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Property Asset Bubbles: Evidence from the Sydney Office Market
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Property Asset Bubbles: Evidence from the Sydney Office Market (2000)Property Asset Bubbles: Evidence from the…The Global Real Estate Crash: Evidence from an International Database (2001)The Global Real Estate Crash:…The Workings of the London Office Market (1999)The Workings of the London Of…The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets (1996)The Strategic Exercise of Opt…Rental Adjustment and Valuation in Overbuilt Markets: Evidence from the Sydney Office Market (1996)Rental Adjustment and Valuati…The present value model with time-varying discount rates: Implications for commercial property valuation and investment decisions (1995)The present value model with …The persistence of real estate cycles (1995)The persistence of real estat…Commercial property market prices and valuations: Analysing the correspondence (1995)Commercial property market pr…Bubbles in Metropolitan Housing Markets (1994)Bubbles in Metropolitan Housi…Why Does the Stock Market Fluctuate? (1993)Why Does the Stock Market Flu…Investment and Hysteresis (1992)Investment and HysteresisCAUSES AND CONSEQUENCES OF THE 1980s COMMERCIAL CONSTRUCTION BOOM (1992)CAUSES AND CONSEQUENCES OF TH…Symposium on Bubbles (1990)Symposium on BubblesForecasting Prices and Excess Returns in the Housing Market (1990)Forecasting Prices and Excess…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles (2007)Signal Extraction with Kalman…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Rational herding in financial economics (1996)Is There a Bubble in the Housing Market? (2003)Distance and Private Information in Lending (2010)Short- Term Interest Rates as Predictors of Inflation (2021)House Price Dynamics: The Role of Tax Policy and Demography (1991)Regional Evolutions (1992)A Simple Error Correction Model of House Prices (1999)Bank lending and property prices in Hong Kong (2004)The Long-Run Relationship between House Prices and Income: Evidence from Local Housing Markets (2006)Theory of Rational Option Pricing (1973)The Value of Waiting to Invest (1982)Rational Expectations, Market Fundamentals and Housing Price Volatility (1996)Real Estate Cycles and Their Strategic Implications for Investors and Portfolio Managers in the Global Economy (1999)Theory of rational option pricing (2005)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Challenges to the practical implementation of modeling and valuing real options (1998)Real Estate “Cycles”: Some Fundamentals (1999)Macroeconomics and housing: a review of the literature (2004)Toward a Model of the Office Building Sector (1984)Estimation of the Rental Adjustment Process (2002)Investor Rationality: Evidence from U.K. Property Capitalization Rates (2005)Office Space Supply Restrictions in Britain: The Political Economy of Market Revenge (2008)The Economics of Commercial Property Markets (2010)Irreversibility, Uncertainty, and Cyclical Investment (1980)Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Applications of Social Capital in Educational Literature: A Critical Synthesis (2002)Economic Geography and Public Policy (2011)On the Impossibility of Informationally Efficient Markets (1980)Credit Rationing in Markets with Imperfect Information (1981)Assessing High House Prices: Bubbles, Fundamentals, and Misperceptions (2005)Housing Price Bubbles in Hong Kong, Beijing and Shanghai: A Comparative Study (2006)Liquidity: A New Monetarist Perspective (2017)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Dividend yields and expected stock returns (1988)Money Illusion and Housing Frenzies (2007)How Does Information Quality Affect Stock Returns? (2000)Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility (2009)Diagnostic Expectations and Stock Returns (2019)
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References

  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 1992Investment and Hysteresis985 cited
  • 1996The Strategic Exercise of Options: Development Cascades and Overbuilding in Real Estate Markets632 cited
  • 1990Forecasting Prices and Excess Returns in the Housing Market582 cited
  • 1994Bubbles in Metropolitan Housing Markets541 cited
  • 1990Symposium on Bubbles451 cited
  • 1993Why Does the Stock Market Fluctuate?418 cited
  • 1995The persistence of real estate cycles200 cited
  • 1999The Workings of the London Office Market154 cited
  • 1995Commercial property market prices and valuations: Analysing the correspondence112 cited
  • 1996Rental Adjustment and Valuation in Overbuilt Markets: Evidence from the Sydney Office Market93 cited
  • 1995The present value model with time-varying discount rates: Implications for commercial property valuation and investment decisions84 cited
  • 1992CAUSES AND CONSEQUENCES OF THE 1980s COMMERCIAL CONSTRUCTION BOOM66 cited
  • 2001The Global Real Estate Crash: Evidence from an International Database53 cited

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Cited by

  • 2007Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles60 cited