Stock-Market Risk Factors and Manager Performance.
P Mladina, S Germani - Journal of Portfolio Management, 2022 - search.ebscohost.com
There has been a proliferation of stock-market factors that have been mined from historical
data, and researchers are now using different methods to address this factor zoo. The …
data, and researchers are now using different methods to address this factor zoo. The …
The Effect of Interest Rates on REITs Valuation and Future Returns
R Anderson, E Beracha, S Propper - The Journal of Investing, 2022 - pm-research.com
This article explores the relation between interest rates, REITs valuation, and future returns.
Using a dataset on mortgage and equity REITs that spans the 1993–2019 time period, we …
Using a dataset on mortgage and equity REITs that spans the 1993–2019 time period, we …