Stock price dynamics of US REITS : the effect of short selling, Covid-19, and ESG / / Nick Martin Trefz
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| Autore: |
Trefz Nick Martin
|
| Titolo: |
Stock price dynamics of US REITS : the effect of short selling, Covid-19, and ESG / / Nick Martin Trefz
|
| Pubblicazione: | Wiesbaden, Germany : , : Springer Gabler, , [2023] |
| ©2023 | |
| Descrizione fisica: | 1 online resource (191 pages) |
| Disciplina: | 346.794086 |
| Soggetto topico: | Real estate investment trusts - United States |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | 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. |
| Titolo autorizzato: | Stock Price Dynamics of US REITs |
| ISBN: | 9783658400491 |
| 9783658400484 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910637727403321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Essays in Real Estate Research