Advertisement

The Holiday Effect and REITs in Europe

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

Abstract

Holidays are special scheduled closing days in a stock exchange, which can cause abnormal price trends in the REITs; empirical evidence demonstrates that returns related to holidays are significantly higher than those for the other days of the year.

Keywords

Abnormal Return Stock Exchange Investment Strategy Average Return REIT Market 
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.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Gianluca Mattarocci 2014

Authors and Affiliations

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

Personalised recommendations