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House Price Efficiency: Expectations, Sales, Symmetry
16 references·3 citing·39 second hop
House Price Efficiency: Expectations, Sales, Symmetry (2004)House Price Efficiency: Expectations, Sal…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Is There a Bubble in the Housing Market? (2003)Is There a Bubble in the Hous…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…The Impact of Zoning on Housing Affordability (2002)The Impact of Zoning on Housi…Determinants of Real House Price Dynamics (2002)Determinants of Real House Pr…Urban Decline and Durable Housing (2001)Urban Decline and Durable Hou…Loss Aversion and Seller Behavior: Evidence from the Housing Market (2001)Loss Aversion and Seller Beha…Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Chapter 41 Hedonic analysis of housing markets (1999)Chapter 41 Hedonic analysis o…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…REGIONAL HOUSE PRICES IN BRITAIN: LONG‐RUN RELATIONSHIPS AND SHORT‐RUN DYNAMICS (1993)REGIONAL HOUSE PRICES IN BRIT…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Specification and estimation of hedonic housing price models (1992)Specification and estimation …Spatial autocorrelation and neighborhood quality (1992)Spatial autocorrelation and n…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …The Behavior of Home Buyers in Boom and Post-Boom Markets (1988)The Behavior of Home Buyers i…Housing Markets and Migration: Evidence from New Zealand (2008)Housing Markets and Migration…What's the Beef with House Prices? Economic Shocks and Local Housing Markets (2006)What's the Beef with House Pr…Bi-Directional Impacts of Economic, Social and Environmental Changes and the New Zealand Housing Market (2006)Bi-Directional Impacts of Eco…Rational herding in financial economics (1996)Distance and Private Information in Lending (2010)Short- Term Interest Rates as Predictors of Inflation (2021)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)THE POWER OF COINTEGRATION TESTS (1992)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Spatial Processes, Models and Applications (1983)Spatial Econometrics: Methods and Models (1988)Analysis of Spatial Autocorrelation in House Prices (1998)Evidence of the Effects of Water Quality on Residential Land Prices (2000)The value of open spaces in residential land use (2002)Essays in Positive Economics (1954)Essays in Positive Economics. (1954)Assessing High House Prices: Bubbles, Fundamentals and Misperceptions (2005)A spatio-temporal model of house prices in the USA (2010)Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Prospect Theory: An Analysis of Decision under Risk (1979)Advances in prospect theory: Cumulative representation of uncertainty (1992)Money Illusion (1997)Chapter 18 A survey of behavioral finance (2003)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Increasing Returns and Economic Geography (1990)Growth in Cities (1992)Corporate Governance and Equity Prices (2003)Understanding the Subprime Mortgage Crisis (2009)Urban Growth and Transportation (2012)Taking Time Seriously (2008)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,758 cited
  • 2001Loss Aversion and Seller Behavior: Evidence from the Housing Market1,627 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,578 cited
  • 2003Is There a Bubble in the Housing Market?1,311 cited
  • 2001Urban Decline and Durable Housing989 cited
  • 1992Specification and estimation of hedonic housing price models582 cited
  • 1992Spatial autocorrelation and neighborhood quality400 cited
  • 1988The Behavior of Home Buyers in Boom and Post-Boom Markets353 cited
  • 2002Determinants of Real House Price Dynamics229 cited
  • 2002The Impact of Zoning on Housing Affordability223 cited
  • 1999Chapter 41 Hedonic analysis of housing markets210 cited

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  • 1993REGIONAL HOUSE PRICES IN BRITAIN: LONG‐RUN RELATIONSHIPS AND SHORT‐RUN DYNAMICS208 cited
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    • 2006Bi-Directional Impacts of Economic, Social and Environmental Changes and the New Zealand Housing Market79 cited
    • 2006What's the Beef with House Prices? Economic Shocks and Local Housing Markets74 cited
    • 2008Housing Markets and Migration: Evidence from New Zealand72 cited