Risk and Return on Real Estate: Evidence from Equity REITs
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We analyze monthly returns on an equally-weighted index of 18 to 23 equity (real property) real estate investment trusts (REITs) that were traded on major stock exchanges over the 1973-87 period. We employ a multifactor Arbitrage Pricing Model using prespecified macroeconomic factors. We also test
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美国国家经济研究局创建时间：
1990-03-01
