Anomalies in the European REITs Market

Evidence from Calendar Effects

AvG. Mattarocci

Häftad, Engelska, 2014

Del i serien Palgrave Macmillan Studies in Banking and Financial Institutions

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Beskrivning

This book analyses calendar anomalies in the real estate industry with a focus on the European market. It considers annual, monthly and weekly calendar anomalies looking at a representative sample of European REITs and highlights the main differences amongst the countries.

Produktinformation

Utgivningsdatum:2014-01-01
Mått:140 x 216 x 11 mm
Vikt:249 g
Format:Häftad
Språk:Engelska
Serie:Palgrave Macmillan Studies in Banking and Financial Institutions
Antal sidor:196
Upplaga:2014
Förlag:Palgrave Macmillan
ISBN:9781349482818

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap
Projektledning inom Ekonomi och Ledarskap

Mer om författaren

Gianluca Mattarocci is a Lecturer in Financial Markets and Institutions in the Department of Economics and Finance at the University of Rome Tor Vergata, Italy. He holds a Masters in Asset Management and a PhD in Banking and Finance from the University of Rome Tor Vergata. He teaches corporate finance at the University of Rome Tor Vergata and LUISS Guido Carli and he is faculty member of the PhD in Management at the University of Rome Tor Vergata. His main research topics are credit risk management and real estate finance.

Innehållsförteckning

Introduction 1. Real Estate Investment Trusts 2. The European REIT Industry 3. The Day of the Week Effect 4. The Role of Week-End Effect in European REITs 5. Monthly Calendar Anomalies 6. The Impact of the Turn of the Month on European REIT Markets 7. Time of the Month Effect for European REIT Investors 8. Holiday Effect and REITs in Europe 9. Friday 13th or 17th Effect for European REIT Investors 10. Yearly Calendar Anomalies 11. The January in European REITs 12. Is There a Halloween Effect in the European REITs Market? Conclusion