E-Books →Stock Price Dynamics of US REITs The Effect of Short Selling, Covid-19, and ESG
Published by: book24h on 14-01-2023, 05:29 | 
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Nick Martin Trefz, "Stock Price Dynamics of US REITs: The Effect of Short Selling, Covid-19, and ESG "
English | ISBN: 365840048X | 2023 | 190 pages | PDF | 4 MB
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.
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