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The Resource Essays on the Impact of Sentiment on Real Estate Investments

Essays on the Impact of Sentiment on Real Estate Investments

Label
Essays on the Impact of Sentiment on Real Estate Investments
Title
Essays on the Impact of Sentiment on Real Estate Investments
Creator
Subject
Language
eng
Member of
Cataloging source
MiAaPQ
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Essays in Real Estate Research
Essays on the Impact of Sentiment on Real Estate Investments
Label
Essays on the Impact of Sentiment on Real Estate Investments
Link
http://libproxy.rpi.edu/login?url=https://ebookcentral.proquest.com/lib/rpi/detail.action?docID=4084504
Publication
Copyright
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Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Preface of the Editor -- Preface of the Author -- Table of Contents -- List of Abbreviations -- List of Figures -- List of Tables -- 1 Introduction -- 2 The Impact of Investor Sentiment on REIT Returns -- 2.1 Introduction -- 2.2 Literature Review -- 2.3 Data and Methodology -- 2.3.1 Data -- 2.3.2 The GARCH Model without Sentiment -- 2.3.3 The Sentiment Threshold GARCH Model -- 2.4 Empirical Results -- 2.4.1 Augmented Dickey-Fuller Test and KPSS Test -- 2.4.2 Summary Statistics -- 2.4.3 The GARCH Model without Sentiment -- 2.4.4 The Sentiment Threshold GARCH Model -- 2.5 Conclusions -- 2.6 Appendix for Chapter Two -- 3 Investor Sentiment and the Return and Volatility of REITs and Non-REITs during the Financial Crisis -- 3.1 Introduction -- 3.2 Theoretical Background -- 3.3 Data and Methodology -- 3.3.1 Data -- 3.3.2 The GARCH-M Model -- 3.3.3 Empirical Hypotheses -- 3.4 Empirical Results -- 3.4.1 Summary Statistics -- 3.4.2 The GARCH-M Model -- 3.5 Conclusions -- 3.6 Appendix for Chapter Three -- 4 The Impact of Consumer Sentiment on the Number of New Home Sales -- 4.1 Introduction -- 4.2 Literature Review -- 4.3 Data -- 4.4 Methodology -- 4.4.1 The Basic Unobserved Component Model (UCM) -- 4.4.2 A Model with Additional Components -- 4.5 Empirical Results -- 4.5.1 Summary Statistics -- 4.5.2 UCM with all Variables -- 4.5.3 UCM with Significant Variables -- 4.5.4 Other Models -- 4.6 Conclusion -- 4.7 Appendix for Chapter Four -- 5 Dissertation Conclusions -- References
http://library.link/vocab/cover_art
https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9783658116378&userID=ebsco-test&password=ebsco-test
Dimensions
unknown
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b4384074'}
Extent
1 online resource (133 pages)
Form of item
online
Isbn
9783658116378
Media category
computer
Media MARC source
rdamedia
Media type code
c
Sound
unknown sound
Specific material designation
remote

Library Locations

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      110 8th St, Troy, NY, 12180, US
      42.729766 -73.682577
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