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The Revival of Business Groups’ Risk Sharing: Evidence from Japanese Real Estate Investment Trust Market
We examine the business groups’ risk-sharing hypothesis in the Japanese Real Estate Investment Trust (REIT) market in which the unique external...
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Geographically Overlap** Real Estate Assets, Liquidity Spillovers, and Liquidity Multiplier Effects
When liquidity providers for one asset obtain information from other asset prices, this may magnify the (upward or downward) comovement of asset...
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How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?
This paper documents that funds with greater non-core allocations have higher market risk exposure, β , but lower returns. Additionally, it documents...
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Cognitive Biases in Second-Hand and Pre-sale Real Estate Prices in Nan**g
The real estate market has achieved rapid growth during the past few years due to urbanization, rising incomes, and some government policies aimed at...
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Financialization of Real Estate Markets as a Macroeconomic Trend of the Digital Economy
Abstract—The changes in the world economy since the early 1990s, such as the globalization of financial and commodity markets, deregulation of the...
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Green finance, energy transition, and natural resources of real estate sector: driving eco-sustainability and sustainable economic growth
The paper examines the relationship between natural resource growth, green economy growth, and energy intensity levels in achieving environmentally...
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The connectedness between Hong Kong and China real estate markets: spillover effect and information transmission
Frequently migration between Hong Kong (HK) and China can cause the real estate price standards of HK’s and China’s first-tier cities to resemble one...
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Might expert knowledge improve econometric real estate mass appraisal?
The article examines whether expert knowledge improves the estimation results of real estate mass appraisal models. Six econometric models were...
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Forecasting commercial real estate indicators under COVID-19 by adopting human activity using social big data
Dependence of the real estate sector on human activity has been unveiled during the COVID-19 pandemic. In addition, it is assumed that trends emitted...
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Market Values and Socioeconomic Mixité in Palermo. The Role of Migrants in the Commercial Real Estate Market
Socioeconomic and functional mixité has been an objective placed at the basis of urban development to guide the transformation processes of urban...
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Economies of Scale in the Real Estate Mutual Fund Industry
This paper investigates the role of scale in Real Estate Mutual Fund (REMF) performance. We test the impact of both fund-level and industry-level...
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Sectoral reallocations, real estate shocks, and productivity divergence in Europe
This paper investigates the role of sectoral reallocations in the divergence of productivity in Europe, based on a database for 33 sectors and 14...
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Real Estate Management in China
This book reflects the great changes in terms of real estate sales, purchases, finance and policies from planned economy to market economy in China....
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Fractional Integration and Volatility Transmission Between Real Estate and Stock Markets: Novel Evidence from a FIGARCH-BEKK Approach
This paper examines the non-linear integration between the real estate and stock market for a series of developed markets namely UK, Germany,...
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Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets
In this paper, we address the question of whether long memory, asymmetry, and fat-tails in global real estate markets volatility matter when...
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Real Estate Fund Management
Real estate developers must invest a considerable amount of their own funds in any real estate development project, which is one of the basic...
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The effect of real estate purchase subsidies on property prices
This paper assesses to which degree housing purchase subsidies are capitalized into property prices. Using a large-scale micro-dataset on German...
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Preferences of Institutional Investors in Commercial Real Estate
In this paper we analyze market segmentation by firm size in the commercial real estate transaction process. Using novel micro-level data, we look at...
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Real Estate Market and Migrants’ Flows to Small Towns: Empirical Evidence from Sales and Rent Prices Analysis
The last twenty years’ increasing international migration flows are changing demographic, economic and spatial equilibrium of both urban and...
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2018 Real Estate Finance & Investment Symposium
In October 2018, the Real Estate Finance & Investment Symposium, sponsored and organized by the University of Cambridge, the University of Florida,...