Affiliation:
1. University of Reading, Reading, UK
Abstract
Real estate investment trade (REIT) memory as illustrated by variations including their Greeks tend to vary during the [0;[Formula: see text]32] window of portfolio formation, i.e. acquisitions. This is partly due to acquisition activities and intensity which tend to be “higher” during the time to expiration. Prior REIT studies explored variances based on long-term measures without focusing on the discrete nature of variations. This article, empirically presents discrete variations at different points in time. Results illustrate that memory decreases as time to expiration approaches maturity. Given high intensity during acquisitions, one infers that memory illustrated in this paper is likely to be optimal one.
Publisher
World Scientific Pub Co Pte Lt
Subject
Economics and Econometrics,Finance,Business and International Management
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. The Theory of Uncertaintism;Review of Pacific Basin Financial Markets and Policies;2021-09