Wang, Bingbing - In: Journal of Risk and Financial Management 14 (2021) 2, pp. 1-15
Using individual level transaction data and a revised difference-in-differences method with nonparametric smoothing, we study the effect of COVID-19 on house prices. The analyses are performed on the areas of Houston, Santa Clara, Honolulu, Irvine, and Des Moines in the US, which vary in the...