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Bubbles in the Australian housing market
Baur, Dirk G.; Heaney, Richard A. - In: Pacific-Basin finance journal 44 (2017), pp. 113-126
Persistent link: https://www.econbiz.de/10011800748
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Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
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Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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The impact of large investors on the portfolio optimization of single-family houses in housing markets
Yilmaz, Bilgi; Korn, Ralf; Selcuk-Kestel, A. Sevtap - In: Computational economics 61 (2023) 2, pp. 855-873
Persistent link: https://www.econbiz.de/10014228464
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The other (commercial) real estate boom and bust : the effects of risk premia and regulatory capital arbitrage
Duca, John V.; Ling, David C. - In: Journal of banking & finance 112 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012225318
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Momentum and mean reversion in regional housing markets : evidence from variance ratio tests
Oikarinen, Elias; Schindler, Felix - In: International journal of strategic property management 19 (2015) 3, pp. 220-234
Persistent link: https://www.econbiz.de/10011544976
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The Effect of Housing on Portfolio Choice
Chetty, Raj - 2015
Economic theory predicts that home ownership should have a negative effect on risk-taking in financial portfolios … divergence between the theory and data. First, it is critical to distinguish between home equity wealth and mortgage debt, as … portfolio choice, as theory predicts …
Persistent link: https://www.econbiz.de/10013038822
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Do lenders make less-informed investments in high-growth housing markets?
Chen, Sophia; Ratnovski, Lev; Sun, Yangfan - 2021
markets and experience greater stock return volatility. When these lenders expand to high-growth markets, they also ration …
Persistent link: https://www.econbiz.de/10012612342
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The Effect of Housing on Portfolio Choice
Chetty, Raj - 2010
Economic theory predicts that home ownership should have a negative effect on risk-taking in financial portfolios … divergence between the theory and data. First, it is critical to distinguish between home equity wealth and mortgage debt, as … portfolio choice, as theory predicts …
Persistent link: https://www.econbiz.de/10012462655
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The Effect of Housing on Portfolio Choice
Chetty, Raj - 2016
We show that characterizing the effects of housing on portfolios requires distinguishing between the effects of home equity and mortgage debt. We isolate exogenous variation in home equity and mortgages by using differences across housing markets in house prices and housing supply elasticities...
Persistent link: https://www.econbiz.de/10012983105