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In their paper, "Calendar Anomalies: The Case of International Property Shares," recently published in the Journal of Real Estate Finance and Economics, Dirk Brounen and colleagues analyse the price dynamics of international property shares for the ten most prominent markets around the world. They focus on the presence of calendar effects in daily and monthly price returns and examine these effects both over time and across countries.

Participants
  • Oliver
    Role: Faculty
    Reference type: Featured
Media Outlets
  • Real Estate Weekly News (Scientific or industry journal)