Browsing College of Business and Law by Subject "Risk factors"

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Housing risk and return : evidence from a housing asset-pricing model

Case, Karl E. ; Cotter, John ; Gabriel, Stuart A. (2010-01)

This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) in studies of boom and ...
Housing risk and return : evidence from a housing asset-pricing model

Case, Karl E. ; Cotter, John ; Gabriel, Stuart A. (University College Dublin. School of Business. Centre for Financial Markets, 2010-05-24)

This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) in studies of boom and ...
Housing risk and return : evidence from a housing asset-pricing model

Case, Karl E. ; Cotter, John ; Gabriel, Stuart A. (2009-11)

This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) in studies of boom ...