Value and momentum in the cross section of housing market returns of New Zealand
Year of publication: |
2022
|
---|---|
Authors: | Dunstan, Daniel ; Hao, Jinji |
Published in: |
New Zealand economic papers. - London [u.a.] : Routledge, Taylor & Francis Group, ISSN 1943-4863, ZDB-ID 2400373-6. - Vol. 56.2022, 3, p. 258-271
|
Subject: | capital gains | housing market | Momentum | new zealand | rental yield | value | Neuseeland | New Zealand | Kapitaleinkommen | Capital income | Wohnungsmarkt | Housing market | Immobilienpreis | Real estate price | Immobilienmarkt | Real estate market |
-
Hedonic price-rent ratios, user cost, and departures from equilibrium in the housing market
Hill, Robert J., (2014)
-
Homebuyer purchase decisions : are they anchoring to appraisal values or market prices?
Cheung, Ka Shing, (2022)
-
Loss aversion in New Zealand housing
Greenaway-McGrevy, Ryan, (2020)
- More ...
-
GARCH option pricing models, the CBOE VIX, and variance risk premium
Hao, Jinji, (2013)
-
Shadow Banking and Asset Pricing
Hao, Jinji, (2018)
-
A Model-Free Tail Risk Index and Its Return Predictability
Hao, Jinji, (2017)
- More ...