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).
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Copyright information
© 2014 Gianluca Mattarocci
About this chapter
Cite this chapter
Mattarocci, G. (2014). The January Effect in European REITs. In: Anomalies in the European REITs Market. Palgrave Macmillan Studies in Banking and Financial Institutions. Palgrave Macmillan, London. https://doi.org/10.1057/9781137390929_12
Download citation
DOI: https://doi.org/10.1057/9781137390929_12
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-48281-8
Online ISBN: 978-1-137-39092-9
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)