Chia-Wu Lu

Providence University (Taiwan)

200 Chung Chi Rd.

Taichung , 43301

Taiwan

  • Providence University (Taiwan)

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Internal Liquidity Risk in REIT Excess Returns

22nd Australasian Finance and Banking Conference 2009
Number of pages: 32 Posted: 19 Aug 2009 Last Revised: 17 Nov 2009
Tsung-Kang Chen, Hsien-Hsing Liao, Ahyee Lee and Chia-Wu Lu
National Chiao Tung University, National Taiwan University, Fu-Jen Catholic University and Providence University (Taiwan)
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Abstract:

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Internal Liquidity risk, REIT excess returns, Internal Liquidity State Variable