SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Predictability of House Prices
6 references·4 citing·39 second hop
The Predictability of House Prices (2002)The Predictability of House PricesSystematic Behavior in Real Estate Investment Risk: Performance Persistence in NCREIF Returns (1996)Systematic Behavior in Real E…No news is good news (1992)No news is good newsA Variance-Ratio Test of Random Walks in Foreign Exchange Rates (1991)A Variance-Ratio Test of Rand…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Expected stock returns and volatility (1987)Expected stock returns and vo…An empirical test of the efficiency of the housing market (1986)An empirical test of the effi…House price return volatility patterns in Turkey, Istanbul, Ankara and Izmir (2016)House price return volatility…MARKET EFFICIENCY AND RETURN PREDICTABILITY IN THE EMERGING SECURITIZED REAL ESTATE MARKETS (2011)MARKET EFFICIENCY AND RETURN …Integrating Illiquid Assets into the Portfolio Decision Process (2011)Integrating Illiquid Assets i…Analysis of Financial Time-Series Using Fourier and Wavelet Methods (2008)Analysis of Financial Time-Se…Postwar U.S. Business Cycles: An Empirical Investigation (1997)A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management (2011)Heading towards sustainable environment: exploring the dynamic linkage among selected macroeconomic variables and ecological footprint using a novel dynamic ARDL simulations approach (2021)Hybrid wavelet-neural network models for time series (2023)Expectations and Exchange Rate Dynamics (1976)Asset Prices in an Exchange Economy (1978)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)TESTS OF RANDOM WALK AND MARKET EFFICIENCY FOR LATIN AMERICAN EMERGING EQUITY MARKETS (1995)Alternative Variance-Ratio Tests Using Ranks and Signs (2000)Stock Market Openings: Experience of Emerging Economies (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)House Price Dynamics: A Survey of Theoretical and Empirical Issues (2001)Forecasting Real Estate Prices (2013)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Efficiency of the Market for Single-Family Homes (1988)Risk Aversion and Expected-utility Theory: A Calibration Theorem (2000)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Extending UTAUT Theory to Compare South Korean and Chinese Institutional Investors’ Investment Decision Behavior in Cambodia: A Risk and Asset Model (2019)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Monte Carlo Simulation for Data Volatility Analysis of Stock Prices in Islamic Finance for Malaysia Composite Index (2019)Volatility clustering, risk-return relationship and asymmetric adjustment in the Finnish housing market (2020)Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison (1993)Real estate is not normal: A fresh look at real estate return distributions (1995)Agency Costs and Inefficiency in Commercial Real Estate (1997)Interest rate risk and time‐varying excess returns for Asian property stocks (2006)Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices (2011)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cross‐Section of Volatility and Expected Returns (2006)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)
this work references cited by second hop

References

  • 1987Expected stock returns and volatility4,147 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,759 cited
  • 1992No news is good news1,929 cited
  • 1991A Variance-Ratio Test of Random Walks in Foreign Exchange Rates261 cited
  • 1986An empirical test of the efficiency of the housing market115 cited
  • 1996Systematic Behavior in Real Estate Investment Risk: Performance Persistence in NCREIF Returns41 cited

Cited by

  • 2008Analysis of Financial Time-Series Using Fourier and Wavelet Methods54 cited
  • 2011Integrating Illiquid Assets into the Portfolio Decision Process53 cited
  • 2016House price return volatility patterns in Turkey, Istanbul, Ankara and Izmir18 cited
  • 2011MARKET EFFICIENCY AND RETURN PREDICTABILITY IN THE EMERGING SECURITIZED REAL ESTATE MARKETS16 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work