Table of contents
Underpricing of European property companies and the IPO cycle: a note
Theo Freybote, Nico Rottke, Dirk SchiereckThe purpose of this paper is to provide evidence for the ongoing significant underpricing of European property IPOs.
1634
CAPM‐based capital budgeting and nonadditivity
Carlo Alberto MagniIn investment decision making, the net present value (NPV) rule is often used alongside the well‐known capital asset pricing model (CAPM). In particular, the use of disequilibrium…
4006
The specific risk of the UK real estate securities market
Vladimir Kovac, Stephen LeeEvaluation of risk/return relationship in public real estate market in the UK is vital for investors. In particular sector risk is being assessed, which is increasingly important…
1872
Extreme returns and value at risk in international securitized real estate markets
Kim Hiang LiowThe purpose of this paper is to investigate and compare the extreme behavior of securitized real estate and stock market returns as well as their value‐at‐risk (VaR) dynamics in…
2269
ISSN:
1463-578XRenamed from:
Journal of Property Valuation and InvestmentOnline date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Nick French