Essays in Real Estate Research

Essays on the Impact of Sentiment on Real Estate Investments

Authors: Mathieu, Anna

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  • Publication in the field of economic sciences

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About this book

Anna Mathieu clarifies if real estate decisions are affected by investor and consumer sentiment and how severely the sentiment should be considered. With regard to international capital markets Mathieu conducts an analysis of the impact of investor sentiment on the return of the real estate-specific investment vehicle “Real Estate Investment Trust (REIT)” by applying a GARCH-Model. She investigates the effects of investor sentiment on the return and the underlying volatilities of REITs and Non-REITs during the financial crisis. The hypotheses are tested for validity in a GARCH-Model. Parallel to capital markets and thereby in changing from an indirect Real Estate investment perspective to a direct perspective the author conducts an analysis if consumer sentiment impacts the household decision to buy a new home in the US. Therefore a dataset with 385 monthly observations from 1978 to 2010 is tested by a component model. 

About the authors

Dr. Anna Mathieu wrote her dissertation at the Real Estate Management Institute (REMI) of the EBS European Business School.

Table of contents (5 chapters)

Table of contents (5 chapters)

Buy this book

eBook $64.99
price for USA (gross)
  • ISBN 978-3-658-11637-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.99
price for USA
  • ISBN 978-3-658-11636-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $84.99
price for USA
  • ISBN 978-3-658-13054-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Essays on the Impact of Sentiment on Real Estate Investments
Authors
Series Title
Essays in Real Estate Research
Copyright
2016
Publisher
Gabler Verlag
Copyright Holder
Springer Fachmedien Wiesbaden
eBook ISBN
978-3-658-11637-8
DOI
10.1007/978-3-658-11637-8
Hardcover ISBN
978-3-658-11636-1
Softcover ISBN
978-3-658-13054-1
Series ISSN
2570-2246
Edition Number
1
Number of Pages
XX, 115
Number of Illustrations
6 illustrations in colour
Topics