Further evidence on the (in-) efficiency of the U.S. housing market
Year of publication: |
2010
|
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Authors: | Schindler, Felix |
Publisher: |
Mannheim : Zentrum für Europäische Wirtschaftsforschung (ZEW) |
Subject: | Wohnungsmarkt | Effizienzmarktthese | Random Walk | Schätzung | USA | Housing market | weak-form market efficiency | random walk hypothesis | variance ratio tests | runs test | trading strategies |
Series: | ZEW Discussion Papers ; 10-004 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 616561067 [GVK] hdl:10419/30009 [Handle] RePEc:zbw:zewdip:10004 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; R31 - Housing Supply and Markets |
Source: |
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Further evidence on the (in-) efficiency of the U.S. housing market
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