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Anomalies in the European REITs market evidence from calendar effects /

This book analyses calendar anomalies in the real estate industry with a focus on the European market. It considers annual, monthly and weekly calendar anomalies looking at a representative sample of European REITs and highlights the main differences amongst the countries.

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Bibliographic Details
Main Authors: Mattarocci, Gianluca.
Published:
Literature type: Electronic Software eBook
Language: English
Series: Palgrave Macmillan studies in banking and financial institutions
Subjects:
Real estate investment trusts > Europe.
Property & real estate > Europe.
Investment & securities > Europe.
Finance and Accounting.
Online Access: http://www.palgraveconnect.com/doifinder/10.1057/9781137390929
Summary: This book analyses calendar anomalies in the real estate industry with a focus on the European market. It considers annual, monthly and weekly calendar anomalies looking at a representative sample of European REITs and highlights the main differences amongst the countries.
Item Description: Electronic book text.
Epublication based on: 9781137390912, 2014.
Carrier Form: 216 p. : 8 figures, 62.
ISBN: 9781137390929 :
1137390921 :
CLC: F299.712.3
Contents: Introduction 1. Real Estate Investment Trusts 2. The European REIT Industry 3. The Day of the Week Effect 4. The Role of Week-End Effect in European REITs 5. Monthly Calendar Anomalies 6. The Impact of the Turn of the Month on European REIT Markets 7. Time of the Month Effect for European REIT Investors 8. Holiday Effect and REITs in Europe 9. Friday 13th or 17th Effect for European REIT Investors 10. Yearly Calendar Anomalies 11. The January in European REITs 12. Is There a Halloween Effect in the European REITs Market? Conclusion.

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