摘要 : We test the performance and interaction between earnings and price momentum for European real estate companies by first making use of decile portfolios sorted on the previous 3- to 12-month returns, standardized unexpected earning... 展开
作者 | Bron~ Jochem J. Ghosh~ Chinmoy Petrova~ Milena T. |
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作者单位 | |
期刊名称 | 《The Journal of real estate finance and economics》 |
页码/总页数 | 400-430 / 31 |
语种 | 英语 |
关键词 | Earnings momentum Price momentum REITs Asset pricing European real estate Idiosyncratic risk |
DOI | 10.1007/s11146-017-9633-0 |
馆藏号 | F-329 |