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Keywords: Calendar
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Journal Articles
Journal of Property Investment & Finance (2017) 35 (1): 58–74.
Published: 06 February 2017
.... Originality/value This research brings updated evidence of the contested calendar anomalies issues in REITs. It is considered that Bachelier (1900) was the first to recognise calendar-related irregularities. In his thesis (cited in Davis and Etheridge, 2006), Bachelier (1900) examined whether...
