Global ETD Search
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Showing 1 to 2 of 2 for “"Zero-Investment Portfolio"”.
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Essays in Real Estate Pricing
"Second, real estate investment trusts are used to pursue two related research questions: (a) Can a firm's characteristics be used to determine its pricing (as measured by the firm's dividend yield)? (b) After adjusting for these characteristics, do ""value"" firms outperform ""growth"" firms? The …
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Testing the Long-Term Profitability of the Short-Term Reversal Strategy
… strategy’s performance was evaluated using portfolios constructed as quantiles of 100 or 500 shares, respectively, where the investor had the option of implementing the reversal strategy immediately after an information-gathering period closed or a day thereafter. The time intervals used …