The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets

Abstract The information relationship between real estate investment trusts and stock markets has garnered significant interest in finance; however, the time-varying information flow between the two can vary due to different market conditions. This study scrutinizes the information-leading roles bet...

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Bibliographic Details
Main Authors: Sihyun An, Jihae Kim, Gahyun Choi, Hanwool Jang, Kwangwon Ahn
Format: Article
Language:English
Published: Springer Nature 2024-11-01
Series:Humanities & Social Sciences Communications
Online Access:https://doi.org/10.1057/s41599-024-04146-3
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