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Public Information, REIT Responses, Size, Leverage, and Focus
The Journal of real estate research, 2012-10, Vol.34 (4), p.463-514
[Peer Reviewed Journal]
Copyright American Real Estate Society 2012 ;ISSN: 0896-5803 ;EISSN: 2691-1175 ;DOI: 10.1080/10835547.2012.12091345
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Title:
Public Information, REIT Responses, Size, Leverage, and Focus
Author:
Chatrath, Arjun
;
Christie-David, Rohan A.
;
Ramchander, Sanjay
Subjects:
Economic conditions
;
Economic recessions
;
Equity
;
Financial leverage
;
Foreign exchange markets
;
Frequency
;
Impact analysis
;
Information
;
Investment trusts
;
Journalism
;
Macroeconomics
;
Public information
;
Real estate
;
Real estate economics
;
Real estate investment trusts
;
Real estate markets
;
REITs
;
Securities markets
;
Stock exchanges
;
Stock markets
;
Studies
;
Trade
Is Part Of:
The Journal of real estate research, 2012-10, Vol.34 (4), p.463-514
Description:
We evaluate real estate investment trust (REIT) responses to the release of REIT-specific and macroeconomic news over two periods with differing economic climates. More specifically, using high-frequency data, we track the response function over a period of 60 minutes following each announcement. Tests show REIT-specific information to have larger, and in many instances opposite, effects to that of macroeconomic news. REITs also tend to be more sensitive to public information when the economy experiences a downturn. REIT size, leverage, and focus also play an important mediating role between REIT trading activity and public information.
Publisher:
Clemson: American Real Estate Society
Language:
English
Identifier:
ISSN: 0896-5803
EISSN: 2691-1175
DOI: 10.1080/10835547.2012.12091345
Source:
ProQuest Central
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