Stock Price Dynamics of US REITs
Nick Martin Trefz
Broschiertes Buch

Stock Price Dynamics of US REITs

The Effect of Short Selling, Covid-19, and ESG

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By adopting the 'REIT laboratory' and incorporating REIT-specific Fama-French factors, Nick Martin Trefz builds the foundation to appropriately isolate the parameters of interest and to transparently investigate the areas of interest (Short Selling, Covid-19, and ESG) throughout the chapters in this book. He finds that short selling activity measured by short interest correlates with positive excess returns, and that low short interest portfolios have positive and statistically significant alphas.He further identifies that during the Covid-19 pandemic the sources of spillovers among US real es...