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Does the jump risk in the US market matter for Japan and Hong Kong? : an investigation on the REIT market
He, Chi-Wei; Chang, Kuang-Liang; Wang, Yung-Jang - In: Finance research letters 34 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012436527
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Volatility transmission in the real estate spot and forward markets
Wong, S. W.; Chau, K. W.; Yiu, C. Y. - In: The journal of real estate finance and economics 35 (2007) 3, pp. 281-293
Persistent link: https://www.econbiz.de/10003622021
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Can anchoring and loss aversion explain the predictability in the housing market?
Tin Cheuk Leung; Tsang, Kwok Ping - 2011
Persistent link: https://www.econbiz.de/10009259879
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Investment dynamics of the Greater China securitized estate markets
Liow, Kim Hiang; Newell, Graeme - In: The journal of real estate research 34 (2012) 3, pp. 399-428
Persistent link: https://www.econbiz.de/10009625519
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Can anchoring and loss aversion explain the predictability of housing prices?
Tin Cheuk Leung; Tsang, Kwok Ping - In: Pacific economic review 18 (2013) 1, pp. 41-59
Persistent link: https://www.econbiz.de/10009711314
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Forecasting real estate stock prices in Hong Kong : a State Space model approach
Li, Rita Yi Man; Huang, Yikun; Chau, K. W. - In: Econometric analyses of international housing markets, (pp. 57-79). 2016
Persistent link: https://www.econbiz.de/10011507490
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The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages
Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641
Persistent link: https://www.econbiz.de/10010416248
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Expectation, volatility and liquidity in the housing market
Zheng, Xian - In: Applied economics 47 (2015) 37/39, pp. 4020-4035
Persistent link: https://www.econbiz.de/10011294670
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Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?
Tsang, Kwok Ping - 2011
We offer an explanation of why changes of house price are predictable. Extending the static model in Leung and Tsang (2010), we analyze the housing market with loss averse sellers and anchoring buyers in a dynamic setting. Buyer's current offer price increases with the housing unit's previous...
Persistent link: https://www.econbiz.de/10013131112
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Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?
Leung, Tin Cheuk - 2011
We offer an explanation of why changes in house prices are predictable. Extending the static model in Leung and Tsang (2010), we analyze the housing market with loss averse sellers and anchoring buyers in a dynamic setting. A buyer's current offer price increases with the housing unit's previous...
Persistent link: https://www.econbiz.de/10013123541