1. Urban expansion effects on real estate ecosystems: Identification and neutrosophic analysis of causal dynamics. (2024). , Neuza ; Correia, Ines C ; Zopounidis, Constantin.
   In: Socio-Economic Planning Sciences.
   RePEc:eee:soceps:v:93:y:2024:i:c:s0038012124000570.

   Full description at Econpapers || Download paper

2. Age and Experience versus Susceptibility to Client Pressure among Property Valuation Professionals—Implications for Rethinking Institutional Framework. (2019). Tomal, Mateusz ; Uhruska, Magorzata ; Makowska, Agnieszka.
   In: Sustainability.
   RePEc:gam:jsusta:v:11:y:2019:i:23:p:6759-:d:292057.

   Full description at Econpapers || Download paper

3. Real estate returns predictability revisited: novel evidence from the US REITs market. (2016). GUPTA, RANGAN ; Akinsomi, Omokolade ; Aye, Goodness C ; Economou, Fotini ; Babalos, Vassilios.
   In: Empirical Economics.
   RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1037-5.

   Full description at Econpapers || Download paper

4. Heterogeneous expectation, beliefs evolution and house price volatility. (2016). Zhang, Hao ; Huang, Yuyuan ; Yao, Haixiang.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:53:y:2016:i:c:p:409-418.

   Full description at Econpapers || Download paper

5. Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Akinsomi, Omokolade ; Aye, Goodness C. ; Economou, Fotini.
   In: Working Papers.
   RePEc:pre:wpaper:201454.

   Full description at Econpapers || Download paper

6. Persistence and Predictability in UK House Price Movements. (2014). Schindler, Felix.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:48:y:2014:i:1:p:132-163.

   Full description at Econpapers || Download paper

7. Testing for persistence with breaks and outliers in South African house prices. (2013). GUPTA, RANGAN ; Gil-Alana, Luis ; Gil-Alaa, Luis Alberiko ; Aye, Goodness C.
   In: NCID Working Papers.
   RePEc:nva:unnvaa:wp01-2013.

   Full description at Econpapers || Download paper

8. Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices. (2013). Schindler, Felix.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:46:y:2013:i:1:p:44-90.

   Full description at Econpapers || Download paper

9. Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis.
   In: Faculty Working Papers.
   RePEc:una:unccee:wp2012.

   Full description at Econpapers || Download paper

10. A simple model of a speculative housing market. (2012). Westerhoff, Frank ; Dieci, Roberto.
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:22:y:2012:i:2:p:303-329.

    Full description at Econpapers || Download paper

11. Testing for Persistence with Breaks and Outliers in South African House Prices. (2012). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C..
    In: Working Papers.
    RePEc:pre:wpaper:201233.

    Full description at Econpapers || Download paper

12. Immobilienbewertung - theoretische Konzepte und praktische Anwendungen. (2011). Maier, Gunther.
    In: SRE-Discussion Papers.
    RePEc:wiw:wus009:3208.

    Full description at Econpapers || Download paper

13. Immobilienbewertung - theoretische Konzepte und praktische Anwendungen. (2011). Maier, Gunther.
    In: SRE-Disc.
    RePEc:wiw:wiwsre:sre-disc-2011_03.

    Full description at Econpapers || Download paper

1. Abraham, J. M., and Hendershott, P. H., 1996, Bubbles in Metropolitan Housing Markets, Journal of Housing Research 7 (2): 191-208.
   Paper not yet in RePEc: Add citation now
   
2. Atterhog, M., 1995, Municipal Land Management in Asia: A Comparative study, United Nations Economic and Social Commission for Asia and the Pacific.
   Paper not yet in RePEc: Add citation now
   

3. Banz, R., 1981, The Relationship between Return and Market Value of Common Stocks, Journal of Financial Economics 9 (1): 3-18.

