An application of the Fama–French three-factor model to lodging REITs: A 20-year analysis

This study applied the Fama–French three-factor model to model the returns of 33 US publicly traded lodging real estate investment trusts over a 20-year period. Results indicated that lodging real estate investment trusts that were significantly correlated with all the three factors had the greatest...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Tourism and hospitality research 2020-01, Vol.20 (1), p.31-40
1. Verfasser:	Jackson, Leonard A
Format:	Artikel
Sprache:	eng
Schlagworte:	Investment trusts Investments Real estate REITs Trusts
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!