The impact of 9/11 on us reit returns: Fundamental or financial?
Following the attack on the World Trade Center on 9/11 volatility of daily returns of the US stock market rose sharply. This increase in volatility may reflect fundamental changes in the economic determinants of prices such as expected earnings, interest rates, real growth and inflation. Alternativ...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2006-12-01
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| Series: | International Journal of Strategic Property Management |
| Subjects: | |
| Online Access: | https://www.bme.vgtu.lt/index.php/IJSPM/article/view/7252 |