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Short sales and fundamental value : explaining the REIT premium to NAV

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Short Sales and Fundamental Value : Explaining the REIT Premium to NAV

Brounen, Dirk - 2013

This study explores the role of short sale constraints in explaining the variation in premiums to Net Asset Value (NAV) in REIT pricing. We use proprietary information on short sales between June 2006 and September 2008 to examine how short sales and short sale constraints affect the variation...

Persistent link: https://www.econbiz.de/10013090983