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dc.contributor.authorSong, Jeongseop
dc.contributor.authorLiow, Kim Hiang
dc.date.accessioned2022-07-27T08:50:03Z
dc.date.available2022-07-27T08:50:03Z
dc.date.issued2022-07-26
dc.identifier.citationSong , J & Liow , K H 2022 , ' Industrial tail exposure risk and asset price: Evidence from US REITs ' , Real Estate Economics . https://doi.org/10.1111/1540-6229.12402en
dc.identifier.issn1080-8620
dc.identifier.otherPURE: 218384612
dc.identifier.otherPURE UUID: 06a0f655-b8b0-4975-8543-9fa5907b976e
dc.identifier.otherRIS: urn:2CBD9AA528D6FB1A63D900F13ADFD9D4
dc.identifier.otherORCID: /0000-0002-5312-9321/work/118192556
dc.identifier.urihttps://hdl.handle.net/2164/18935
dc.descriptionACKNOWLEDGMENTS We thank Lu Han (the editor) and an anonymous referee for constructive comments and suggestions. We also acknowledge helpful comments from Kian Guan Lim, Cristian Badarinza, Graeme Newell, Tien Foo Sing, and seminar participants at the National University of Singaporeen
dc.language.isoeng
dc.relation.ispartofReal Estate Economicsen
dc.rights© 2022 The Authors. Real Estate Economics published by Wiley Periodicals LLC on behalf of American Real Estate and Urban Economics Association. This is an open access article under the terms of the Creative Commons Attribution-NonCommercial-NoDerivs License, which permits use and distribution in any medium, provided the original work is properly cited, the use is non-commercial and no modifications or adaptations are made.en
dc.subjectSDG 15 - Life on Landen
dc.subjectasset priceen
dc.subjectcross-section of returnsen
dc.subjectreal estate investment trusts (REITs)en
dc.subjectrisk aversionen
dc.subjecttail dependenceen
dc.subjecttail risken
dc.subjectHD Industries. Land use. Laboren
dc.subject.lccHDen
dc.titleIndustrial tail exposure risk and asset price: Evidence from US REITsen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Real Estateen
dc.description.statusPeer revieweden
dc.description.versionPublisher PDFen
dc.identifier.doihttps://doi.org/10.1111/1540-6229.12402


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