Anomalies in the European REITs Market Evidence from Calendar Effects

Author(s): G. Mattarocci
Publisher: Palgrave Macmillan
ISBN: 9781137390912
Edition:

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Description

Description

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.