Industrial tail exposure risk and asset price : Evidence from US REITs

Song, Jeongseop; Liow, Kim Hiang

Industrial tail exposure risk and asset price : Evidence from US REITs

dc.contributor.author	Song, Jeongseop
dc.contributor.author	Liow, Kim Hiang
dc.contributor.institution	University of Aberdeen.Real Estate	en
dc.date.accessioned	2022-07-27T08:50:03Z
dc.date.available	2022-07-27T08:50:03Z
dc.date.issued	2023-09-01
dc.description	ACKNOWLEDGMENTS 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 Singapore	en
dc.description.status	Peer reviewed	en
dc.format.extent	37
dc.format.extent	737679
dc.identifier	218384612
dc.identifier	06a0f655-b8b0-4975-8543-9fa5907b976e
dc.identifier	85134781635
dc.identifier	000830078300001
dc.identifier.citation	Song, J & Liow, K H 2023, 'Industrial tail exposure risk and asset price : Evidence from US REITs', Real Estate Economics, vol. 51, no. 5, pp. 1209-1245. https://doi.org/10.1111/1540-6229.12402	en
dc.identifier.doi	10.1111/1540-6229.12402
dc.identifier.iss	5	en
dc.identifier.issn	1080-8620
dc.identifier.other	RIS: urn:2CBD9AA528D6FB1A63D900F13ADFD9D4
dc.identifier.other	ORCID: /0000-0002-5312-9321/work/118192556
dc.identifier.uri	https://hdl.handle.net/2164/18935
dc.identifier.vol	51	en
dc.language.iso	eng
dc.relation.ispartof	Real Estate Economics	en
dc.subject	SDG 15 - Life on Land	en
dc.subject	asset price	en
dc.subject	cross-section of returns	en
dc.subject	real estate investment trusts (REITs)	en
dc.subject	risk aversion	en
dc.subject	tail dependence	en
dc.subject	tail risk	en
dc.subject	HD Industries. Land use. Labor	en
dc.subject.lcc	HD	en
dc.title	Industrial tail exposure risk and asset price : Evidence from US REITs	en
dc.type	Journal article	en

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