The Underlying Return-Generating Factors for REIT Returns: An Application of Independent Component Analysis
- 作者Colin Lizieri; Stephen Satchell; Qi Zhang
- 卷第35卷
- 期第4期
- 印刷ISSN1080-8620
- 电子ISSN1540-6229
- 文件大小252.55KB
- 发表时间2007
- DOI10.1111/j.1540-6229.2007.00201.x
- 页码569-598
Shadow Banking and the Funding of the Nonfinancial SectorGallin, Joshua · SSRN Electronic Journal · 2013
The Long-Run Relationship Between House Prices and RentsJoshua Gallin · 2008
The Long-Run Relationship between House Prices and RentsGallin, Joshua · SSRN Electronic Journal · 2004
A Theory of Sticky Rents: Search and Bargaining with Incomplete InformationVerbrugge, Randal; Gallin, Joshua · SSRN Electronic Journal · 2017
A Theory of Sticky Rents: Search and Bargaining with Incomplete InformationGallin, Joshua; Verbrugge, Randal J. · Journal of Economic Theory · 2019
What moves housing markets: A variance decomposition of the rent–price ratioSean D. Campbell; Morris A. Davis; Joshua Gallin; Robert F. Martin · 2009
The Long-Run Relationship between House Prices and Income: Evidence from Local Housing MarketsGallin, Joshua · SSRN Electronic Journal · 2003