Verfügbarkeit: Essays on the impact of sentiment on real estate investments

Essays on the impact of sentiment on real estate investments:

Gespeichert in:

Bibliographische Detailangaben
Beteilige Person:	Mathieu, Anna (VerfasserIn)
Format:	Hochschulschrift/Dissertation Buch
Sprache:	Englisch
Veröffentlicht:	Köln Immobilien-Manager-Verl. 2013
Schriftenreihe:	Schriftenreihe zur immobilienwirtschaftlichen Forschung 8
Schlagwörter:	Geschichte 1978-2010 Immobilienanlage Immobilienfonds auf Aktien Anlageverhalten USA Hochschulschrift
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025146444&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	XIV, 116 S. graph. Darst.
ISBN:	9783899842999

Internformat

MARC


LEADER	00000nam a2200000 cb4500
001	BV040291267
003	DE-604
005	20160705
007	t\|
008	120704s2013 xx d\|\|\| m\|\|\| 00\|\|\| eng d
020			\|a 9783899842999 \|9 978-3-89984-299-9
035			\|a (OCoLC)802555340
035			\|a (DE-599)BVBBV040291267
040			\|a DE-604 \|b ger \|e rakwb
041	0		\|a eng
049			\|a DE-355 \|a DE-12 \|a DE-188
084			\|a QT 384 \|0 (DE-625)142118: \|2 rvk
100	1		\|a Mathieu, Anna \|e Verfasser \|0 (DE-588)1026279194 \|4 aut
245	1	0	\|a Essays on the impact of sentiment on real estate investments \|c Anna Mathieu
264		1	\|a Köln \|b Immobilien-Manager-Verl. \|c 2013
300			\|a XIV, 116 S. \|b graph. Darst.
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
490	1		\|a Schriftenreihe zur immobilienwirtschaftlichen Forschung \|v 8
502			\|a Zugl.: Wiesbaden, EBS Univ. für Wiss. und Recht, Diss., 2011
648		7	\|a Geschichte 1978-2010 \|2 gnd \|9 rswk-swf
650	0	7	\|a Immobilienanlage \|0 (DE-588)4120474-8 \|2 gnd \|9 rswk-swf
650	0	7	\|a Immobilienfonds auf Aktien \|0 (DE-588)4250771-6 \|2 gnd \|9 rswk-swf
650	0	7	\|a Anlageverhalten \|0 (DE-588)4214003-1 \|2 gnd \|9 rswk-swf
651		7	\|a USA \|0 (DE-588)4078704-7 \|2 gnd \|9 rswk-swf
655		7	\|0 (DE-588)4113937-9 \|a Hochschulschrift \|2 gnd-content
689	0	0	\|a USA \|0 (DE-588)4078704-7 \|D g
689	0	1	\|a Immobilienanlage \|0 (DE-588)4120474-8 \|D s
689	0	2	\|a Immobilienfonds auf Aktien \|0 (DE-588)4250771-6 \|D s
689	0	3	\|a Anlageverhalten \|0 (DE-588)4214003-1 \|D s
689	0	4	\|a Geschichte 1978-2010 \|A z
689	0		\|5 DE-604
830		0	\|a Schriftenreihe zur immobilienwirtschaftlichen Forschung \|v 8 \|w (DE-604)BV035083735 \|9 8
856	4	2	\|m DNB Datenaustausch \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025146444&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
942	1	1	\|c 330.09 \|e 22/bsb \|f 090511 \|g 73
942	1	1	\|c 330.09 \|e 22/bsb \|f 09049 \|g 73
942	1	1	\|c 330.09 \|e 22/bsb \|f 09048 \|g 73
942	1	1	\|c 330.09 \|e 22/bsb \|f 09047 \|g 73
943	1		\|a oai:aleph.bib-bvb.de:BVB01-025146444

