News flow and REIT returns: evidence from Singapore

• Main Authors: Chakravarty Diya, Jayaraj Vinayak
• Other Authors: Yeow Hwee Chua
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Social Sciences; REITs; Information flow; LDA; VAR analysis; Newspapers
• Online Access: https://hdl.handle.net/10356/175552
• Institution: Nanyang Technological University

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...