Letdin, Seagraves, and Sirmans advanced our understanding of REIT asset pricing by developing and rigorously testing six REIT-specific return factors—size, value, momentum, earnings quality, low volatility, and short-term reversal—using decades of data. Unlocking REIT Returns: Real Estate Investment Factors was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.