4. Barkham, R., and Geltner, D., 1993, Price Discovery and Efficiency in American and British Property Markets, Paper prepared for the Real Estate Research Institute Meeting, Chicago, 23 April.
   Paper not yet in RePEc: Add citation now
   

5. Barkham, R., and Geltner, D., 1995, Price Discovery in American and British Property Markets, Real Estate Economics 23 (1): 21-44.

6. Barkham, R., and Geltner, D., 1996, Price Discovery and Efficiency in the UK Housing Market, Journal of Housing Economics 5: 4 1-63.

7. Beechey, M., Gruen, D., and Vickery, J., 2000, The Efficient Market Hypothesis: A Survey, Economic Research Department, Reserve Bank of Australia, Research Discussion Paper 2000-01.

8. Berrens, R. P., and McKee, M., 2004, What Price Nondisclosure? The Effects of Nondisclosure of Real Estate Sales Prices, Social Science Quarterly 85 (2), 509-520.

9. Bj

10. Borio, C., Kennedy, N., and Prowse, S.D., 1994, Exploring Aggregate Asset Price Fluctuations Across Countries, BIS Economic Papers, no 40.
    Paper not yet in RePEc: Add citation now
    

11. Born, W. L., and Pyhn, S. A., 1994, Real Estate Valuation: The Effect of Market and Property Cycles, Journal of Real Estate Research 9 (4), 455-485.

12. Brown, G.R., 1991, Property Investment and the Capital Markets, E. and F.N. Spon, London.
    Paper not yet in RePEc: Add citation now
    

13. Capozza, D. R., and Seguin, P. J., 1996, Expectations, Efficiency, and Euphoria in the Housing Market, Regional Science and Urban Economics 26 (3-4), 369-386.

14. Case, B., Goetzmann, W. N., and Wachter, S. M., The Global Commercial Property Market Cycles: A Comparison across Property Types, paper presented at the 1997 AREUEA International Real Estate Conference, University of California, Berkeley, June 1997.
    Paper not yet in RePEc: Add citation now
    

15. Case, B., Goetzmann, W., and Rouwenhorst, K. G., 1999, Global Real Estate Markets: Cycles And Fundamentals, Yale International Center for Finance, Working Paper No. 9903.

16. Case, K. E., 2000, Real Estate and the Macroeconomy, Brookings Papers on Economic Activity 2: 119-162.

17. Case, K. E., and Shiller, R. J., 1989, The Efficiency of the Market for Single Family Homes, American Economic Review 79 (1): 125-137.

18. Case, K. E., and Shiller, R. J., 1990, Forecasting Prices and Excess Returns in the Housing Market, Journal of the American Real Estate and Urban Economics Association 18: 253-273.

19. Case, K. E., and Shiller, R. J., 2003, Is There a Bubble in the Housing Market?, Brookings Papers on Economic Activity 2: 299-362.

20. Cho, M., 1996, House Price Dynamics: A Survey of Theoretical and Empirical Issues, Journal of Housing Research 7 (2), 145-172.
    Paper not yet in RePEc: Add citation now
    

21. Clapp, J. M., and Giaccotto, C., 1994, The Influence of Economic Variables on Local House Price Dynamics, Journal of Urban Economics 36 (2), 161-183.

22. Clapp, J. M., and Tirtiroglu, D., 1994, Positive Feedback Trading and Diffusion of Asset Price Changes: Evidence from Housing Transactions, Journal of Economic Behavior and Organization 24: 337-355.

23. Clayton, J., 1996, Market Fundamentals, Risk and the Canadian Property Cycle: Implications for Property Valuation and Investment Decision, Journal of Real Estate Research 12 (3), 347-367.

24. Clayton, J., 1998, Further Evidence on Real Estate Market Efficiency, Journal of Real Estate Research, 4 1-57.

25. Corgel, J. B., Smith, H. C., and Ling, D. C., 1998, Real Estate Perspectives: An Introduction to Real Estate, The McGraw-Hill Companies, Inc.
    Paper not yet in RePEc: Add citation now
    

26. Danat, A. F., and Glascock, J. L., 1989, Real Estate Returns, Money and Fiscal Deficits: Is the Real Estate Market Efficient? Journal of Real Estate Finance and Economics 2: 197-208.

