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

Essays on the impact of sentiment on real estate investments:

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Bibliographic Details
Main Author:	Mathieu, Anna (Author)
Format:	Thesis/Dissertation Book
Language:	English
Published:	Köln Immobilien-Manager-Verl. 2013
Series:	Schriftenreihe zur immobilienwirtschaftlichen Forschung 8
Subjects:	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
Physical Description:	XIV, 116 S. graph. Darst.
ISBN:	9783899842999

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Record in the Search Index

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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
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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

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