South African real estate investment trusts prefer Tuesdays
This study examines the day-of-the-week effect on the returns of different classifications of South African REITs. Ordinary least squares regression (OLS), generalized autoregressive conditional heteroskedasticity (GARCH) (1,1) (2,1), and Kruskal–Wallis (KW) tests were performed on data obtained fro...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024
|
| Subjects: | |
| Online Access: | https://repository.londonmet.ac.uk/9413/1/jrfm-17-00214-v2.pdf |