What is the effect of VIX and (un)expected Illiquidity on Sectoral Herding in US REITs during (Non)crises? : evidence from a Markov Switching Model (2014-2022)
Mohammad Sharik Essa and Evangelos Giouvris
| Year of publication: |
2025
|
|---|---|
| Authors: | Essa, Mohammad Sharik ; Giouvris, Evangelos |
| Subject: | Covid | crises | herding | (un)expected liquidity | VIXUS Real Estate Investment Trusts | Immobilienfonds | Real estate fund | Herdenverhalten | Herding | USA | United States | Finanzkrise | Financial crisis | Liquidität | Liquidity | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Coronavirus | Kapitaleinkommen | Capital income | Wirkungsanalyse | Impact assessment | Markov-Kette | Markov chain | Anlageverhalten | Behavioural finance |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2023.2249155 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357760