Evidence of Size Effect in EU REIT markets
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 104 === This study examines the size effect in EU REIT markets after the subprime crisis. We utilize the four-factor and five-factor models constructed by Carhart (1997) and Fama and French (2015) to analyze the correlation between REIT sizes and returns. The samples...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54969716158807203793 |