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Speculative behavior in a housing market : boom and bust
Zheng, Min; Wang, Hefei; Wang, Chengzhang; Wang, Shouyang - In: Economic modelling 61 (2017), pp. 50-64
Persistent link: https://www.econbiz.de/10011736700
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Date-stamping US housing market explosivity
Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - 2017
Generalized sup ADF (GSADF) test procedure developed by Phillips, Shi, and Yu (Testing for Multiple Bubbles: Historical Episodes …
Persistent link: https://www.econbiz.de/10011674010
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Asset Pricing and the Housing Market
Weeken, Olaf - 2015
unsustainable, there is uncertainty as to the sustainability of the level of house prices. This article applies asset-pricing theory …
Persistent link: https://www.econbiz.de/10014065745
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Chapter 11. Housing Bubbles
Glaeser, Edward L.; Nathanson, Charles G. - In: Handbook of regional and urban economics : volume 5, (pp. 701-751). 2015
bubble. In this chapter, we review the stylized facts of housing bubbles and discuss theories that can potentially explain … swings in simple rational models. An incorrectly underpriced default option can make rational bubbles more likely. Many … nonrational explanations for real estate bubbles exist, but the most promising theories emphasize some form of trend chasing …
Persistent link: https://www.econbiz.de/10014025304
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Misinformed Speculators and Mispricing in the Housing Market
Chinco, Alex - 2014
This paper uses transactions-level deeds records to examine how out-of-town second house buyers contributed to mispricing in the housing market. We document that out-of-town second house buyers behaved like misinformed speculators and drove up both house price and implied-to-actual rent ratio...
Persistent link: https://www.econbiz.de/10013060684
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Speculative dynamics of prices and volume
DeFusco, Anthony A.; Nathanson, Charles G.; Zwick, Eric - In: Journal of financial economics 146 (2022) 1, pp. 205-229
Persistent link: https://www.econbiz.de/10013482207
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Rational housing demand bubble
Clain-Chamosset-Yvrard, Lise; Raurich-Puigdevall, Xavier; … - 2022
Persistent link: https://www.econbiz.de/10013263320
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A Model-Free Test of Rational Bubbles : An Application to the US Housing Market
Basco, Sergi; Schäfer-i-Paradís, Maximilian - 2022
”bubbles”. In this paper, we provide a model-free test of rational bubbles and we apply it to the U.S. housing market. Based on …
Persistent link: https://www.econbiz.de/10013404365
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Speculators and Price Overreaction in the Housing Market
Fu, Yuming - 2013
This paper investigates the role of speculators in the housing market, specifically their contribution to price overreaction through positive feedback trading (or momentum trading). We exploit a unique dataset of condominium transactions in a residential real estate market where transaction...
Persistent link: https://www.econbiz.de/10013083281
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Speculators and Price Overreaction in the Housing Market
Fu, Yuming - 2012
This paper investigates the role of speculators in the housing market, specifically their contribution to price overreaction through positive feedback trading (or momentum trading). We exploit a unique dataset of condominium transactions in a residential real estate market where transaction...
Persistent link: https://www.econbiz.de/10013115047