusts (REITs) are the only truly liquid assets related to real estate investments. We study the behavior of U.S. REITs over the past three decades and document their return characteristics. REITs have somewhat less market risk
Externí odkaz:
http://arxiv.org/abs/1103.5972