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Public information, REIT responses, size, leverage, and focus

Chatrath, Arjun; Christie-David, Rohan; Ramchander, Sanjay - In: The journal of real estate research 34 (2012) 4, pp. 463-513

Persistent link: https://www.econbiz.de/10009718604

Short-term options : clienteles, market segmentation, and event trading

Chatrath, Arjun; Christie-David, Rohan; Miao, Hong; … - In: Journal of banking & finance 61 (2015), pp. 237-250

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Stock-versus-flow distinctions, information, and the role of inventory

Adrangi, Bahram; Chatrath, Arjun; Christie-David, Rohan; … - In: The journal of futures markets 35 (2015) 11, pp. 1003-1025

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Public Information, REIT Responses, Size, Leverage, and Focus

Chatrath, Arjun - 2013

We evaluate real estate investment trust (REIT) responses to the release of REIT-specific and macroeconomic news over two periods with differing economic climates. More specifically, using high-frequency data, we track the response function over a period of 60 minutes following each...

Persistent link: https://www.econbiz.de/10013088200