27. Danat, A. F., and Glascock, J. L., 1993, On the Real Estate Market Efficiency, Journal of Real Estate Finance and Economics 7: 55-72.

28. De Long, J. B., Shleifer, A., Summers, L. H. and Waldmann, R. J., 1990, Positive Feedback Investment Strategies and Destabilizing Rational Speculation, Journal of Finance 45 (2), 379-395.

29. Delaney, C. J., and Smith, M. T., 1989, Impact Fees and the Price of New Housing: An Empirical Study, AREUEA Journal 17 (1), 41-54.

30. DiPasquale, D., and Wheaton, W.C., 1994, Housing Market Dynamics and the Future of Housing Prices, Journal of Urban Economics 35, 1-27.

31. Englund, P. and loannides, Y. M., 1997, Housing Price Dynamics, An International Empirical Perspective, Journal of Housing Economics 6, 119-136.
    Paper not yet in RePEc: Add citation now
    

32. Evans, A. W., 1995, The Property Market: Ninety Per Cent Efficient? Urban Studies 32 (1): 5-30.

33. Evans, R. D., and Rayburn, W. B, 1991, The Effect of School Desegregation Decisions on Single-Family Housing Prices, Journal of Real Estate Research 6 (2), 207-216.

34. Fama, E. F., 1965, The Behavior of Stock Market Prices, Journal of Business 38: 34-105.
    Paper not yet in RePEc: Add citation now
    

35. Fama, E. F., 1970, Efficient Capital Markets: A Review of Theory and Empirical Work, Journal of Finance 25: 383-417.

36. Fama, E. F., 1991, Efficient Capital Markets: II, Journal of Finance, 46 (5): 1575-1617.

37. Fama, E. F., Fisher L., Jensen M., and Roll R., 1969, The Adjustment of Stock Prices to New Information, International Economic Review 10 (1): 1-21.

38. Fogler, H. R., Granito, M. R., and Smith, L. R., 1985, A Theoretical Analysis of Real Estate Returns, Journal of Finance 40: 711-719.

39. Ford, D. A., and Gilligan, M., 1988, The Effect of Lead Paint Abatement Laws on Rental Property Values, AREUEA Journal 16 (1), 84-94.

40. Gatzlaff, D. H. and Tirtiroglu, D., 1995, Real Estate Market Efficiency: Issues and Evidence, Journal of Real Estate Literature 3, 157-189.
    Paper not yet in RePEc: Add citation now
    

41. Gatzlaff, D. H., 1994, Excess Returns, Inflation, and the Efficiency of the Housing Market, Journal of the American Real Estate and Urban Economics Association 22 (4), 553-58 1.

42. Gau, G., 1984, Weak Form Tests of the Efficiency of Real Estate Investment Markets, The Financial Review 19: 301-320.

43. Gau, G., 1985, Public Information and Abnormal Returns in Real Estate Investment, Journal of the American Real Estate and Urban Economics Association 13: 15-3 1.

44. Gau, G., 1987, Efficient Real Estate Markets: Paradox or Paradigm, Journal of the American Real Estate and Urban Economics Association 15 (2): 1-12.

45. Gordon, J., Mosbaugh, P. and Canter, T., 1996, Integrating Regional Economic Indicators with the Real Estate Cycle, Journal of Real Estate Research 12 (3), 469-501.

46. Green, G. H., Marx, D., and Essayyad, M., 1988, The Effect of Inter-Regional Efficiency on Appraising Single Family Homes, Real Estate Appraiser and Analyst 54, 25-29.
    Paper not yet in RePEc: Add citation now
    

47. Grossman, 5., 1978, Further Results on the Informational Efficiency of Competitive Stock Markets, Journal of Economic Theory 18: 8 1-101.

