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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/24022| 標題: | 流動性風險與REIT預期報酬 Liquidity Risks and Expected REIT Return |
| 作者: | Yu-Jen Chou 周育任 |
| 指導教授: | 許耀文 |
| 關鍵字: | 流動性風險,預期報酬, Liquidity Risk,Expected Return, |
| 出版年 : | 2006 |
| 學位: | 碩士 |
| 摘要: | Liquidity measures, such as bid-ask spread, have always influenced the required return of a security significantly. Since the investment objective of REIT is mostly related to real estates, the REITs market, in particular, stresses the importance of asset liquidity even more. This study tries to investigate whether liquidity factor is an important variable when pricing the REIT stocks. The research result should hopefully serve to improve the understanding of REIT market and encourage its future development. |
| URI: | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/24022 |
| 全文授權: | 未授權 |
| 顯示於系所單位： | 國際企業學系 |
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| 檔案 | 大小 | 格式 | |
|---|---|---|---|
| ntu-95-1.pdf 未授權公開取用 | 273.62 kB | Adobe PDF |
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