Intraday Online Information Demand and its Relationship to REIT Prices

Q2 Economics, Econometrics and Finance

Journal of Real Estate Portfolio Management Pub Date : 2019-07-03 DOI:10.1080/10835547.2020.1791643

Katrin Kandlbinder, Marian Alexander Dietzel

引用次数: 0

Abstract

In this study we develop a fictional trading strategy based on Google search volumes on an hourly basis for the MSCI U.S. REIT Index to show whether there is a relationship between intraday online ...

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日间在线信息需求及其与房地产投资信托价格的关系

在这项研究中，我们为MSCI美国房地产投资信托指数开发了一种基于谷歌每小时搜索量的虚构交易策略，以显示日内在线交易和交易之间是否存在关系。。。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Real Estate Portfolio Management Economics, Econometrics and Finance-Economics, Econometrics and Finance (miscellaneous)

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期刊介绍： The Journal of Real Estate Portfolio Management (JREPM) is a publication of the American Real Estate Society (ARES). Its purpose is to disseminate applied research on real estate investment and portfolio management.