The January Effect in European REITs

Gianluca Mattarocci

Chapter 11 in Anomalies in the European REITs Market, 2014, pp 139-152 from Palgrave Macmillan

Abstract: 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 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-1-137-39092-9_12

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DOI: 10.1057/9781137390929_12

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