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A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics

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Figure

Table 1: Individual REITS
Table 2: Summary cross-sectional statistics for individual REITs
Table 3.  Descriptive Return Statistics for REIT Indexes and S&P/Case-Shiller® Indexes
Table 4.  Principal Components Analysis of Real Estate Returns.
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