An Empirical Explanation of Smooth Fund Returns
LIST OF ABBREVIATIONS
ANOVA Analysis of Variance BVI Bundesverband Investment und Asset Management e.V. CREF Commingled Real Estate Fund DCF Discounted Cash Flow DIX Deutscher Immobilien Index [German property index] ERES European Real Estate Society EURIBOR European InterBank Offered Rate FV Fund Volume GAV Gross Asset Value GOEF German Open-end Real Estate Fund HHI Herfindahl-Hirschman Index INREV European Association for Investors in Non-listed Real Estate Funds IPD Investment Property Databank IPG GmbH Investment Property Databank GmbH N Number of Observations NA Not Available NAV Net Asset Value NCREIF National Council of Real Estate Investment Fiduciaries NPI NCREIF Property Index OFIX-ALL Offene Fonds Immobilien Index [Open-end property fund in- dex] OFIX-10 Offene Fonds Immobilien Index [Open-end property fund in- dex] with only those GOEFs that have at least ten years of re- turn history OLS Ordinary Least Squares REIT Real Estate Investment Trust REXP Deutscher Rentenindex [German governmental bond index] SW Shapiro-Wilk WC Wilcoxon WertV Wertermittlungsverordnung [Appraisal act]
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