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Tag: predictability
4 items with this tag.
Apr 13, 2026
Real estate returns show short-run momentum and long-run reversal
real-estate
predictability
momentum
mean-reversion
market-efficiency
Apr 13, 2026
Expected Returns and Expected Growth in Rents of Commercial Real Estate
commercial-real-estate
cap-rates
predictability
expected-returns
rent-growth
present-value
Campbell-Shiller
Apr 13, 2026
alberto-plazzi
real-estate
financial-economics
asset-pricing
predictability
REIT
Apr 13, 2026
rossen-valkanov
financial-econometrics
real-estate
MIDAS
mixed-frequency
predictability