REIT returns and turnover after the 2007-08 subprime crisis in the U.S.
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 105 === This paper is to analyze the relationship between REIT returns and turnover and to investigate whether there are any return variations before and after the 2007-08 subprime crisis. We use OLS regression model, cross-autocorrelations, the vector autoregressions...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/03384790321868737382 |