LEADER 03131nam 2200433 450 001 9910637727403321 005 20231110221233.0 010 $a9783658400491$b(electronic bk.) 010 $z9783658400484 035 $a(MiAaPQ)EBC7165896 035 $a(Au-PeEL)EBL7165896 035 $a(CKB)25913584700041 035 $a(PPN)267814798 035 $a(EXLCZ)9925913584700041 100 $a20230422d2023 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aStock price dynamics of US REITS $ethe effect of short selling, Covid-19, and ESG /$fNick Martin Trefz 210 1$aWiesbaden, Germany :$cSpringer Gabler,$d[2023] 210 4$dİ2023 215 $a1 online resource (191 pages) 225 1 $aEssays in Real Estate Research ;$vv.20 311 08$aPrint version: Trefz, Nick Martin Stock Price Dynamics of US REITs Wiesbaden : Springer Fachmedien Wiesbaden GmbH,c2023 9783658400484 320 $aIncludes bibliographical references. 327 $aIntro -- Table of Contents -- List of Figures -- List of Tables -- List of Abbreviations -- 1 Introduction -- 2 Modified Fama-French Factors for REITs and the Impact of Short Selling -- 2.1 Introduction -- 2.2 Data Sources and Variable Construction -- 2.3 Empirical Analysis -- 2.4 Conclusion -- 3 Impacts of the Covid-19 Crisis on US Real Estate Investments: A Sectoral Performance and Spillover Analysis -- 3.1 Introduction -- 3.2 Previous Literature -- 3.3 Data and Method -- 3.4 Performance Metrics -- 3.4.1 Total Return -- 3.4.2 Volatility -- 3.4.3 Tail Risk -- 3.5 Spillover Analysis -- 3.5.1 Unadjusted - Total Return - Spillover Analysis -- 3.5.2 Stock Market Adjusted - Total Return - Spillover Analysis -- 3.5.3 Stock Market and Real Estate Market Adjusted - Total Return Spillover Analysis -- 3.5.4 Unadjusted - Volatility - Spillover Analysis -- 3.5.5 Stock Market Adjusted - Volatility - Spillover Analysis -- 3.5.6 Stock Market and Real Estate Market Adjusted - Volatility - Spillover Analysis -- 3.5.7 Unadjusted - Tail Risk - Spillover Analysis -- 3.5.8 Stock Market Adjusted - Tail Risk - Spillover Analysis -- 3.5.9 Stock Market and Real Estate Market Adjusted - Tail Risk - Spillover Analysis -- 3.5.10 Combined Results - Spillover Analysis -- 3.6 Conclusion -- 4 ESG Stocks in Times of Crisis: Evidence from US REITs During Covid-19 -- 4.1 Introduction -- 4.2 Previous Literature -- 4.3 Data and Method -- 4.4 Performance Metrics -- 4.4.1 Total Return -- 4.4.2 Volatility -- 4.4.3 Tail Risk -- 4.5 Before and During Covid-19 Comparison -- 4.6 Conclusion -- 5 Summary and Conclusion -- References -- Appendix A.1 -- Appendix A.2 -- Appendix C. 410 0$aEssays in Real Estate Research 606 $aReal estate investment trusts$zUnited States 615 0$aReal estate investment trusts 676 $a346.794086 700 $aTrefz$b Nick Martin$01274790 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 912 $a9910637727403321 996 $aStock Price Dynamics of US REITs$93003790 997 $aUNINA