48. Grossman, S., and Stiglitz, J. E., 1980, On the Impossibility of Informationally Efficient Markets, American Economic Review 70: 393-408.

49. Guntermann, K. L., and Norrbin, S. C., 1991, Empirical Tests of Real Estate Market Efficiency, Journal of Real Estate Finance and Economics 4: 297-3 13.

50. Guntermann, K. L., and Smith, R. L., 1987, Efficiency of the Market for Residential Real Estate, Land Economics 63: 34-45.

51. Gyourko, J., and Keim, D., 1992, What Does the Stock Market Tell Us About Real Estate Returns?, Journal of the American Real Estate and Urban Economics Association 20 (3), 457-486.

52. Hamilton, B. W., and Schwab, C., 1985, Expected Appreciation in Urban Housing Markets, Journal of Urban Economics 18, 103-118.

53. Hosios, A. J., and Pesando, J. E., 1991, Measuring Prices in Resale Housing Markets in Canada: Evidence and Implications, Journal of Housing Economics 1 (4), 303-3 17.
    Paper not yet in RePEc: Add citation now
    
54. Institut f
    Paper not yet in RePEc: Add citation now
    

55. Ito, T., and Hirono, K.N., 1993, Efficiency of the Tokyo Housing Market, NBER Working Paper Series, Working Paper No. 4382, National Bureau of Economic Research.

56. Ito, T., and Iwaisako, T., 1995, Explaining Asset Bubbles in Japan, NBER Working Paper Series, Working Paper 5358.

57. Jaffee, D. M., 1994, The Swedish Real Estate Crisis, Working Paper 94-224, The Fischer Center for Real Estate and Urban Economics, University of California-Berkeley.
    Paper not yet in RePEc: Add citation now
    

58. Jensen M. C., 1978, Some Anomalous Evidence Regarding Market Efficiency, Journal of Financial Economics 6 (2/3): 389-416.

59. Kummerow, M. F., 1999, A System dynamics model of cyclical office oversupply, Journal of Real Estate Research 18: 233-255.

60. Larsen, E. R. and Weum, 5., 2007, Home, Sweet Home or Is It - Always? Testing the Efficiency of the Norwegian Housing Market, Discussion Papers No. 506, Research Department, Statistics Norway.

61. Lee C., Shleifer, A., and Thaler, R., 1990, Anomalies: Closed End Mutual Funds, Journal of Economic Perspective 4 (4): 153-164.

62. Leung, C. K. Y., Leong, Y. C. F., and Wong, S. K., 2006, Housing Price Dispersion: An Empirical Investigation, Journal of Real Estate Finance and Economics 32: 357-3 85.

63. Linneman, P., 1986, An Empirical Test of the Efficiency of the Housing Market, Journal of Urban Economics 20: 140-154.

64. Lo, A. W., 1997, Market Efficiency: Stock Market Behaviour in Theory and Practice Volume I, An Elgar Reference Collection, xii-xiii.
    Paper not yet in RePEc: Add citation now
    
65. Malkiel, B. G., 1996, A Random Walk Down Wall Street, W. W. Norton Malpezzi, 5., 1999, A Simple Enor-Correction Model of Housing Prices, Journal of Housing Economics 8: 27-62.
    Paper not yet in RePEc: Add citation now
    

66. Mankiw, N. G., and Weil, D. N., 1989, The Baby Boom, the Baby Bust, and the Housing MARKET; Regional Science and Urban Economics 19, 235-258.

67. McIntosh, W., and Henderson, G. Jr., 1989, Efficiency of the Office Properties Market, Journal of Real Estate, Finance and Economics 2: 6 1-70.

68. Meese, R., and Wallace, N., 1994, Testing the Present Value Relation for Housing Prices: Should I Leave My House in San Francisco? Journal of Urban Economics 35, 245-266.

69. Meese, R., and Wallace, N., 2003, House Price Dynamics and Market Fundamentals: The Parisian Housing Market, Urban Studies 40 (5-6), 1027-1045.

