The special role of real estate in stock markets:
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Regensburg
2015
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | III, 103 Blätter Illustrationen |
Internformat
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Datensatz im Suchindex
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| adam_text | THE SPECIAL ROLE OF REAL
ESTATE IN STOCK MARKETS
DISSERTATION ZUR ERLANGUNG DES GRADES
EINES DOKTORS DER WIRTSCHAFTSWISSENSCHAFT
EINGEREICHT AN DER FAKULTAT FUR WIRTSCHAFTSWISSENSCHAFTEN
DER UNIVERSITAT REGENSBURG
VORGELEGT VON: DIPL.-WIRT.-LNG. (UNIV.) KARIM ROCHDI
BERICHTERSTATTER: PROF. DR. STEPHAN BONE-WINKEL
PROF. DR. KLAUS RODER
TAG DER DISPUTATION: 19.11.2015
UNIVERSITAT REGENSBURG
IRE|BS INSTITUT FUR IMMOBILIENWIRTSCHAFT
HONORARPROFESSUR FUR IMMOBILIENENTWICKLUNG
UNIVERSITATSSTRALJE 31
D-93053 REGENSBURG
HTTP://D-NB.INFO/1081917318
TABLE OF CONTENTS
TABLE OF CONTENTS I
EXHIBITS ILL
1 INTRODUCTION 1
1.1 GENERAL MOTIVATION 1
1.2 RESEARCH QUESTIONS 3
1.3 COURSE OF ANALYSIS 5
1.4 REFERENCES 7
2 OUTPERFORMING THE BENCHMARK: ONLINE INFORMATION DEMAND AND REIT MARKET
PERFORMANCE 8
2.1 INTRODUCTION 9
2.2 LITERATURE REVIEW 10
2.3 DATA 12
2.3.1 INTERNET SEARCH QUERY DATA 12
2.3.2 SAMPLING NOISE 14
2.3.3 SEARCH TERMS 15
2.3.4 CAPITAL MARKET DATA 15
2.4 METHODOLOGY 16
2.5 ANALYSIS AND FINDINGS 19
2.5.1 PERFORMANCE AND RISK MEASURES 19
2.5.2 EMPIRICAL RESULTS 20
2.5.3 SUB-PERIODS 23
2.5.4 TESTING FOR RANDOMNESS 24
2.5.5 SEARCH RELEVANCE AND
IMPACT FACTOR 24
2.5.6 COMPARISON TO BROAD MARKET INDEX 25
2.5.7 OUT-OF-SAMPLE TESTING 25
2.6 CONCLUSION 26
2.7 REFERENCES 29
2.8 APPENDIX 34
3 DOES ASSET LIQUIDITY MATTER? EVIDENCE FROM REAL ESTATE STOCK MARKETS
37
3.1 INTRODUCTION 38
3.2 LITERATURE REVIEW 39
3.3 DATA ISSUES 41
3.4 METHODOLOGY AND RESEARCH DESIGN 43
3.5 EMPIRICAL RESULTS 46
3.5.1 DESCRIPTIVE STATISTICS 46
3.5.2 TIME-SERIES RESULTS 48
3.5.3 INVESTMENT STRATEGIES 54
3.5.4 CONCLUSION 56
3.6 REFERENCES 58
3.7 APPENDIX 64
4 THE RISK OF REAL ESTATE OWNERSHIP: EVIDENCE FROM GERMAN EQUITIES 67
4.1 INTRODUCTION 68
4.2 LITERATURE REVIEW 70
4.3 DATA ISSUES 72
4.4 METHODOLOGY AND RESEARCH DESIGN 76
4.5 EMPIRICAL RESULTS 79
4.5.1 DESCRIPTIVE STATISTICS 79
4.5.2 TIME-SERIES RESULTS 81
4.6 CONCLUSION 88
4.7 REFERENCES 90
4.8 APPENDIX 95
5 CONCLUSION 98
5.1 EXECUTIVE SUMMARY 98
5.2 FINAL REMARKS AND
FURTHER RESEARCH 101
5.3 REFERENCES 103
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| spelling | Rochdi, Karim Verfasser aut The special role of real estate in stock markets vorgelegt von Dipl.-Wirt.-Ing. (Univ) Karim Rochdi Regensburg 2015 III, 103 Blätter Illustrationen txt rdacontent n rdamedia nc rdacarrier Dissertation Universität Regensburg 2015 Immobilienanlage (DE-588)4120474-8 gnd rswk-swf Marktverhalten (DE-588)4135561-1 gnd rswk-swf Aktienmarkt (DE-588)4130931-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Immobilienanlage (DE-588)4120474-8 s Aktienmarkt (DE-588)4130931-5 s Marktverhalten (DE-588)4135561-1 s b DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028611233&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rochdi, Karim The special role of real estate in stock markets Immobilienanlage (DE-588)4120474-8 gnd Marktverhalten (DE-588)4135561-1 gnd Aktienmarkt (DE-588)4130931-5 gnd |
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| title | The special role of real estate in stock markets |
| title_auth | The special role of real estate in stock markets |
| title_exact_search | The special role of real estate in stock markets |
| title_full | The special role of real estate in stock markets vorgelegt von Dipl.-Wirt.-Ing. (Univ) Karim Rochdi |
| title_fullStr | The special role of real estate in stock markets vorgelegt von Dipl.-Wirt.-Ing. (Univ) Karim Rochdi |
| title_full_unstemmed | The special role of real estate in stock markets vorgelegt von Dipl.-Wirt.-Ing. (Univ) Karim Rochdi |
| title_short | The special role of real estate in stock markets |
| title_sort | the special role of real estate in stock markets |
| topic | Immobilienanlage (DE-588)4120474-8 gnd Marktverhalten (DE-588)4135561-1 gnd Aktienmarkt (DE-588)4130931-5 gnd |
| topic_facet | Immobilienanlage Marktverhalten Aktienmarkt Hochschulschrift |
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