THE RISK AND RETURN CHARACTERISTICS OF STOCK MARKET-BASED REAL ESTATE INDEXES AND THEIR RELATION TO APPRAISAL- BASED RETURNS

Joseph Gyourko and Donald Keim ()

Weiss Center Working Papers from Wharton School - Weiss Center for International Financial Research

Keywords: financial market; investments; time series; economic models (search for similar items in EconPapers)
Pages: 27 pages
Date: 1990
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Related works:
Working Paper: The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns
Working Paper: The Risk and Return Characteristics of Stock Market-Based Real Estate Indexes and Their Relation to Appraisal-Based Returns
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Persistent link: https://EconPapers.repec.org/RePEc:fth:pennif:5-90

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