Title :
Study of Chinese Real Estate Stock Daily Return Under Different Market Condition
Author :
Deng, Changrong ; Ma, Yongkai
Author_Institution :
Coll. of Manage., Univ. of Electron. Sci. & Technol. of China, Chengdu
Abstract :
The article studied the real estate daily risk and returns. We found the single model (CAPM) can excellently explain the real estate stock and industry daily return, The mostly betas of real estate stock and real estate industry are higher than 1 which means that the systematic risk of real estate industry is higher than the market risk, there is no significant difference of real estate daily betas between the advancing markets and declining markets.
Keywords :
real estate data processing; stock control; market risk; real estate industry daily return; real estate stock; systematic risk; Consumer electronics; Educational institutions; Investments; Portfolios; Power system management; Pricing; Risk management; Security; Stock markets; Technology management;
Conference_Titel :
Wireless Communications, Networking and Mobile Computing, 2008. WiCOM '08. 4th International Conference on
Conference_Location :
Dalian
Print_ISBN :
978-1-4244-2107-7
Electronic_ISBN :
978-1-4244-2108-4
DOI :
10.1109/WiCom.2008.2274
