Unsmoothing Commercial Property Returns: A Revision to Fisher-Geltner-Webb's Unsmoothing Methodology

Hoon Cho; Yuichiro Kawaguchi; James D. Shilling

doi:10.1023/A:1025898325952

Unsmoothing Commercial Property Returns: A Revision to Fisher-Geltner-Webb's Unsmoothing Methodology

Hoon Cho
, Yuichiro Kawaguchi
, James D. Shilling

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	393-405
Number of pages	13
Journal	Journal of Real Estate Finance and Economics
Volume	27
Issue number	3
DOIs	https://doi.org/10.1023/A:1025898325952
State	Published - Nov 2003

ASJC Scopus Subject Areas

Accounting
Finance
Economics and Econometrics
Urban Studies

Keywords

Asset pricing
Expectations
Real estate markets

Access to Document

10.1023/A:1025898325952

Cite this

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title = "Unsmoothing Commercial Property Returns: A Revision to Fisher-Geltner-Webb's Unsmoothing Methodology",

keywords = "Asset pricing, Expectations, Real estate markets",

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issn = "0895-5638",

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AU - Shilling, James D.

PY - 2003/11

Y1 - 2003/11

KW - Asset pricing

KW - Expectations

KW - Real estate markets

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VL - 27

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EP - 405

JO - Journal of Real Estate Finance and Economics

JF - Journal of Real Estate Finance and Economics

IS - 3

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Unsmoothing Commercial Property Returns: A Revision to Fisher-Geltner-Webb's Unsmoothing Methodology

ASJC Scopus Subject Areas

Keywords

Access to Document

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