Are markets adaptive? : evidence of predictability and market efficiency of lodging/resort REITs
Fahad Almudhaf, Ramya Rajajagadeesan Aroul, J. Andrew Hansz
| Year of publication: |
2020
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|---|---|
| Authors: | Almudhaf, Fahad ; Aroul, Ramya Rajajagadeesan ; Hansz, J. Andrew |
| Published in: |
International journal of strategic property management. - Vilnius : Vilnius Gediminas Technical University, ISSN 1648-9179, ZDB-ID 2208547-6. - Vol. 24.2020, 2, p. 130-139
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| Subject: | lodging REIT | Adaptive Markets Hypothesis | market efficiency | return predictability | nonlinear tests | technical trading | Effizienzmarkthypothese | Efficient market hypothesis | Immobilienfonds | Real estate fund | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3846/ijspm.2020.11547 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013414840