Systematic Equity Return Patterns in Listed European Property Companies
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References listed on IDEAS
- Su Han Chan & Wai-Kin Leung & Ko Wang, 2005. "Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(1), pages 89-120, March.
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- E. Hui & J. Wright & S. Yam, 2014. "Calendar Effects and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 49(1), pages 91-115, July.
- Mehmet Akbulut & Su Han Chan & Mariya Letdin, 2015. "Calendar Anomalies: Do REITs Behave Like Stocks?," International Real Estate Review, Asian Real Estate Society, vol. 18(2), pages 177-215.
- repec:kap:jrefec:v:56:y:2018:i:1:d:10.1007_s11146-016-9564-1 is not listed on IDEAS
More about this item
KeywordsCalendar anomalies; Seasonality; January effect; December effect; International real estate; Public property markets;
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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