Sökning: "Real Estate Investment Trusts"

Visar resultat 1 - 5 av 14 uppsatser innehållade orden Real Estate Investment Trusts.

1. 1. Network Connectedness in Financial Markets

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Andrea Marcolini; [2024]
   Nyckelord :Systemic risk modeling; US REITs connectedness; S P 500 connectedness; Returns and realized volatilities prediction;

   Sammanfattning : This paper is a collection of two different theses discussing the prediction of the returns and volatilities of the S&P 500 constituents and of US Real Estate Investment Trusts (REITs) by analyzing their centrality within the financial market network. Both empirical works summarize the relevant financial and network literature, demonstrating how modeling stock connectedness within financial markets makes it possible to create returns and volatility predictors, improving investors' portfolio allocations and achieved investment Sharpe ratios. LÄS MER

3. 2. The determinants of capital structure- In the light of a financial crisis

   Kandidat-uppsats,

   Författare :Annie Holmström; Tobias Mägi; [2020-07-06]
   Nyckelord :Global Financial Crisis; Real Estate Market; Capital Structure; Leverage; REIT;

   Sammanfattning : This thesis investigates how the 2008 financial crisis affected the determinants of capital structure of Real Estate Investment Trusts. The crisis brought both regulatory and behavioral changes and we examined how these changes affected a firm’s financing choices. LÄS MER

4. 3. En undersökning av kapitalstrukturen hos kanadensiska REIT-bolag

   Kandidat-uppsats, Lunds universitet/Företagsekonomiska institutionen

   Författare :Walter Behrman; Jesper Vitoonbundit Örnborn; Omid Mirkhandan; [2020]
   Nyckelord :Real Estate Investment Trusts; REIT; Kanada; Kapitalstruktur; Trade-off teorin; Pecking order teorin; Market timing teorin.; Business and Economics;

   Sammanfattning : Syfte: Undersöka kapitalstrukturen hos REIT-bolag i Kanada och vilka faktorer som påverkar dessa bolags val av kapitalstruktur. Vidare ämnas rådande teorier inom ämnet kapitalstruktur appliceras för att testa deras förmåga att förklara kapitalstrukturen hos REIT-bolag på den kanadensiska marknaden. LÄS MER

5. 4. Investigating the Long- and the Short-Run Diversification Potential of REITs for Private Investors

   Magister-uppsats, Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

   Författare :Klara Granath; Charlotta Carlsson; [2019]
   Nyckelord :REIT; Portfolio Diversification; DCC-GARCH; Johansen’s Cointegration; Granger Causality;

   Sammanfattning : Real estate is commonly viewed as a good diversification tool since the real estate market cycle exhibit low correlations to other asset classes. Moreover, Real Estate Investment Trusts (REITs) have become increasingly popular in the past decades since this investment form offers private investors a convenient way of diversifying stock portfolios with real estate. LÄS MER

7. 5. Explaining the NAV Discount in REIT pricing - Evidence from the U.S.

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Jerry Aaltonen; Bowen Li; [2019]
   Nyckelord :REITs; Dynamic relationship; NAV discount; Closed-end fund puzzle; United States;

   Sammanfattning : This paper investigates the relationship between stock price and net asset value (NAV) for 71 real estate investment trusts (REITs) in the U.S. between Q1/1998 and Q4/2018. More specifically, by testing for cointegration, we look for evidence of a long-term equilibrium between stock price and NAV. LÄS MER