Cart
Free Shipping in Australia
Proud to be B-Corp

Anomalies in the European REITs Market G. Mattarocci

Anomalies in the European REITs Market By G. Mattarocci

Anomalies in the European REITs Market by G. Mattarocci


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.

Anomalies in the European REITs Market Summary

Anomalies in the European REITs Market: Evidence from Calendar Effects by G. Mattarocci

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.

About G. Mattarocci

Gianluca Mattarocci is a Lecturer in Financial Markets and Institutions in the Department of Economics and Finance at the University of Rome Tor Vergata, Italy. He holds a Masters in Asset Management and a PhD in Banking and Finance from the University of Rome Tor Vergata. He teaches corporate finance at the University of Rome Tor Vergata and LUISS Guido Carli and he is faculty member of the PhD in Management at the University of Rome Tor Vergata. His main research topics are credit risk management and real estate finance.

Table of 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

Additional information

NLS9781349482818
9781349482818
1349482811
Anomalies in the European REITs Market: Evidence from Calendar Effects by G. Mattarocci
New
Paperback
Palgrave Macmillan
2014-01-01
196
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Customer Reviews - Anomalies in the European REITs Market