아파트 전세가격지수의 체계적 위험 - 초과수익률에 관한 연구

• 영문명: Systematic Risk-Excess Rate of Return using Jeonse Transaction Price Index in Apartment - Focused on Jeonse Transaction Price Index and Jeonse Actual Transaction Price Index
• 발행기관: 한국부동산정책학회
• 저자명: 이경근(Lee, Kyeongkeun) 전재범(Jun, Jaebum)
• 간행물 정보: 『부동산정책연구』제22집 제1호, 83~111쪽, 전체 29쪽
• 주제분류: 사회과학 > 정책학
• 파일형태: PDF
• 발행일자: 2021.06.20

영문 초록

In Korea, although APT Jeonse was widely used in the residential and non-residential sectors based on APT Jeonse prices, social consensus on the exponential trend of the APT price index is needed. therefore in this study, APT Jeonse price Index and the APT Jeonse actual transaction price index of THE KOREA REAL ESTATE BOARD were applied to CAPM for checking the market efficiency, systematic risk-excess rate of return relationship, and characteristic of APT Jeonse price index. As a result, First, both the APT Jeonse price index and the APT Jeonse actual transaction price index represented market efficiency but denied the applicability of CAPM, Second, return, excess rate of return, and systematic risk-excess rate of return of the APT Jeonse actual transaction price index were higher than that of the APT Jeonse price Index, Third, return, excess rate of return, and systematic risk-excess rate of return were different by the region, and Fourth, return, excess rate of return, and systematic risk-excess ate of return were separated by the region.

목차

Ⅰ. 서론

Ⅱ. 전세가격지수 및 전세 실거래가격지수 고찰

Ⅲ. 선행연구

Ⅳ. 이론적 고찰

Ⅴ. 연구설계

Ⅵ. 실증분석

Ⅶ. 결론 및 시사점

참고문헌

키워드

Jeonse Transaction Price Index Jeonse Actual Transaction Price Index Systematic Risk Excess Rate of Return Capital Asset Pricing Model