Financial crisis, REIT short-sell restrictions and event induced volatility
Year of publication: |
2012
|
---|---|
Authors: | Devaney, Michael |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 52.2012, 2, p. 219-226
|
Subject: | Immobilienfonds | Real estate fund | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Finanzkrise | Financial crisis | Finanzmarktregulierung | Financial market regulation | USA | United States | 2006-2009 |
-
Is financial regulation good or bad for real estate companies? : an event study
Hoesli, Martin, (2020)
-
Are REITs more resilient than non-REITs? : evidence from natural experiments
Jain, Pawan, (2021)
-
REIT dividend policies and dividend announcement effects during the 2008 - 2009 liquidity crisis
Case, Bradford, (2012)
- More ...
-
The equity risk premium, market factors and the maturing economy hypothesis
Devaney, Michael, (2009)
-
Short-sell moratorium effects on regional bank performance
Devaney, Michael, (2013)
-
Mutual fund efficiency and tradeoffs in the production of risk and return
Devaney, Michael, (2016)
- More ...