The Role of Systematic Covariance and Coskewness in the Pricing of Real Estate: Evidence from Equity REITS

John J. Hatem; Tim Vines; Cheng-Ho Hsieh

The Role of Systematic Covariance and Coskewness in the Pricing of Real Estate: Evidence from Equity REITS

John J. Hatem, Tim Vines, Cheng-Ho Hsieh

Finance

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	The Journal of Real Estate Research
Volume	9
State	Published - Oct 1 1994

Disciplines

Finance and Financial Management

Keywords

Role
Systematic covariance
Coskewness
Pricing
Real estate
Evidence
Equity
REITS

Access to Document

https://www.jstor.org/stable/44095510

Cite this

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title = "The Role of Systematic Covariance and Coskewness in the Pricing of Real Estate: Evidence from Equity REITS",

keywords = "Role, Systematic covariance, Coskewness, Pricing, Real estate, Evidence, Equity, REITS",

author = "Hatem, {John J.} and Tim Vines and Cheng-Ho Hsieh",

year = "1994",

month = oct,

day = "1",

language = "American English",

volume = "9",

journal = "The Journal of Real Estate Research",

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TY - JOUR

T1 - The Role of Systematic Covariance and Coskewness in the Pricing of Real Estate: Evidence from Equity REITS

AU - Hatem, John J.

AU - Vines, Tim

AU - Hsieh, Cheng-Ho

PY - 1994/10/1

Y1 - 1994/10/1

KW - Role

KW - Systematic covariance

KW - Coskewness

KW - Pricing

KW - Real estate

KW - Evidence

KW - Equity

KW - REITS

UR - https://digitalcommons.georgiasouthern.edu/finance-facpubs/44

UR - https://www.jstor.org/stable/44095510

M3 - Article

VL - 9

JO - The Journal of Real Estate Research

JF - The Journal of Real Estate Research

ER -

The Role of Systematic Covariance and Coskewness in the Pricing of Real Estate: Evidence from Equity REITS

Disciplines

Keywords

Access to Document

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Cite this