Anomalies in the european REITs market : evidence from calendar effects /
by Gianluca Mattarocci.
- 1 online resource (216 pages).
- Palgrave Macmillan Studies in Banking and Financial Institutions. .
- Palgrave Macmillan Studies in Banking and Financial Institutions. .
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.