Store besparelser
Hurtig levering
Gemte
Log ind
0
Kurv
Kurv
Stock Price Dynamics of US REITs
- The Effect of Short Selling, Covid-19, and ESG
Engelsk Paperback
Se mere i:
Stock Price Dynamics of US REITs
- The Effect of Short Selling, Covid-19, and ESG
Engelsk Paperback

811 kr
Tilføj til kurv
Sikker betaling
23 - 25 hverdage

Om denne bog

By adopting the ''REIT laboratory'' and incorporating REIT-specific Fama-French factors, Nick Martin Trefz builds the foundation to appropriately isolate the parameters of interest and to transparently investigate the areas of interest (Short Selling, Covid-19, and ESG) throughout the chapters in this book. He finds that short selling activity measured by short interest correlates with positive excess returns, and that low short interest portfolios have positive and statistically significant alphas.

He further identifies that during the Covid-19 pandemic the sources of spillovers among US real estate sectors remain constant compared to before Covid-19. Lodging can be identified as a source of total return as well as tail risk, and Office can be considered a source of volatility. Lastly, he shows that ESG ratings do not affect returns during Covid-19. However, higher ESG ranked REITs show significantly lower volatility during Covid-19.


Product detaljer
Sprog:
Engelsk
Sider:
175
ISBN-13:
9783658400484
Indbinding:
Paperback
Udgave:
ISBN-10:
365840048X
Kategori:
Udg. Dato:
2 jan 2023
Længde:
0mm
Bredde:
148mm
Højde:
210mm
Forlag:
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Oplagsdato:
2 jan 2023
Forfatter(e):
Kategori sammenhænge