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Anomalies in the European REITs market :evidence from calendar effects /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	332.63/24
書名/作者:	Anomalies in the European REITs market : : evidence from calendar effects // Gianluca Mattarocci.
作者:	Mattarocci, G.
標題:	Real estate business - Finance. - Europe
標題:	Real estate business - Finance.
標題:	Europe.
ISBN:	1137390921 (electronic bk.)
ISBN:	9781137390929 (electronic bk.)
內容註:	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.
摘要、提要註:	Calendar anomalies are recursive trends in the price of securities, and their relevance is affected by the characteristics of the market in which the financial instrument is traded. Calendar anomalies attract the attention of practitioners and academics because they open up the possibility of predicting, at least in part, the dynamics of financial markets and security prices. These periods in the year that demonstrate particularly strong performance removes the hypothesis of market efficiency, since all information is not reflected in the price and allows investment strategies to achieve abnormal returns. The relevance of calendar anomalies depends on the characteristics of the market in which the security is traded. Real estate markets cannot be considered perfect and the degree of efficiency and liquidity highlights the opportunities and the importance of analysing the presence and role of 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. The author also takes into account a buy and hold strategy corrected for the day of the week effect, the turn of the month effect, the holiday effect, the January effect, and any other relevant calendar anomalies. "Anomalies in the European REITs Market" is an ideal resource for academics, master and PhD students specializing in asset management and real estate.
電子資源:	http://www.palgraveconnect.com/doifinder/10.1057/9781137390929

Anomalies in the European REITs market :evidence from calendar effects /
Mattarocci, G.1978-

Anomalies in the European REITs market :evidence from calendar effects /Gianluca Mattarocci. - Palgrave Macmillan studies in banking and financial institutions. - Palgrave Macmillan studies in banking and financial institutions..

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.

Calendar anomalies are recursive trends in the price of securities, and their relevance is affected by the characteristics of the market in which the financial instrument is traded. Calendar anomalies attract the attention of practitioners and academics because they open up the possibility of predicting, at least in part, the dynamics of financial markets and security prices. These periods in the year that demonstrate particularly strong performance removes the hypothesis of market efficiency, since all information is not reflected in the price and allows investment strategies to achieve abnormal returns. The relevance of calendar anomalies depends on the characteristics of the market in which the security is traded. Real estate markets cannot be considered perfect and the degree of efficiency and liquidity highlights the opportunities and the importance of analysing the presence and role of 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. The author also takes into account a buy and hold strategy corrected for the day of the week effect, the turn of the month effect, the holiday effect, the January effect, and any other relevant calendar anomalies. "Anomalies in the European REITs Market" is an ideal resource for academics, master and PhD students specializing in asset management and real estate.

ISBN: 1137390921 (electronic bk.)

Source: 744157Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

578078
Real estate business
--Finance.--EuropeSubjects--Geographical Terms:

574654
Europe.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HD1375

Dewey Class. No.: 332.63/24

Anomalies in the European REITs market :evidence from calendar effects /
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505 0 $a 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.
520 $a Calendar anomalies are recursive trends in the price of securities, and their relevance is affected by the characteristics of the market in which the financial instrument is traded. Calendar anomalies attract the attention of practitioners and academics because they open up the possibility of predicting, at least in part, the dynamics of financial markets and security prices. These periods in the year that demonstrate particularly strong performance removes the hypothesis of market efficiency, since all information is not reflected in the price and allows investment strategies to achieve abnormal returns. The relevance of calendar anomalies depends on the characteristics of the market in which the security is traded. Real estate markets cannot be considered perfect and the degree of efficiency and liquidity highlights the opportunities and the importance of analysing the presence and role of 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. The author also takes into account a buy and hold strategy corrected for the day of the week effect, the turn of the month effect, the holiday effect, the January effect, and any other relevant calendar anomalies. "Anomalies in the European REITs Market" is an ideal resource for academics, master and PhD students specializing in asset management and real estate.
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