News flow and REIT returns: evidence from Singapore

• المؤلفون الرئيسيون: Chakravarty Diya, Jayaraj Vinayak
• مؤلفون آخرون: Yeow Hwee Chua
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2024
• الموضوعات: Social Sciences; REITs; Information flow; LDA; VAR analysis; Newspapers
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/175552

This study aims to contribute to the field of REITs literature by understanding the impact that newspapers have on price returns. While existing literature studies the spillover effects of information flow on asset classes like equity, bonds, commodity futures and even Bitcoins, there exists very li...