The Determinants of the Ex Ante Risk Premium in Commercial Real Estate Article

Beracha, Eli, Freybote, Julia, Lin, Zhenguo. (2019). The Determinants of the Ex Ante Risk Premium in Commercial Real Estate . 41(3), 411-441. 10.22300/0896-5803.41.3.411

keywords

  • Business & Economics
  • Business, Finance
  • CAPITALIZATION RATES
  • Economics
  • FUNDAMENTALS
  • INFORMATION-CONTENT
  • INVESTOR SENTIMENT
  • MARKET
  • PROSPECT-THEORY
  • RETURNS
  • Social Sciences
  • TIME
  • UNCERTAINTY
  • VALUATION
  • commercial real estate market
  • ex ante risk premium
  • regime switching
  • risk perception
  • time series analysis

Digital Object Identifier (DOI)

start page

  • 411

end page

  • 441

volume

  • 41

issue

  • 3