Real Estate Risk in Equity Returns: Empirical Evidence from U.S. Stock Markets - Ebs-forschung, Schriftenreihe Der European Business School Schloss Reichartshausen - Gaston Michel - Books - Springer Fachmedien Wiesbaden - 9783834917690 - June 25, 2009
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Gaston Michel
Real Estate Risk in Equity Returns: Empirical Evidence from U.S. Stock Markets - Ebs-forschung, Schriftenreihe Der European Business School Schloss Reichartshausen 2009 edition

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Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross-sectional variation in equity returns. He shows that an alternative modeI which includes the real estate factor performs as well as or better than the Fama-French model in pricing equity returns.

167 pages, 9 black & white illustrations, 34 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 25, 2009
ISBN13 9783834917690
Publishers Springer Fachmedien Wiesbaden
Pages 167
Dimensions 148 × 210 × 10 mm   ·   235 g
Language English   German  

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