| 书目名称 | Essays on the Impact of Sentiment on Real Estate Investments |
| 编辑 | Anna Mathieu |
| 视频video | |
| 概述 | Publication in the field of economic sciences.Includes supplementary material: |
| 丛书名称 | Essays in Real Estate Research |
| 图书封面 |  |
| 描述 | .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. . |
| 出版日期 | Book 2016 |
| 关键词 | Real Estate Investment Trust; REIT; GARCH-Model; real estate-specific investment; Impact of Investor Sen |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-658-11637-8 |
| isbn_softcover | 978-3-658-13054-1 |
| isbn_ebook | 978-3-658-11637-8Series ISSN 2570-2246 Series E-ISSN 2570-2254 |
| issn_series | 2570-2246 |
| copyright | Springer Fachmedien Wiesbaden 2016 |
发表于 2025-3-21 17:19:49