Datensatz im Suchindex

_version_	1819282040048058368
adam_text	IMAGE 1 TABLE OF CONTENTS PREFACE OF THE EDITOR I PREFACE OF THE AUTHOR V TABLE OF CONTENTS VII LIST OF ABBREVIATIONS XI LIST OF FIGURES XII LIST OF TABLES XIII 1 INTRODUCTION 1 2THE IMPACT OF INVESTOR SENTIMENT ON REIT RETURNS 9 2.1 INTRODUCTION 9 2.2 LITERATURE REVIEW 12 2.3 DATA AND METHODOLOGY 17 2.3.1 DATA 17 2.3.2 THE GARCH MODEL WITHOUT SENTIMENT 18 2.3.3 THE SENTIMENT THRESHOLD GARCH MODEL 19 2.4 EMPIRICAL RESULTS 20 2.4.1 AUGMENTED DICKEY-FULLER TEST AND KPSS TEST 21 2.4.2 SUMMARY STATISTICS 21 2.4.3 THE GARCH MODEL WITHOUT SENTIMENT 22 HTTP://D-NB.INFO/1020111402 IMAGE 2 VIII CONTENT OVERVIEW 2.4.4 THE SENTIMENT THRESHOLD GARCH MODEL 22 2.5 CONCLUSIONS 27 2.6 APPENDIX FOR CHAPTER TWO 30 3 INVESTOR SENTIMENT AND THE RETURN AND VOLATILITY OF REITS AND NON-REITS DURING THE FINANCIAL CRISIS 40 3.1 INTRODUCTION 40 3.2 THEORETICAL BACKGROUND 42 3.3 DATA AND METHODOLOGY 46 3.3.1 DATA 46 3.3.2 THE GARCH-M MODEL 48 3.3.3 EMPIRICAL HYPOTHESES 51 3.4 EMPIRICAL RESULTS 51 3.4.1 SUMMARY STATISTICS 52 3.4.2 THE GARCH-M MODEL 52 3.5 CONCLUSIONS 57 3.6 APPENDIX FOR CHAPTER THREE 60 4THE IMPACT OF CONSUMER SENTIMENT ON THE NUMBER OF NEW HOME SALES 65 4.1 INTRODUCTION 65 4.2 LITERATURE REVIEW 69 4.3 DATA 71 4.4 METHODOLOGY 74 IMAGE 3 CONTENT OVERVIEW 4.4.1 THE BASIC UNOBSERVED COMPONENT MODEL (UCM)... 75 4.4.2 A MODEL WITH ADDITIONAL COMPONENTS 76 4.5 EMPIRICAL RESULTS 79 4.5.1 SUMMARY STATISTICS 79 4.5.2 UCM WITH ALL VARIABLES 80 4.5.3 UCM WITH SIGNIFICANT VARIABLES 82 4.5.4 OTHER MODELS 84 4.6 CONCLUSION 86 4.7 APPENDIX FOR CHAPTER FOUR 89 5 DISSERTATION CONCLUSIONS 99 REFERENCES 105 HONORABLE DECLARATION 116
any_adam_object	1
author	Mathieu, Anna
author_GND	(DE-588)1026279194
author_facet	Mathieu, Anna
author_role	aut
author_sort	Mathieu, Anna
author_variant	a m am
building	Verbundindex
bvnumber	BV040291267
classification_rvk	QT 384
ctrlnum	(OCoLC)802555340 (DE-599)BVBBV040291267
discipline	Wirtschaftswissenschaften
era	Geschichte 1978-2010 gnd
era_facet	Geschichte 1978-2010
format	Thesis Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02149nam a2200505 cb4500</leader><controlfield tag="001">BV040291267</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20160705 </controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">120704s2013 xx d\|\|\| m\|\|\| 00\|\|\| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783899842999</subfield><subfield code="9">978-3-89984-299-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)802555340</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV040291267</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QT 384</subfield><subfield code="0">(DE-625)142118:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Mathieu, Anna</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1026279194</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Essays on the impact of sentiment on real estate investments</subfield><subfield code="c">Anna Mathieu</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Köln</subfield><subfield code="b">Immobilien-Manager-Verl.</subfield><subfield code="c">2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIV, 116 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Schriftenreihe zur immobilienwirtschaftlichen Forschung</subfield><subfield code="v">8</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Zugl.: Wiesbaden, EBS Univ. für Wiss. und Recht, Diss., 2011</subfield></datafield><datafield tag="648" ind1=" " ind2="7"><subfield code="a">Geschichte 1978-2010</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Immobilienanlage</subfield><subfield code="0">(DE-588)4120474-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Immobilienfonds auf Aktien</subfield><subfield code="0">(DE-588)4250771-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Anlageverhalten</subfield><subfield code="0">(DE-588)4214003-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">USA</subfield><subfield code="0">(DE-588)4078704-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4113937-9</subfield><subfield