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Essays on the Impact of Sentiment on Real Estate Investments

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  • 136 pages
  • 5 hours of reading

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The book explores the influence of investor and consumer sentiment on real estate decisions, particularly focusing on Real Estate Investment Trusts (REITs) and home-buying behavior in the U.S. Anna Mathieu employs a GARCH-Model to analyze how sentiment affects REIT returns and volatility during the financial crisis. Additionally, she examines consumer sentiment's role in household decisions to purchase new homes, utilizing a dataset of 385 monthly observations from 1978 to 2010 to validate her hypotheses.

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Essays on the Impact of Sentiment on Real Estate Investments, Anna Mathieu

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Released
2015
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(Hardcover)
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