Journal of Property Investment & Finance: Volume 26 Issue 5

Subject:

Table of contents

Underpricing of European property companies and the IPO cycle: a note

Theo Freybote, Nico Rottke, Dirk Schiereck

The purpose of this paper is to provide evidence for the ongoing significant underpricing of European property IPOs.

1640

CAPM‐based capital budgeting and nonadditivity

Carlo Alberto Magni

In 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…

4010

The specific risk of the UK real estate securities market

Vladimir Kovac, Stephen Lee

Evaluation 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…

1888

Extreme returns and value at risk in international securitized real estate markets

Kim Hiang Liow

The 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…

2275
Cover of Journal of Property Investment & Finance

ISSN:

1463-578X

Online date, start – end:

1999

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Editor:

  • Nick French