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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| 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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