- Asness, C., R. Krail, and J. Liew. Do Hedge Funds Hedge? Journal of Portfolio Management, 2001, 28:1, 6-19. Do Hedge Funds Hedge? Journal of Portfolio Management 28 6 19
- Black, F., M.C. Jensen, and M. Scholes. The Capital Asset Pricing Model: Some Empirical Tests. In Studies in the Theory of Capital Markets. Praeger Publishers, 1972, 79-121. Studies in the Theory of Capital Markets 79 121
- Campbell, J.Y. and M. Yogo. Efficient Tests of Stock Return Predictability. Journal of Financial Economics, 2006, 81, 27-60. Efficient Tests of Stock Return Predictability Journal of Financial Economics 81 27 60
- Case, K.E. and R.J. Shiller. Prices of Single-family Homes since 1970: New Indexes for Four Cities. New England Economic Review, 1987, September/October, 45-56. Prices of Single-family Homes since 1970: New Indexes for Four Cities New England Economic Review 45 56
- ——. The Efficiency of the Market for Single-family Homes. American Economic Review, 1989, 71:1, 125-37. The Efficiency of the Market for Single-family Homes American Economic Review 71 125 37
- ——. Forecasting Prices and Excess Returns in the Housing Market. Real Estate Economics, 1990, 18:3, 253-73. Forecasting Prices and Excess Returns in the Housing Market Real Estate Economics 18 253 73
- ——. Is There a Bubble in the Housing Market? Brookings Papers on Economic Activity, 2003, 34:2, 299-362. Is There a Bubble in the Housing Market? Brookings Papers on Economic Activity 34 299 362
- Dimson, E. Risk Measurement when Shares are Subject to Infrequent Trading. Journal of Financial Economics, 1979, 7, 197-206. Measurement when Shares are Subject to Infrequent Trading Journal of Financial Economics 7 197 206
- Fama, E.F. and K.R. French. The Cross-Section of Expected Stock Returns. The Journal of Finance, 1992, 47:2, 427-65. The Cross-Section of Expected Stock Returns The Journal of Finance 47 427 65
- ——. Common Risk Factors in the Returns on Stocks and Bonds. Journal of Financial Economics, 1993, 33:1, 3-56. Common Risk Factors in the Returns on Stocks and Bonds Journal of Financial Economics 33 3 56
- Glaeser, E.L. and J. Gyourko. Housing Dynamics. NBER Working Paper #12787, 2006.
- Merton, R.C. A Simple Model of Capital Market Equilibrium with Incomplete Information. Journal of Finance, 1987, 42:3, 483-510. A Simple Model of Capital Market Equilibrium with Incomplete Information Journal of Finance 42 483 510
- Rahmann, F.H. Inefficiencies in the International Housing Market. Graduate thesis, Simon Fraser University, 2004.
- Ross, S.A. Arbitrage Theory of Capital Asset Pricing. Journal of Economic Theory, 1976, 13:3, 341-60. Arbitrage Theory of Capital Asset Pricing Journal of Economic Theory 13 341 60
- Scholes, M. and J. Williams. Estimating Betas from Nonsynchronous Data. Journal of Financial Economics, 1977, 5:3, 309-27. Estimating Betas from Nonsynchronous Data Journal of Financial Economics 5 309 27
- Sharpe, W.F. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance, 1964, 19:3, 425-42. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk Journal of Finance 19 425 42
- Smith, M.H. and G. Smith. Bubble, Bubble, Where's the Housing Bubble? Brookings Papers on Economic Activity, 2006, 37:1, 1-67. Bubble, Bubble, Where's the Housing Bubble? Brookings Papers on Economic Activity 37 1 67
Understanding Systematic Risk in Real Estate Markets
Reprints and Corporate Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
To request a reprint or corporate permissions for this article, please click on the relevant link below:
Academic Permissions
Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?
Obtain permissions instantly via Rightslink by clicking on the button below:
If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.
Related research
People also read lists articles that other readers of this article have read.
Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.
Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.