Article ID Journal Published Year Pages File Type
5083780 International Review of Economics & Finance 2012 24 Pages PDF
Abstract
► What shapes the market performance of firms in the real estate sector in Brazil? ► Economic influence of the U.S. in the Brazilian real estate sector. ► Premium is persistent, mispricing and short term arbitrage opportunities are present. ► Significant amount of conditional heteroskedasticity in the market. ► Below target firms dominate the Brazilian real estate sector.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Firm Market Performance and Volatility in a National Real Estate Sector
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