Asset Pricing

Edited by Jianping Mei and Hsien-Hsing Liao

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: 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 US$4 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.

Date: 2003
ISBN: 9789810245634
References: Add references at CitEc
Citations: View citations in EconPapers (13)

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https://www.worldscientific.com/worldscibooks/10.1142/4647 (text/html)
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Chapters in this book:

Ch 1 Introduction: Real Estate Analysis in a Dynamic Risk Environment , pp 1-20

J. P. Mei and Hsien-Hsing Liao

Ch 2 The Predictability of Returns on Equity REITs and their Co-movement with Other Assets , pp 21-45

Crocker H. Liu and Jianping J. P. Mei

Ch 3 The Predictability of Real Estate Returns and Market Timing , pp 47-75

Jianping J. P. Mei and Crocker H. Liu

Ch 4 A Time-varying Risk Analysis of Equity and Real Estate Markets in the U.S. and Japan , pp 77-99

Crocker H. Liu and Jianping Mei

Ch 5 Price Reversal, Transaction Costs, and Arbitrage Profits in Real Estate Securities Market , pp 101-117

Jianping (J.P.) Mei and Bin Gao

Ch 6 Bank Risk and Real Estate: An Asset Pricing Perspective , pp 119-153

Jianping (J.P.) Mei and Anthony Saunders

Ch 7 Assessing the "Santa Claus" Approach to Asset Allocation: Implications for Commercial Real Estate Investment , pp 155-170

Jianping (J.P.) Mei

Ch 8 The Time-variation of Risk for Life Insurance Companies , pp 171-193

Jianping (J.P.) Mei and Anthony Saunders

Ch 9 The Return Distributions of Property Shares in Emerging Markets , pp 195-216

Kevin Wenli Lu and Jianping (J.r) Mei

Ch 10 Conditional Risk Premiums of Asian Real Estate Stocks , pp 217-237

Jianping (J.P.) Mei and Jiawei Hu

Ch 11 Institutional Factors and Real Estate Returns: A Cross-Country Study , pp 238-251

Hsien-Hsing Liao and Jianping (J.P.) Mei

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