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
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| Authors: | Essa, Mohammad Sharik ; Giouvris, Evangelos |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 26.2025, 1, p. 95-117
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| 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 |
| 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