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Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation
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Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation (2008)Time Variation of Liquidity in the Privat…Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)Housing Market Dynamics: On t…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets (2004)An Anatomy of Price Dynamics …The Trade-off Between the Selling Price of Residential Properties and Time-on-the-Market: The Impact of Price Setting (2003)The Trade-off Between the Sel…Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Differences of Opinion, Short…Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices (2003)Controlling for the Impact of…A Century of Stock Market Liquidity and Trading Costs (2002)A Century of Stock Market Liq…The High‐Volume Return Premium (2001)The High‐Volume Return PremiumMarket Liquidity and Trading Activity (2001)Market Liquidity and Trading …A Theory of Liquidity in Residential Real Estate Markets (2001)A Theory of Liquidity in Resi…Price Momentum and Trading Volume (2000)Price Momentum and Trading Vo…Leverage and House-Price Dynamics in U.S. Cities (1999)Leverage and House-Price Dyna…Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects (1995)Prices and Trading Volume in …Equity and Time to Sale in the Real Estate Market (1994)Equity and Time to Sale in th…Prices and Trading Volume in the Housing Market: A Model with Downpayment Effects (1993)Prices and Trading Volume in …Vacancy, Search, and Prices in a Housing Market Matching Model (1990)Vacancy, Search, and Prices i…Artificial intelligence, news sentiment, and property market liquidity (2019)Artificial intelligence, news…Liquidity risk and cross-sectional return in the housing market (2015)Liquidity risk and cross-sect…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Research in emerging markets finance: looking to the future (2002)Flight to Quality, Flight to Liquidity, and the Pricing of Risk (2004)Recent trends in trading activity and market quality (2011)Noise Trader Risk in Financial Markets (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Breadth of ownership and stock returns (2002)Downside Risk (2006)The Efficiency of the Market for Single-Family Homes (1988)Search and matching in the housing market (2012)Housing Market Responses to Transaction Taxes: Evidence From Notches and Stimulus in the U.K. (2017)Searching for the Lowest Price When the Distribution of Prices Is Unknown (1974)Equilibrium Distributions of Sales and Advertising Prices (1977)Equilibrium Price Dispersion (1983)The social and private micro-level consequences of homeownership (2003)Momentum Traders in the Housing Market: Survey Evidence and a Search Model (2009)What moves housing markets: A variance decomposition of the rent–price ratio (2009)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A liquidity-augmented capital asset pricing model (2006)The Information in Option Volume for Future Stock Prices (2006)Do Retail Trades Move Markets? (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)Has Financial Development Made the World Riskier? (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Loss Aversion and Seller Behavior: Evidence from the Housing Market (2001)Portfolio Choice in the Presence of Housing (2004)HOUSING AND THE BUSINESS CYCLE* (2005)The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium (2016)The relationship between return and market value of common stocks (1981)Asset pricing and the bid-ask spread (1986)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Credit Supply and the Price of Housing (2015)Individualism and Momentum around the World (2010)Time Series Momentum (2011)
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References

  • 2000Price Momentum and Trading Volume1,593 cited
  • 2001Market Liquidity and Trading Activity1,555 cited
  • 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 1995Prices and Trading Volume in the Housing Market: A Model with Down-Payment Effects919 cited
  • 2001The High‐Volume Return Premium860 cited
  • 2015Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗751 cited
  • 1990Vacancy, Search, and Prices in a Housing Market Matching Model733 cited
  • 2002A Century of Stock Market Liquidity and Trading Costs484 cited
  • 2001A Theory of Liquidity in Residential Real Estate Markets359 cited
  • 2003The Trade-off Between the Selling Price of Residential Properties and Time-on-the-Market: The Impact of Price Setting345 cited
  • 1994Equity and Time to Sale in the Real Estate Market284 cited
  • 2004An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets272 cited
  • 2003Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices266 cited
  • 1999Leverage and House-Price Dynamics in U.S. Cities

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197 cited
  • 1993Prices and Trading Volume in the Housing Market: A Model with Downpayment Effects187 cited
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    • 2015Liquidity risk and cross-sectional return in the housing market23 cited
    • 2019Artificial intelligence, news sentiment, and property market liquidity20 cited