Informational efficiency and GICS classification : evidence from REITs
Year of publication: |
2022
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Authors: | Liu, Shinhua |
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. 85.2022, p. 355-362
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Subject: | Asset pricing | GICS | Informational efficiency | Real estate | Reclassification | REIT | Return predictability | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Informationseffizienz |
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