Cepni, Oguzhan; Dul, Wiehan; Gupta, Rangan; Wohar, Mark E.(Elsevier, 2021-12)
This paper investigates the impact of uncertainty shocks on REITs returns over a monthly period from 1972:01 to 2015:12, and sub-samples from 1972:01 to 2009:06, and 2009:07 to 2015:12, to accommodate for the possible ...
