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The January Effect in European REITs

  • Gianluca Mattarocci
Part of the Palgrave Macmillan Studies in Banking and Financial Institutions book series (SBFI)

Abstract

The comparison between REITs and other financial instruments demonstrates that the January effect is even stronger for other investment opportunities, especially when riskier REITs are taken into account (Liu and Mei, 1992).

Keywords

Abnormal Return Investment Strategy Average Return Weighted Portfolio Pattern Dependence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Gianluca Mattarocci 2014

Authors and Affiliations

  • Gianluca Mattarocci
    • 1
  1. 1.University of Rome Tor VergataItaly

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