Anna Mathieu clarifies if real estate decisions are affected by
investor and consumer sentiment and how severely the sentiment
should be considered. With regard to international capital markets
Mathieu conducts an analysis of the impact of investor sentiment on
the return of the real estate-specific investment vehicle "Real
Estate Investment Trust (REIT)" by applying a GARCH-Model. She
investigates the effects of investor sentiment on the return and
the underlying volatilities of REITs and Non-REITs during the
financial crisis. The hypotheses are tested for validity in a
GARCH-Model. Parallel to capital markets and thereby in changing
from an indirect Real Estate investment perspective to a direct
perspective the author conducts an analysis if consumer sentiment
impacts the household decision to buy a new home in the US.
Therefore a dataset with 385 monthly observations from 1978 to 2010
is tested by a component model.
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