Fama-french-carhart factor-based premiums in the us reit market: a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to

HIGHLIGHTS

• who: Mohammad Sharik Essa and Evangelos Giouvris from the School of Business and Management, Royal Holloway, University of London, Egham , EX, UK have published the paper: Fama-French-Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to, in the Journal: (JOURNAL)
• what: Using daily data from 2001 to 2020 the authors examine the presence magnitude and significance of these premiums along with assessing if these premiums are associated with higher risk. The authors report the main summary statistics in . . .
  

   

  

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