The day-of-the-week effect is weak : evidence from the European real estate sector
Georgios Bampinas, Stilianos Fountas, Theodore Panagiotidis
| Year of publication: |
July 2016
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|---|---|
| Authors: | Bampinas, Georgios ; Fountas, Stilianos ; Panagiōtidēs, Theodōros |
| Published in: |
Journal of economics and finance. - New York, NY : Springer, ISSN 1055-0925, ZDB-ID 1163091-7. - Vol. 40.2016, 3, p. 549-567
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| Subject: | Day-of-the-week effect | Real estate indices | Rolling regressions | GARCH | Data mining | Kalendereffekt | Calendar effect | Immobilienwirtschaft | Real estate industry | Börsenkurs | Share price | EU-Staaten | EU countries | Data Mining | Kapitaleinkommen | Capital income | Immobilienmarkt | Real estate market | Regressionsanalyse | Regression analysis | Immobilien | Real estate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-015-9325-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011659032