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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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A real options approach to distressed property Borrower-Lender reconciliation
Moore, David J.; Ikromov, Nuriddin - In: Journal of mathematical finance 5 (2015) 1, pp. 73-81
Persistent link: https://www.econbiz.de/10011398644
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Mean reversion and momentum : another look at the price-volume correlation in the real estate market
Arbel, Yuval; Ben-Shahar, Danny; Sulganik, Eyal - In: The journal of real estate finance and economics 39 (2009) 3, pp. 316-335
Persistent link: https://www.econbiz.de/10003900725
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Housing market dynamics : evidence of mean reversion and downward rigidity
Gao, Andre; Lin, Zhenguo; Na, Carrie Fangzhou - In: Journal of housing economics 18 (2009) 3, pp. 256-266
Persistent link: https://www.econbiz.de/10003927864
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An extrapolative model of house price dynamics
Glaeser, Edward L.; Nathanson, Charles G. - 2015
Persistent link: https://www.econbiz.de/10010510698
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An anatomy of price dynamics in illiquid markets : analysis and evidence from local housing markets
Capozza, Dennis R.; Hendershott, Patric H.; Mack, Charlotte - In: Real estate economics : journal of the American Real … 32 (2004) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10002075194
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Determinants of real house price dynamics
Capozza, Dennis R.; Hendershott, Patric H.; Mack, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001708496
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Selectivity, quality adjustment and mean reversion in the measurement of house values
Hwang, Min; Quigley, John M. - In: The journal of real estate finance and economics 28 (2004) 2/3, pp. 161-178
Persistent link: https://www.econbiz.de/10001955292
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Housing Market Dynamics : Evidence of Mean Reversion and Downward Rigidity
Gao, Andre - 2012
House prices often exhibit serial correlation and mean reversion. Using two large panel datasets, this paper analyzes the price dynamics in two significantly different types of markets, cyclical (or volatile) and non-cyclical (or tame), by applying the autoregressive mean reversion (ARMR) model....
Persistent link: https://www.econbiz.de/10013115947
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Mean Reversion and Momentum : Another Look at the Price-Volume Correlation in the Real Estate Market
Arbel, Yuval - 2009
apply an adaptive expectation regression model to test consumers' belief in both mean reversion and momentum price patterns … momentum and mean reversion processes, the effect of the latter generally dominates. Moreover, while the data does not allow …
Persistent link: https://www.econbiz.de/10013157579