No.70, Lianhai Rd., Gushan District,
National Sun Yat-Sen University
The Smart Money Effect, Behavioral Theory, Carhart Four-Factor Alpha, Market States
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
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