Essays On The Impact Of Sentiment On Real Estate Investments
Download and Read Essays On The Impact Of Sentiment On Real Estate Investments full books in PDF, ePUB, and Kindle. Read online free Essays On The Impact Of Sentiment On Real Estate Investments ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Essays on the Impact of Sentiment on Real Estate Investments
Author | : Anna Mathieu |
Publisher | : Springer |
Total Pages | : 133 |
Release | : 2015-11-05 |
Genre | : Business & Economics |
ISBN | : 3658116374 |
Download Essays on the Impact of Sentiment on Real Estate Investments Book in PDF, Epub and Kindle
Anna Mathieu clarifies if real estate decisions are affected by investor and consumer sentiment and how severely the sentiment should be considered. With regard to international capital markets Mathieu conducts an analysis of the impact of investor sentiment on the return of the real estate-specific investment vehicle “Real Estate Investment Trust (REIT)” by applying a GARCH-Model. She investigates the effects of investor sentiment on the return and the underlying volatilities of REITs and Non-REITs during the financial crisis. The hypotheses are tested for validity in a GARCH-Model. Parallel to capital markets and thereby in changing from an indirect Real Estate investment perspective to a direct perspective the author conducts an analysis if consumer sentiment impacts the household decision to buy a new home in the US. Therefore a dataset with 385 monthly observations from 1978 to 2010 is tested by a component model.
Essays on the Impact of Sentiment on Real Estate Investments Related Books
Pages: 133
Pages: 310
Pages:
Pages:
Pages: 0