70. Park, J. Y., Mullineaux, D. J., and Chew, I., 1990, Are REITs Inflation Hedges? Journal of Real Estate Finance and Economics 3: 91-103.
    Paper not yet in RePEc: Add citation now
    
71. Pollakowski, H. 0., and Ray, T. 5., 1997, Housing Price Diffusion Patterns at Different Aggregation Levels: An Examination of Housing Market Efficiency, Journal of Housing Research 8 (1): 107-124.
    Paper not yet in RePEc: Add citation now
    

72. Pollakowski, H. 0., and Wachter, S. M., 1990, The Effects of Land Use Constraints on Housing Prices, Land Economics 66 (3): 3 15-324.

73. Poterba, J. M., 1991, House Price Dynamics: The Role of Tax Policy and Demography, Brookings Papers on Economic Activity, no. 2, 143-203.

74. Rayburn, W. B., Devaney, M. and Evans, R. D., 1987, A Test of Weak-Form Efficiency in Residential Real Estate Returns, AREUEA Journal 15: 220-233.

75. Real Estate Market Efficiency: A Survey of Literature Capozza, D. R., Hendershott, P. H., Mack, C., and Mayer, C. J., 2002, Determinants of Real House Price Dynamics, NBER Working Paper No. W9262.

76. Real Estate Market Efficiency: A Survey of Literature Cutler, D. M., Poterba, J. M. and Summers, L. H., 1990, Speculative Dynamics and the Role of Feedback Traders, American Economic Review 80 (2), 63-68.

77. Real Estate Market Efficiency: A Survey of Literature Fu, Y., and Ng, L. K., 2001, Market Efficiency and Return Statistics: Evidence from Real Estate and Stock Markets Using a Present-Value Approach, Real Estate Economics 29: 227-250.

78. Real Estate Market Efficiency: A Survey of Literature Hekman, J. 5., 1985, Rental Price Adjustment and Investment in the Office Market, Journal of the American Real Estate and Urban Economics Association 13 (1), 32-47.

79. Real Estate Market Efficiency: A Survey of Literature Malpezzi, S., and Wachter, S. M., 2005, The Role of Speculation in Real Estate Cycles, Journal of Real Estate Literature, 143-164.

80. Real Estate Market Efficiency: A Survey of Literature Samuelson, P., 1965, Proof That Properly Anticipated Prices Fluctuate Randomly, Industrial Management Review 6: 41-49.
    Paper not yet in RePEc: Add citation now
    
81. Renaud, B., 1997, The 1985 to 1994 Global Real Estate Cycles: An Overview, Journal of Real Estate Literature 5, 13-44.
    Paper not yet in RePEc: Add citation now
    

82. Rosenthal, L., 2006, Efficiency and Seasonality in the UK Housing Market 1991-2001, Oxford Bulletin of Economics and Statistics 68 (3): 289-3 17.

83. Salama, J. J., Schill, M. H., and Stark, M. E., 2002, Reducing the Cost of New Housing Construction in New York City, School of Law, New York University.
    Paper not yet in RePEc: Add citation now
    
84. Salins, P. D., 2002, New York City's Housing Gap, Civic Report 2, Manhattan Institute for Policy Research, New York.
    Paper not yet in RePEc: Add citation now
    
85. Scott, L. 0., 1990, Do Prices Reflect Market Fundamentals in Real Estate Markets?, Journal of Real Estate Finance and Economics 3: 5-23.
    Paper not yet in RePEc: Add citation now
    

86. Shiller, R. J., 1990a, Market Volatility and Investor Behavior, American Economic Review 80 (2), 58-62.

87. Shiller, R. J., 1990b, Speculative Prices and Popular Models, Journal of Economic Perspectives 4 (2), 55-65.

88. Shiller, R.J., 1993, Macro Markets: Creating Institutions for Managing Society's Largest Economic Risks, Oxford: Clarendon Press.
    Paper not yet in RePEc: Add citation now
    

89. Shilton, L. G. and Tandy, J. K., 1993, The Information Precision of CBD Office Vacancy Rates, Journal of Real Estate Research 8 (3), 42 1-444.

