| ISBN: | 9783658400484 |
|---|
| ISBN: | 365840048X |
|---|
| ISBN: | 9783658400491 |
|---|
| ISBN: | 3658400498 |
| 编目源: | YDX YDX YDX OCLCF SFB |
| 地理区域代码: | n-us--- |
| 个人名称: | Trefz, Nick Martin, |
| 题名: | Stock price dynamics of US REITS : the effect of short selling, Covid-19, and ESG / Nick Martin Trefz. |
| 索书号: | F837.124.8/T786E |
| 载体形态: | xv, 175 pages : illustrations ; 21 cm. |
| 一般附注: | "ISSN 2570-2254 (electronic)" |
| 书目附注: | Includes bibliographical references. |
| 格式化内容附注: | 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. |