This study examines asymmetries in real estate investment trust (REIT) returns using a variety of metrics, and compares them to several stock indexes and the U.S. long-term government bond index. The findings reveal that ...
We examine the relation between trading volume and skewness in 11 international stock markets using daily and monthly data from
January 1980 to August 2004. We construct single equation and VAR models of the relation ...
Hutson, Elaine; Mahony, Darragh(University College Dublin. School of Business. Centre for Financial Markets, 2008-04)
This study compares the takeover premiums for 55 private equity buyouts with 59
takeovers involving a public acquirer, from the US takeover market between 2004 and 2007. This investigation takes place amidst accusations ...