90. Skantz, T. R., and Strickland, T. H., 1987, House Prices and a Flood Event: An Empirical Investigation of Market Efficiency, Journal of Real Estate Research 2 (2), 75-83.

91. Tirtiroglu, D., 1992, Efficiency in Housing Markets: Temporal and Spatial Dimensions, Journal of Housing Economics 2 (3), 276-292.

92. Turnbull, G. K., Sirmans, C. F., and Benjamin, J. D., 1990, Do Corporations Sell Houses for Less? A Test of Housing Market Efficiency, Applied Economics 22, 13 89-98.
    Paper not yet in RePEc: Add citation now
    
93. Voith, R. P., 1991, Capitalization of Local and Regional Attributes into Wages and Rents: Differences across Residential, Commercial, and Mixed-Use Communities, Journal of Regional Science 31(2), 127-145.
    Paper not yet in RePEc: Add citation now
    

94. Wang, Z., 2004, Dynamics of Urban Residential Property Prices- A Case Study of the Manhattan Market, Journal of Real Estate Finance and Economics 29 (1): 99-118.

95. Wheaton, W. C., 1987, The Cyclical Behavior of the National Office Market, Journal of the American Real Estate and Urban Economics Association 15 (4), 28 1-299.
    Paper not yet in RePEc: Add citation now
    

96. Wheaton, W. C., 1999, Real Estate Cycles: Some Fundamentals, Real Estate Economics, 27 (2): 209-230.

97. Wheaton, W. C., and Rossoff, L., 1998, The Cyclic Behaviour of the U.S. Lodging Industry, Real Estate Economics 26 (1), 67-82. S
    Paper not yet in RePEc: Add citation now
    

1. The value of audit qualifications in China. (2010). Wang, YI ; Green, Wendy ; Czernkowski, Robert.
   In: Managerial Auditing Journal.
   RePEc:eme:majpps:v:25:y:2010:i:5:p:404-426.

   Full description at Econpapers || Download paper

2. Why Do REITs Repurchase Stock? Extricating the Effect of Managerial Signaling in Open Market Share Repurchase Announcements. (2006). Brau, James C. ; Holmes, Andrew.
   In: Journal of Real Estate Research.
   RePEc:jre:issued:v:28:n:1:2006:p:1-24.

   Full description at Econpapers || Download paper

3. Time Varying Sensitivities on a GRID architecture. (2005). d'Addona, Stefano ; Ciprian, Mattia.
   In: Finance.
   RePEc:wpa:wuwpfi:0511007.

   Full description at Econpapers || Download paper

4. Concurrent capital expenditure and the stock market reaction to corporate alliance announcements. (2005). Burton, Bruce.
   In: Applied Financial Economics.
   RePEc:taf:apfiec:v:15:y:2005:i:10:p:715-729.

   Full description at Econpapers || Download paper

5. CAPM Over the Long Run: 1926-2001. (2005). Ang, Andrew ; Chen, Joseph.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:11903.

   Full description at Econpapers || Download paper

6. Expected Returns, Yield Spreads, and Asset Pricing Tests. (2005). Zhang, Lu ; Chen, Long ; Campello, Murillo.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:11323.

   Full description at Econpapers || Download paper

7. Momentum Profits in Alternative Stock Market Structures. (2005). Chelley-Steeley, Patricia ; Siganos, Antonios.
   In: Money Macro and Finance (MMF) Research Group Conference 2005.
   RePEc:mmf:mmfc05:63.

   Full description at Econpapers || Download paper

8. Prospect Theory and the Size and Value Premium Puzzles. (2005). De Giorgi, Enrico ; Hens, Thorsten ; Post, Thierry.
   In: Discussion Papers.
   RePEc:hhs:nhhfms:2005_020.

