03131nam 2200433 450 991063772740332120231110221233.09783658400491(electronic bk.)9783658400484(MiAaPQ)EBC7165896(Au-PeEL)EBL7165896(CKB)25913584700041(PPN)267814798(EXLCZ)992591358470004120230422d2023 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierStock price dynamics of US REITS the effect of short selling, Covid-19, and ESG /Nick Martin TrefzWiesbaden, Germany :Springer Gabler,[2023]©20231 online resource (191 pages)Essays in Real Estate Research ;v.20Print version: Trefz, Nick Martin Stock Price Dynamics of US REITs Wiesbaden : Springer Fachmedien Wiesbaden GmbH,c2023 9783658400484 Includes bibliographical references.Intro -- Table of Contents -- List of Figures -- List of Tables -- List of Abbreviations -- 1 Introduction -- 2 Modified Fama-French Factors for REITs and the Impact of Short Selling -- 2.1 Introduction -- 2.2 Data Sources and Variable Construction -- 2.3 Empirical Analysis -- 2.4 Conclusion -- 3 Impacts of the Covid-19 Crisis on US Real Estate Investments: A Sectoral Performance and Spillover Analysis -- 3.1 Introduction -- 3.2 Previous Literature -- 3.3 Data and Method -- 3.4 Performance Metrics -- 3.4.1 Total Return -- 3.4.2 Volatility -- 3.4.3 Tail Risk -- 3.5 Spillover Analysis -- 3.5.1 Unadjusted - Total Return - Spillover Analysis -- 3.5.2 Stock Market Adjusted - Total Return - Spillover Analysis -- 3.5.3 Stock Market and Real Estate Market Adjusted - Total Return Spillover Analysis -- 3.5.4 Unadjusted - Volatility - Spillover Analysis -- 3.5.5 Stock Market Adjusted - Volatility - Spillover Analysis -- 3.5.6 Stock Market and Real Estate Market Adjusted - Volatility - Spillover Analysis -- 3.5.7 Unadjusted - Tail Risk - Spillover Analysis -- 3.5.8 Stock Market Adjusted - Tail Risk - Spillover Analysis -- 3.5.9 Stock Market and Real Estate Market Adjusted - Tail Risk - Spillover Analysis -- 3.5.10 Combined Results - Spillover Analysis -- 3.6 Conclusion -- 4 ESG Stocks in Times of Crisis: Evidence from US REITs During Covid-19 -- 4.1 Introduction -- 4.2 Previous Literature -- 4.3 Data and Method -- 4.4 Performance Metrics -- 4.4.1 Total Return -- 4.4.2 Volatility -- 4.4.3 Tail Risk -- 4.5 Before and During Covid-19 Comparison -- 4.6 Conclusion -- 5 Summary and Conclusion -- References -- Appendix A.1 -- Appendix A.2 -- Appendix C.Essays in Real Estate Research Real estate investment trustsUnited StatesReal estate investment trusts346.794086Trefz Nick Martin1274790MiAaPQMiAaPQMiAaPQ9910637727403321Stock Price Dynamics of US REITs3003790UNINA