Articles liés à Essays on the Impact of Sentiment on Real Estate Investments

Essays on the Impact of Sentiment on Real Estate Investments - Couverture rigide

Livre 2 sur 10: Essays in Real Estate Research

Mathieu, Anna

 
9783658116361: Essays on the Impact of Sentiment on Real Estate Investments
Couverture rigide
ISBN 10 : 3658116366 ISBN 13 : 9783658116361
Editeur : Springer Gabler, 2015

Synopsis

Anna Mathieu clarifies if real estate decisions are affected by investor and consumer sentiment and how severely the sentiment should be considered. With regard to international capital markets Mathieu conducts an analysis of the impact 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 REITs and Non-REITs during the financial crisis. The hypotheses are tested for validity in a GARCH-Model. Parallel to capital markets and thereby in changing from an indirect Real Estate investment perspective to a direct perspective the author conducts an analysis if consumer sentiment impacts the household decision to buy a new home in the US. Therefore a dataset with 385 monthly observations from 1978 to 2010 is tested by a component model.

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À propos de l'auteur

Dr. Anna Mathieu wrote her dissertation at the Real Estate Management Institute (REMI) of the EBS European Business School.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer Gabler
Date d'édition
2015
Langue
anglais
ISBN 10 
3658116366
ISBN 13 
9783658116361
Reliure
Relié
Numéro d'édition
1
Nombre de pages
135
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