   Full description at Econpapers || Download paper

9. Making Prospect Theory Fit for Finance. (2005). De Giorgi, Enrico ; Hens, Thorsten.
   In: Discussion Papers.
   RePEc:hhs:nhhfms:2005_019.

   Full description at Econpapers || Download paper

10. Size and value anomalies under regime shifts. (2005). Guidolin, Massimo ; Timmerman, Allan.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-007.

    Full description at Econpapers || Download paper

11. A survey on risk-return analysis. (2004). Galagedera, Don.
    In: Finance.
    RePEc:wpa:wuwpfi:0406010.

    Full description at Econpapers || Download paper

12. Equity Style Returns and Institutional Investor Flows. (2004). Froot, Kenneth ; Teo, Melvyn.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10355.

    Full description at Econpapers || Download paper

13. Investment Strategies, Fund Performance and Portfolio Characteristics. (2004). Engstrom, Stefan.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0554.

    Full description at Econpapers || Download paper

14. Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach. (2004). Karlsson, Sune ; Parmler, Johan.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0524.

    Full description at Econpapers || Download paper

15. Are calculated betas good for anything?. (2004). Fernandez, Pablo ; natalia, natalia.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0555.

    Full description at Econpapers || Download paper

16. The explaining role of the Earning-Price Ratio in the Spanish Stock Market. (2003). Gil-Alana, Luis ; DePea, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0303.

    Full description at Econpapers || Download paper

17. The stable long-run CAPM and the cross-section of expected returns. (2002). Kim, Jeong-Ryeol.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4170.

    Full description at Econpapers || Download paper

18. The long-horizon returns behaviour of the Portuguese stock market1. (2002). Nelson Manuel P. B. C. Areal, ; Manuel Jose da Rocha Armada, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:1:p:93-122.

    Full description at Econpapers || Download paper

19. What Factors Determine International Real Estate Security Returns?. (2002). Hoesli, Martin ; Hamelink, Foort.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0007.

    Full description at Econpapers || Download paper

20. The extreme bounds of the cross-section of expected stock returns. (2002). Durham, J. Benson.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2002-34.

    Full description at Econpapers || Download paper

21. A quantile regression analysis of the cross section of stock market returns. (2002). Barnes, Michelle ; Hughes, Anthony W..
    In: Working Papers.
    RePEc:fip:fedbwp:02-2.

    Full description at Econpapers || Download paper

22. Momentum and Turnover: Evidence from the German Stock Market. (2002). Weber, Martin ; Glaser, Markus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3353.

    Full description at Econpapers || Download paper

23. Common Risk Factors in Explaining Canadian Equity Returns. (2001). .
    In: Working Papers.
    RePEc:tor:tecipa:berk-00-01.

    Full description at Econpapers || Download paper

24. Estimation of global systematic risk for securities listed in multiple markets. (2001). Prakash, Arun ; Gauri L. Ghai, Maria E. De Boyrie, Shahid Hamid, A, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:7:y:2001:i:2:p:117-130.

    Full description at Econpapers || Download paper

25. Corporate Governance Policy and Company Performance: The Case of Portugal. (2001). Mendes, Victor ; Alves, Carlos.
    In: FEP Working Papers.
    RePEc:por:fepwps:112.

    Full description at Econpapers || Download paper

26. What Drives Firm-Level Stock Returns?. (2001). Vuolteenaho, Tuomo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8240.

    Full description at Econpapers || Download paper

27. Some Time Serial Properties of the Swedish Real Estate Stock Market, 1939-1998. (2001). Graflund, Andreas .
    In: Working Papers.
    RePEc:hhs:lunewp:2001_008.

    Full description at Econpapers || Download paper

28. A cointegration approach to the lead-lag effect among size-sorted equity portfolios. (2001). Kouretas, Georgios ; Kanas, Angelos.
    In: Working Papers.
    RePEc:crt:wpaper:0101.

    Full description at Econpapers || Download paper

29. News Related to Future GDP Growth as a Risk Factor in Equity Returns. (2001). Vassalou, Maria .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3057.

