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By adopting the ‘REIT laboratory’ and incorporating REIT-specific Fama-French factors, Nick Martin Trefz builds the foundation to appropriately isolate the parameters of interest and to transparently investigate the areas of interest (Short Selling, Covid-19, and ESG) throughout the chapters in this book.
Nick Martin Trefz is currently running his own investment management company and was previously employed as a research assistant in the finance department under the supervision of Prof. Jan Mutl, PhD at EBS Business School, EBS Universität für Wirtschaft und Recht, Wiesbaden, Germany.
Introduction.- Modified Fama-French Factors for REITs and the Impact of Short Selling.- Impacts of the Covid-19 Crisis on US Real Estate Investments: A Sectoral Performance and Spillover Analysis.- ESG Stocks in Times of Crisis: Evidence from US REITs During Covid-19.- Summary and Conclusion.- References.