eprintid: 1850
rev_number: 1
eprint_status: archive
userid: 1
dir: disk0/00/00/18/50
datestamp: 2020-04-23 05:32:26
lastmod: 2020-04-23 05:32:27
status_changed: 2020-04-23 05:32:26
type: thesis
metadata_visibility: show
creators_name: Abrahams, D.J.A.
title: Property transactions and the valuation effects of public REITs
ispublished: pub
full_text_status: public
abstract: REITs gain significant abnormal stock movement on the announcement day of a property transactions. It appears stock price adjustment to new information takes place in two days prior and one day after the announcement, not on the announcement day itself. This indicates the applied five-day event window is most accurate to capture the sole flux caused by the new information dispensed. Different as hypothesized, it can be concluded that on average, European REITs gain 1,04% cumulative abnormal returns surrounding the announcement date of property transactions. As expected, we found no evidence there is a significant difference between abnormal returns of dispositions and acquisitions.
date: 2013
date_type: published
thesis_type: master
degree_programme: VG
tutors_name: Brouwer, H.J.
keywords_local: real
keywords_local: public
keywords_local: epra
keywords_local: portfolio
keywords_local: focus
keywords_local: beursgenoteerd
keywords_local: transactions
keywords_local: transacties
keywords_local: reit
keywords_local: reits
keywords_local: waardering
keywords_local: estate
keywords_local: vastgoed
language_iso: en
titleorder: Property transactions and the valuation effects of public REITs
dbi: 5279103684ca1
imported_item: yes
date_of_import: 2020-04-22
imported_from: http://scripties.frw.eldoc.ub.rug.nl/root/ma/VG/2013/djaabrahams/
import_source_file: theses-frw-20200422132454-5279103684ca1.xml
date_issued: 2013-01-01
description_company: Rijksuniversiteit Groningen
citation:   Abrahams, D.J.A.  (2013) Property transactions and the valuation effects of public REITs.  Master thesis.   
document_url: https://frw.studenttheses.ub.rug.nl/1850/1/Master_Thesis_Daan_Abrahams_FI_1.pdf