Changes in sentiment on REIT industry excess returns and volatility
Daniel Huerta-Sanchez, Diego Escobari
| Year of publication: |
August 2018
|
|---|---|
| Authors: | Huerta-Sanchez, Daniel ; Escobari, Diego |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 32.2018, 3, p. 239-274
|
| Subject: | REITs | Investor sentiment | Noise traders | Volatility | GARCH-M | Volatilität | Immobilienfonds | Real estate fund | Anlageverhalten | Behavioural finance | Noise Trading | Noise trading | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-018-0312-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011951954