Evaluating the investment attributes and performance of property companies
Stevenson, S.
Evaluating the investment attributes and performance of property companies - 2001 - Journal of Property Investment and Finance 19(3) 2001, 251-266(16) .
Compares the results obtained when the style analysis technique is applied to a data set adjusted for leverage and general stock market sentiment to assess the investment performance of UK property companies with those obtained using an unadjusted data set. Concludes that there is a high consistency in the rankings obtained but that few of the statistics are significant at conventional levels. Tables, references.
INVESTMENT PERFORMANCE
PROPERTY COMPANIES
PROPERTY INVESTMENT
PROPERTY PERFORMANCE
PROPERTY PERFORMANCE MEASUREMENT
PERFORMANCE ANALYSIS
PERFORMANCE MEASUREMENT
STYLE ANALYSIS
STATISTICAL ANALYSIS
Evaluating the investment attributes and performance of property companies - 2001 - Journal of Property Investment and Finance 19(3) 2001, 251-266(16) .
Compares the results obtained when the style analysis technique is applied to a data set adjusted for leverage and general stock market sentiment to assess the investment performance of UK property companies with those obtained using an unadjusted data set. Concludes that there is a high consistency in the rankings obtained but that few of the statistics are significant at conventional levels. Tables, references.
INVESTMENT PERFORMANCE
PROPERTY COMPANIES
PROPERTY INVESTMENT
PROPERTY PERFORMANCE
PROPERTY PERFORMANCE MEASUREMENT
PERFORMANCE ANALYSIS
PERFORMANCE MEASUREMENT
STYLE ANALYSIS
STATISTICAL ANALYSIS