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WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETS
5 references·16 citing·44 second hop
WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETS (1984)WEAK FORM TESTS OF THE EFFICIENCY OF REAL…A Theory of Common Stock Returns Over Trading and Non-Trading Periods (1980)A Theory of Common Stock Retu…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Forecasting Australia's real house price index: A comparison of time series and machine learning methods (2020)Forecasting Australia's real …Housing price dynamics and bubble risk: the case of Turkey (2017)Housing price dynamics and bu…Forecasting Residential Real Estate Price Changes from Online Search Activity (2013)Forecasting Residential Real …Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices (2011)Predictability and Persistenc…Momentum in Residential Real Estate (2009)Momentum in Residential Real …State Enterprise Zones and Local Housing Markets (1999)State Enterprise Zones and Lo…Further Evidence on Real Estate Market Efficiency (1998)Further Evidence on Real Esta…HOUSING PRICE DIFFUSSION PATTERNS AT DIFFERENT AGGREGATION LEVELS: AN EXAMINATION OF HOUSING MARKET EFFICIENCY (1997)HOUSING PRICE DIFFUSSION PATT…Are Housing Price Cycles Driven by Irrational Expectations? 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this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 1978Some anomalous evidence regarding market efficiency1,419 cited
  • 1980A Theory of Common Stock Returns Over Trading and Non-Trading Periods146 cited

Cited by

  • 1997HOUSING PRICE DIFFUSSION PATTERNS AT DIFFERENT AGGREGATION LEVELS: AN EXAMINATION OF HOUSING MARKET EFFICIENCY122 cited
  • 2017Housing price dynamics and bubble risk: the case of Turkey116 cited
  • 1995Imperfect Information and Investor Inferences From Housing Price Dynamics109 cited
  • 2013Forecasting Residential Real Estate Price Changes from Online Search Activity106 cited
  • 1997Are Housing Price Cycles Driven by Irrational Expectations?101 cited
  • 1995Buyer Search Duration in the Residential Real Estate Market: The Role of the Real Estate Agent98 cited
  • 2020Forecasting Australia's real house price index: A comparison of time series and machine learning methods80 cited
  • 1999State Enterprise Zones and Local Housing Markets80 cited
  • 1998Further Evidence on Real Estate Market Efficiency79 cited

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1987
House Prices and a Flood Event: An Empirical Investigation of Market Efficiency
75 cited
  • 2009Momentum in Residential Real Estate73 cited
  • 1985Public Information and Abnormal Returns in Real Estate Investment71 cited
  • 1987Efficient Real Estate Markets: Paradox or Paradigm?†64 cited
  • 1987A Test of Weak‐Form Efficiency in Residential Real Estate Returns47 cited
  • 1991Empirical tests of real estate market efficiency44 cited
  • 2011Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices36 cited