Showing 1 - 7 of 7
Persistent link: https://www.econbiz.de/10011474985
Persistent link: https://www.econbiz.de/10011616650
This study examines the information diffusion process in the U.S. Real Estate Investment Trust (REIT) market with a focus on the impacts of changing market environments, information supply, and information demand on the lead-lag effect. The results suggest that a significant lead-lag...
Persistent link: https://www.econbiz.de/10013016488
Persistent link: https://www.econbiz.de/10015206499
Persistent link: https://www.econbiz.de/10003993559
Persistent link: https://www.econbiz.de/10009316282
We examine the performance of pairs trading in the U.S. REIT market compared with that in the U.S. general stock market over the period 1987 to 2008. The results suggest that the REIT market provided superior profit opportunities for this strategy over common stocks after accounting for the...
Persistent link: https://www.econbiz.de/10013133010