Information spillover across international real estate investment trusts : evidence from an entropy-based network analysis
Year of publication: |
2018
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Authors: | Ji, Qiang ; Marfatia, Hardik ; Gupta, Rangan |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 46.2018, p. 103-113
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Subject: | Information spillover | Market integration | REIT | Transfer entropy | Immobilienfonds | Real estate fund | Spillover-Effekt | Spillover effect | Informationsverbreitung | Information dissemination | Entropie | Entropy | Marktintegration |
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