    Full description at Econpapers || Download paper

30. Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability. (2000). Lynch, Anthony W..
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-073.

    Full description at Econpapers || Download paper

31. Market Microstructure and Asset Pricing: A Survey. (1999). HEIDLE, HANS GERHARD.
    In: Discussion Papers.
    RePEc:rif:dpaper:691.

    Full description at Econpapers || Download paper

32. Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks. (1999). Engle, Robert ; Cho, Young-Hye.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7330.

    Full description at Econpapers || Download paper

33. Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics?. (1999). Titman, Sheridan ; Daniel, Kent ; K. C. John Wei, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7246.

    Full description at Econpapers || Download paper

34. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7208.

    Full description at Econpapers || Download paper

35. New Facts in Finance. (1999). Cochrane, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7169.

    Full description at Econpapers || Download paper

36. Profitability of Momentum Strategies: An Evaluation of Alternative Explanations. (1999). Titman, Sheridan ; Jegadeesh, Narasimhan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7159.

    Full description at Econpapers || Download paper

37. The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. (1999). Keim, Donald ; hawawini, gabriel.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:08-99.

    Full description at Econpapers || Download paper

38. New facts in finance. (1999). Cochrane, John.
    In: Economic Perspectives.
    RePEc:fip:fedhep:y:1999:i:qiii:p:36-58:n:v.23no.3.

    Full description at Econpapers || Download paper

39. What Determines Firm Size?. (1999). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2211.

    Full description at Econpapers || Download paper

40. Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth. (1999). Vassalou, Maria ; Liew, Jimmy .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2180.

    Full description at Econpapers || Download paper

41. Macroeconomic Variables, Firm-Specific Variables and Returns to REITs. (1998). Vines, Timothy W. ; Chen, Su-Jane ; Chiou, Shur-Nuaan ; Hsieh, Chengho.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:16:n:3:1998:p:269-278.

    Full description at Econpapers || Download paper

42. A Spline Analysis of the Small Firm Effect: Does Size Really Matter?. (1996). Horowitz, Joel ; Loughran, Tim ; Savin, N. E..
    In: Econometrics.
    RePEc:wpa:wuwpem:9608001.

    Full description at Econpapers || Download paper

43. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. (1996). Titman, Sheridan ; Daniel, Kent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5604.

    Full description at Econpapers || Download paper

44. The conditional CAPM and the cross-section of expected returns. (1996). Wang, Zhenyu ; Jagannathan, Ravi.
    In: Staff Report.
    RePEc:fip:fedmsr:208.

    Full description at Econpapers || Download paper

45. The cross-section of stock returns : evidence from emerging markets. (1995). Dasgupta, Susmita ; Claessens, Stijn ; Glen, Jack.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1505.

    Full description at Econpapers || Download paper

46. Property Type, Size, and REIT Value. (1995). Capozza, Dennis ; Lee, Sohan.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:10:n:5:1994:p:363-380.

    Full description at Econpapers || Download paper

47. The CAPM debate. (1995). McGrattan, Ellen ; Jagannathan, Ravi ; Jagnnathan, Ravi.
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:1995:i:fall:p:2-17:n:v.19no.4.

    Full description at Econpapers || Download paper

48. An Examination of the Small-Firm Effect within the REIT Industry. (1991). Liang, Youguo ; McIntosh, Willard ; Tompkins, Daniel L..
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:6:n:1:1991:p:9-18.

    Full description at Econpapers || Download paper

49. Data-Snooping Biases in Tests of Financial Asset Pricing Models. (1989). Lo, Andrew ; MacKinlay, Craig A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3001.

    Full description at Econpapers || Download paper

50. What Determines Firm Size?. (). Zingales, Luigi ; Rajan, Raghuram ; Kumar, Krishna.
    In: CRSP working papers.
    RePEc:wop:chispw:496.

    Full description at Econpapers || Download paper

Report date: 2025-09-29 23:06:23 || Missing content? Let us know