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Liquidity commonality in the London Stock Exchange
Galariotis, Emilios C.; Giouvris, Evangelos - In: Journal of business finance & accounting : JBFA 34 (2007) 1/2, pp. 374-388
Persistent link: https://www.econbiz.de/10003432236
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Fama–French–Carhart Factor-Based Premiums in the US REIT Market : A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - 2023
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
Persistent link: https://www.econbiz.de/10014254802
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Fama-French-Carhart Factor-Based Premiums in the US REIT market : a risk based explanation, and the impact of financial distress and liquidity crisis from 2001 to 2020
Essa, Mohammad Sharik; Giouvris, Evangelos - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-39
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 2020, we examine the presence, magnitude and...
Persistent link: https://www.econbiz.de/10013545890