Commonality in liquidity and real estate securities
ContributorsHoesli, Martin E.; Kadilli, Anjeza; Reka, Kustrim
Published inJournal of real estate finance and economics, vol. 55, no. 1, p. 65-105
Publication date2017
Abstract
Keywords
- Real Estate Securities
- REITs
- Commonality in Liquidity
- Liquidity Risk
- Multi- Factor Model
- Threshold Regression
- Panel Data
Research group
Citation (ISO format)
HOESLI, Martin E., KADILLI, Anjeza, REKA, Kustrim. Commonality in liquidity and real estate securities. In: Journal of real estate finance and economics, 2017, vol. 55, n° 1, p. 65–105. doi: 10.2139/ssrn.2434072
Main files (1)
Article (Submitted version)
Identifiers
- PID : unige:45002
- DOI : 10.2139/ssrn.2434072
ISSN of the journal0895-5638