Analysis of Herding in Reits of an Emerging Market: The Case of Turkey
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DOI: 10.1080/10835547.2018.12090007
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- Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016. "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers 201666, University of Pretoria, Department of Economics.
References listed on IDEAS
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Citations
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Cited by:
- Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019.
"Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 23(1), pages 88-113, March.
- Esin Cakan & Riza Demirer & Rangan Gupta & Josine Uwilingiye, 2019. "Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market," Working Papers 201921, University of Pretoria, Department of Economics.
- Omokolade Akinsomi & Yener Coskun & Rangan Gupta & Chi Keung Marco Lau, 2016.
"Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs,"
Working Papers
201688, University of Pretoria, Department of Economics.
- Kola Akinsomi & Yener Coskun & Rangan Gupta & Marco Lau Chi Keung, 2018. "Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs," ERES eres2018_52, European Real Estate Society (ERES).
- Yener Coskun & Isil Erol & Giacomo Morri, 2021. "Why do Turkish REITs trade at discount to net asset value?," Empirical Economics, Springer, vol. 60(5), pages 2227-2259, May.
- Yener Cos‚kun & A. Sevtap Selcuk-Kestel & Bilgi Yilmaz, 2017. "Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(4), pages 199-215, December.
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JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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