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- W2743202482 abstract "We test for the existence of single and multiple bubble periods in four Real Estate Investment Trust (REIT) indices using the Supremum Augmented Dickey-Fuller (SADF) and the Generalized SADF. These methods allow us to estimate the beginning and the end of bubble periods. Our results provide statistically significant evidence of speculative bubbles in the REIT index and its three components: Equity, Mortgage and Hybrid REITs. These results may be valuable for real estate financial managers and for investors in REITs." @default.
- W2743202482 created "2017-08-17" @default.
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- W2743202482 date "2015-10-19" @default.
- W2743202482 modified "2023-09-27" @default.
- W2743202482 title "Date Stamping Bubbles in Real Estate Investment Trusts" @default.
- W2743202482 hasPublicationYear "2015" @default.
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