Essays about: "reits"

Showing result 11 - 15 of 18 essays containing the word reits.

1. 11. IPO Underpricing and Real Estate Investment Trusts: Evidence from Japan

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

   Author : Johan Pettersson; Daniel Hagn; [2018]
   Keywords : Real Estate Investment Trusts; Initial Public Offerings; Underpricing; Asymmetric Information;

   Abstract : This study investigates the pricing of 75 initial public offerings (IPOs) of Japanese real estate investment trusts (J-REITs) during the period 2001-2018. We find that the issues are systematically underpriced with significantly positive initial-day returns. READ MORE

3. 12. The impact of macroeconomic factors on the performance of European REIT markets: An empirical analysis of macroeconomic influences on the British, French and Belgian REIT indexes from 2007-2017

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Huanyu Xiao; Katrina Novojenko; [2018]
   Keywords : real estate investment trust REIT ; macroeconomic variables; developed markets; Europe; industrial production;

   Abstract : The concept of real estate investment trust has been first introduced in the US market in 1960. However, it has not been until the last decade that we have seen the increased adoption of the concept around the world. READ MORE

4. 13. Does real estate deliver diversification when needed the most? - A dynamic conditional correlation study of REITs in a mixed-asset portfolio

   University essay from Göteborgs universitet/Graduate School

   Author : Mathilda Keino; Malin Svensson; [2017-07-26]
   Keywords : REIT; Real Estate Investment Trusts; DCC-GARCH; dynamic conditional correlation; diversification; portfolio theory;

   Abstract : Real estate has traditionally been favored in a mixed-asset portfolio due to its risk-return characteristics and diversification benefits. The recent global financial crisis challenged this perception of advantages attributed to real estate. READ MORE

5. 14. Analyzing the Post-Earnings-Announcement Drift Anomaly in the European Listed Real Estate Sector

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Derek Oswald; Hang Fu; [2016]
   Keywords : Real Estate Investment Trusts; Real Estate Operating Companies; Post-Earnings-Announcement Drift; European Listed Real Estate Sector;

   Abstract : This paper aims at identifying potential post-earnings-announcement drift effects in the European listed real estate sector and then comparing such results with similar studies focused on the United States listed real estate sector. The post-earnings-announcement drift effect is a well-documented market anomaly however has only recently received attention from academic research on whether it exists in the real estate sector. READ MORE

6. 15. What factors affect the capital structure of real estate firms? An analysis between listed firms on the European market

   University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

   Author : Niclas Jakobsen; Mathias Olsson; [2015-05-21]
   Keywords : ;

   Abstract : This thesis examines what factors that affect the capital structure of 84 listed real estate firms within the European Union for ten years during 2003-2012. To identify factors that affect capital structure a literature review is conducted to be able to analyse the regressions of the quantitative method. READ MORE