Items where Author is "Xu, Weizhe"
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Exploring the asset growth effect in Green
REITs
Shared with the World by Elangkathir Duhindan
Green REITs have become a hot topic in
recent years. There have been plenty of
studies on the asset growth anomaly and
Green REITs' performance, yet little about
the asset growth effect among Green REITs.
To fill in this gap, this research adopted the
portfolio sort test and Fama-Macbeth
regressions and found out that although
the asset growth effect seems to exist and
has a different presentation from other
equities, the observed anomaly is likely
attributed to the difference in greenness
rather than the asset growth itself. This
research concluded that the asset growth
effect is not statistically significant in the
field of Green REITs.
Shared with the World by Elangkathir Duhindan