dc.contributor.author | Song, Jeongseop | |
dc.contributor.author | Liow, Kim Hiang | |
dc.date.accessioned | 2022-07-27T08:50:03Z | |
dc.date.available | 2022-07-27T08:50:03Z | |
dc.date.issued | 2023-09-01 | |
dc.identifier | 218384612 | |
dc.identifier | 06a0f655-b8b0-4975-8543-9fa5907b976e | |
dc.identifier | 85134781635 | |
dc.identifier | 000830078300001 | |
dc.identifier.citation | Song , J & Liow , K H 2023 , ' Industrial tail exposure risk and asset price : Evidence from US REITs ' , Real Estate Economics , vol. 51 , no. 5 , pp. 1209-1245 . https://doi.org/10.1111/1540-6229.12402 | en |
dc.identifier.issn | 1080-8620 | |
dc.identifier.other | RIS: urn:2CBD9AA528D6FB1A63D900F13ADFD9D4 | |
dc.identifier.other | ORCID: /0000-0002-5312-9321/work/118192556 | |
dc.identifier.uri | https://hdl.handle.net/2164/18935 | |
dc.description | ACKNOWLEDGMENTS We thank Lu Han (the editor) and an anonymous referee for constructive comments and suggestions. We also acknowledge helpful comments from Kian Guan Lim, Cristian Badarinza, Graeme Newell, Tien Foo Sing, and seminar participants at the National University of Singapore | en |
dc.format.extent | 37 | |
dc.format.extent | 737679 | |
dc.language.iso | eng | |
dc.relation.ispartof | Real Estate Economics | en |
dc.subject | SDG 15 - Life on Land | en |
dc.subject | asset price | en |
dc.subject | cross-section of returns | en |
dc.subject | real estate investment trusts (REITs) | en |
dc.subject | risk aversion | en |
dc.subject | tail dependence | en |
dc.subject | tail risk | en |
dc.subject | HD Industries. Land use. Labor | en |
dc.subject.lcc | HD | en |
dc.title | Industrial tail exposure risk and asset price : Evidence from US REITs | en |
dc.type | Journal article | en |
dc.contributor.institution | University of Aberdeen.Real Estate | en |
dc.description.status | Peer reviewed | en |
dc.identifier.doi | 10.1111/1540-6229.12402 | |