Commonalities in Private Commercial Real Estate Market Liquidity and Price Index Returns
Abstract We examine co-movements in private commercial real estate index returns and market liquidity in the US (apartment, office, retail) and for eighteen global cities, using data from Real Capital Analytics over the period 2005-2018. Our measure of market liquidity is based on the difference bet...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer US,
2021-11-01T14:34:05Z.
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| Subjects: | |
| Online Access: | Get fulltext |