Price and volatility persistence of the US REITs market
Abstract This study revisits the issue of REITs market efficiency for the US having discovered two notable gaps. Noting the complexities, structural changes and nonlinearities in modern financial markets, we employ the fractional integration technique which performs better than other commonly used t...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
SpringerOpen
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/a5aa29876b3f435c8d14441327976cc6 |
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