New tests of calendar effects on equity and securitized real estate markets
Year of publication: |
2018
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Authors: | Hui, Eddie Chi Man ; Chan, Ka Kwan Kevin |
Published in: |
International journal of strategic property management. - Vilnius : Univ., ISSN 1648-715X, ZDB-ID 2221300-4. - Vol. 22.2018, 4, p. 314-336
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Subject: | calendar effect | Shiryaev-Zhou index | moving-window size | trading strategy | smoothing effect | Kalendereffekt | Calendar effect | Immobilienfonds | Real estate fund | Schätzung | Estimation | Verbriefung | Securitization | Immobilienmarkt | Real estate market | Kapitaleinkommen | Capital income |
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