DocumentCode
3466465
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
fYear
2008
fDate
12-14 Oct. 2008
Firstpage
1
Lastpage
4
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/WiCom.2008.2274
Filename
4680463
Link To Document