Mathieu, Anna - 2016 - 1st ed. 2016
Introduction -- The Impact of Investor Sentiment on REIT Returns -- Investor Sentiment and the Return and Volatility 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 …