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Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches
16 references·1 citing·38 second hop
Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches (2015)Intercity Information Diffusion and Price…Superstar Cities (2013)Superstar CitiesThe Causal Impact of Media in Financial Markets (2011)The Causal Impact of Media in…In Search of Attention (2011)In Search of AttentionDoes Public Financial News Resolve Asymmetric Information? (2010)Does Public Financial News Re…A spatio-temporal model of house prices in the USA (2010)A spatio-temporal model of ho…Media Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…Tipping and the Dynamics of Segregation* (2008)Tipping and the Dynamics of S…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Disagreement and the Stock Market (2007)Disagreement and the Stock Ma…Regional House Prices and the Ripple Effect: A New Interpretation (1999)Regional House Prices and the…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Estimation of a Change Point in Multiple Regression Models (1997)Estimation of a Change Point …The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …Information and Competitive Price Systems (1976)Information and Competitive P…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy (2015)Fundamentals and the Volatili…A Regression Method for Real Estate Price Index Construction (1963)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Rational herding in financial economics (1996)Is There a Bubble in the Housing Market? (2003)The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)Short- Term Interest Rates as Predictors of Inflation (2021)The General Theory of Employment, Interest and Money. (1936)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Agreeing to Disagree (1976)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)The Use of Knowledge in Society (1996)Continuous Auctions and Insider Trading (1985)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Segmentation and Cross‐predictability of Returns (2010)The Pollution Premium (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Carbon Tail Risk (2018)On Persistence in Mutual Fund Performance (1997)Text-Based Network Industries and Endogenous Product Differentiation (2011)Textual Analysis in Accounting and Finance: A Survey (2016)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Sentiment During Recessions (2012)Text as Data (2019)Oil and the Macroeconomy since World War II (1983)Testing for Granger non-causality in heterogeneous panels (2012)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)… and the Cross-Section of Expected Returns (2015)
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  • 2015Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy48 cited