code="a">Hochschulschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">USA</subfield><subfield code="0">(DE-588)4078704-7</subfield><subfield code="D">g</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Immobilienanlage</subfield><subfield code="0">(DE-588)4120474-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Immobilienfonds auf Aktien</subfield><subfield code="0">(DE-588)4250771-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Anlageverhalten</subfield><subfield code="0">(DE-588)4214003-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="4"><subfield code="a">Geschichte 1978-2010</subfield><subfield code="A">z</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Schriftenreihe zur immobilienwirtschaftlichen Forschung</subfield><subfield code="v">8</subfield><subfield code="w">(DE-604)BV035083735</subfield><subfield code="9">8</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025146444&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="942" ind1="1" ind2="1"><subfield code="c">330.09</subfield><subfield code="e">22/bsb</subfield><subfield code="f">090511</subfield><subfield code="g">73</subfield></datafield><datafield tag="942" ind1="1" ind2="1"><subfield code="c">330.09</subfield><subfield code="e">22/bsb</subfield><subfield code="f">09049</subfield><subfield code="g">73</subfield></datafield><datafield tag="942" ind1="1" ind2="1"><subfield code="c">330.09</subfield><subfield code="e">22/bsb</subfield><subfield code="f">09048</subfield><subfield code="g">73</subfield></datafield><datafield tag="942" ind1="1" ind2="1"><subfield code="c">330.09</subfield><subfield code="e">22/bsb</subfield><subfield code="f">09047</subfield><subfield code="g">73</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-025146444</subfield></datafield></record></collection>
genre	(DE-588)4113937-9 Hochschulschrift gnd-content
genre_facet	Hochschulschrift
geographic	USA (DE-588)4078704-7 gnd
geographic_facet	USA
id	DE-604.BV040291267
illustrated	Illustrated
indexdate	2024-12-20T16:11:45Z
institution	BVB
isbn	9783899842999
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-025146444
oclc_num	802555340
open_access_boolean
owner	DE-355 DE-BY-UBR DE-12 DE-188
owner_facet	DE-355 DE-BY-UBR DE-12 DE-188
physical	XIV, 116 S. graph. Darst.
publishDate	2013
publishDateSearch	2013
publishDateSort	2013
publisher	Immobilien-Manager-Verl.
record_format	marc
series	Schriftenreihe zur immobilienwirtschaftlichen Forschung
series2	Schriftenreihe zur immobilienwirtschaftlichen Forschung
spellingShingle	Mathieu, Anna Essays on the impact of sentiment on real estate investments Schriftenreihe zur immobilienwirtschaftlichen Forschung Immobilienanlage (DE-588)4120474-8 gnd Immobilienfonds auf Aktien (DE-588)4250771-6 gnd Anlageverhalten (DE-588)4214003-1 gnd
subject_GND	(DE-588)4120474-8 (DE-588)4250771-6 (DE-588)4214003-1 (DE-588)4078704-7 (DE-588)4113937-9
title	Essays on the impact of sentiment on real estate investments
title_auth	Essays on the impact of sentiment on real estate investments
title_exact_search	Essays on the impact of sentiment on real estate investments
title_full	Essays on the impact of sentiment on real estate investments Anna Mathieu
title_fullStr	Essays on the impact of sentiment on real estate investments Anna Mathieu
title_full_unstemmed	Essays on the impact of sentiment on real estate investments Anna Mathieu
title_short	Essays on the impact of sentiment on real estate investments
title_sort	essays on the impact of sentiment on real estate investments
topic	Immobilienanlage (DE-588)4120474-8 gnd Immobilienfonds auf Aktien (DE-588)4250771-6 gnd Anlageverhalten (DE-588)4214003-1 gnd
topic_facet	Immobilienanlage Immobilienfonds auf Aktien Anlageverhalten USA Hochschulschrift
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025146444&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV035083735
work_keys_str_mv	AT mathieuanna essaysontheimpactofsentimentonrealestateinvestments

Verfügbarkeit

‌

Per Fernleihe bestellen Inhaltsverzeichnis