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Asset pricing, spatial linkages and contagion in real estate stocks
Author(s):
Stanimira Milcheva
1
,
Bing Zhu
2
Publication date
Created:
November 28 2018
Publication date
(Electronic):
October 17 2018
Journal:
Journal of Property Research
Publisher:
Informa UK Limited
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Introduction to Spatial Econometrics
James LeSage
,
Robert Kelley Pace
(2009)
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No Contagion, Only Interdependence: Measuring Stock Market Comovements
Kristin Forbes
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Roberto Rigobon
(2002)
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A Test of the Efficiency of a Given Portfolio
Jay Shanken
,
Stephen A. Ross
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Michael Gibbons
(1989)
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Author and article information
Contributors
Stanimira Milcheva:
(View ORCID Profile)
Bing Zhu:
(View ORCID Profile)
Journal
Title:
Journal of Property Research
Abbreviated Title:
Journal of Property Research
Publisher:
Informa UK Limited
ISSN (Print):
0959-9916
ISSN (Electronic):
1466-4453
Publication date Created:
November 28 2018
Publication date Created:
October 02 2018
Publication date (Electronic):
October 17 2018
Publication date (Print):
October 02 2018
Volume
: 35
Issue
: 4
Pages
: 271-295
Affiliations
[
1
]
Bartlett School of Construction and Project Management, University College London, Bartlett CPM, London, UK
[
2
]
Department of Real Estate and Planning, University of Reading, Reading, UK
Article
DOI:
10.1080/09599916.2018.1485725
SO-VID:
09b32e51-6db0-4207-9e9a-06714367a2be
Copyright ©
© 2018
History
Data availability:
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