The Holiday Effect and REITs in Europe

Gianluca Mattarocci

Chapter 8 in Anomalies in the European REITs Market, 2014, pp 102-115 from Palgrave Macmillan

Abstract: 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 (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_9

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DOI: 10.1057/9781137390929_9

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