We estimate total returns to rental housing by studying over 170,000 hand-collected archival
observations of prices and rents for individual houses in Paris (1809–1943) and Amsterdam …

Real and private-value assets—defined here as the sum of real estate, infrastructure,
collectibles, and noncorporate business equity—compose an investment class worth an …

We examine the cross-market impact of US stock market sentiment on US housing prices
from January 1991 to December 2014. We find that median housing price returns are …

This study examines how housing sector volatilities affect real estate investment trust (REIT)
equity return in the United States. I argue that unexpected changes in housing variables can …

We investigate the use of a P-spline generalized additive hedonic model (GAM) for real
estate prices in large US cities, contrasting their predictive efficiency against commonly used …

We build a granular dataset of residential property yields using rental and sale listings from
a major German real estate platform. Equipped with more than 1.5 million property-level rent …

Underlying idiosyncratic and illiquidity risks are suppressed in infrequently reported indexes
of house prices and rents. Idiosyncratic risks result from bid–ask spreads for prices and …

This paper investigates how real estate wealth affects the household's attitude toward risk,
and derives the closed-form expressions for risk aversion with generalized recursive …

The consumption-based capital asset pricing model (CCAPM) is an attractive research field
in finance, and extant studies have examined the impacts of different factors towards …

We consider the use of P-spline generalized additive hedonic models for real estate prices
in large US cities, contrasting their predictive efficiency against linear and polynomial based …