Abstract
The seasonality of REITs is frequently discussed in the literature and empirical evidence indicates that the REIT market cannot ignore the existence of calendar anomalies (Connors, Jackman, Lamb, and Rosenberg, 2002).
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© 2014 Gianluca Mattarocci
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Mattarocci, G. (2014). Is there a Halloween Effect in the European REITs Market?. In: Anomalies in the European REITs Market. Palgrave Macmillan Studies in Banking and Financial Institutions. Palgrave Macmillan, London. https://doi.org/10.1057/9781137390929_13
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DOI: https://doi.org/10.1057/9781137390929_13
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-48281-8
Online ISBN: 978-1-137-39092-9
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