Anomalies in the European REITs market : evidence from calendar effects /
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Main Authors: | |
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Published: |
Palgrave macmillan,
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Publisher Address: | Basingstoke : |
Publication Dates: | 2014. |
Literature type: | Book |
Language: | English |
Series: |
Palgrave Macmillan studies in banking and financial institutions
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Subjects: | |
Carrier Form: | xiv, 196 pages : illustrations ; 23 cm. |
Bibliography: | Includes bibliographical references (pages 181-194) and index. |
ISBN: | 9781137390912 : |
Index Number: | HG5424 |
CLC: | F299.503.353 |
Call Number: | F299.503.353/M435 |
Contents: | Real Estate Investment Trusts -- The European REIT industry -- The Day of the Week Effect -- The Role of the Weekend Effect in European REITs -- Monthly Calendar Anomalies -- The Impact of the Turn of the Month on European REIT Markets -- The Time of the Month Effect for European REIT Investors -- The Holiday Effect and REITs in Europe -- The Friday 13th or Friday 17th Effect for European REIT Investors -- Yearly Calendar Anomalies -- The January Effect in European REITs -- Is there a Halloween Effect in the European REITs Market? |