Eres : Digital Library : Works

Paper eres2000_050:
IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET?

id eres2000_050
authors Liow, Kim Hiang
year 2000
title IS CORPORATE REAL ESTATE PRICED IN THE STOCK MARKET?
source 7th European Real Estate Society Conference (14-16 June 2000) Bordeaux, France
summary Property is a significant asset in the balance sheets of some Singapore industrial /commerce firms and hotel corporations. In this research, we take on the task to examine the relationship between real estate and stock market valuation of these business firms from an asset pricing perspective. Specifically, the real estate sensitivity of ""property-intensive"" non-real estate stocks is investigated in a three-index (market, sector and property) APT stock return model and further recast as a multivariate nonlinear regression model with across-equation restrictions.
series ERES:conference
email bemlkh@nus.edu.sg
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ratings
session B4 _ Corporate Real Estate
last changed 2009/08/07 17:25
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