No.70, Lianhai Rd., Gushan District,
National Sun Yat-Sen University
The Smart Money Effect, Behavioral Theory, Carhart Four-Factor Alpha, Market States
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: jori.pdf
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Mortgage insurance contract, Asymmetric double exponential jump diffusion process, Default risk
Real estate investment trust (REIT), Cash holdings, Agency problem, Stock returns
Real estate investment trust (REIT), Monetary policy, Quantile regression, Macroeconomic factors
This page was processed by aws-apollo4 in 0.252 seconds