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A Test of Weak‐Form Efficiency in Residential Real Estate Returns
15 references·5 citing·33 second hop
A Test of Weak‐Form Efficiency in Residential Real Estate Returns (1987)A Test of Weak‐Form Efficiency in Residen…Valuing the Mortgage Borrower's Prepayment Option (1985)Valuing the Mortgage Borrower…Public Information and Abnormal Returns in Real Estate Investment (1985)Public Information and Abnorm…Pricing Default Risk in Mortgages (1985)Pricing Default Risk in Mortg…WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETS (1984)WEAK FORM TESTS OF THE EFFICI…Real Estate Returns: A Comparison with Other Investments (1984)Real Estate Returns: A Compar…Housing Careers, Life Cycle and Residential Mobility: Implications for the Housing Market (1984)Housing Careers, Life Cycle a…Life Cycle and Housing Adjustment as Explanations of Residential Mobility (1983)Life Cycle and Housing Adjust…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…The United States market wealth portfolio* (1979)The United States market weal…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)A critique of the asset prici…ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…Essays in Positive Economics (1954)Essays in Positive EconomicsConsumption, wealth, stock and housing returns: Evidence from emerging markets (2015)Consumption, wealth, stock an…Risk and Return in the U.S. Housing Market: A Cross‐Sectional Asset‐Pricing Approach (2006)Risk and Return in the U.S. H…A Real Estate Price Index for Thin Markets (1998)A Real Estate Price Index for…The Property Market: Ninety Per Cent Efficient? (1995)The Property Market: Ninety P…Empirical tests of real estate market efficiency (1991)Empirical tests of real estat…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Multifactor Explanations of Asset Pricing Anomalies (1996)The Intra-Urban Migration Process: A Perspective (1970)Neighborhood change: Lessons in the dynamics of urban decay (1976)Residential segregation in American cities: a review and interpretation (1986)The challenge facing migration research: the case for a biographical approach (1993)Forced Displacement From Rental Housing: Prevalence and Neighborhood Consequences (2015)Why Families Move: A Study in the Social Psychology of Urban Residential Mobility. (1956)Residential Relocations in the Life Course (1999)Gentrification and residential mobility in Philadelphia (2016)The arbitrage theory of capital asset pricing (1976)Diversification Categories in Investment Real Estate (1986)Price formation and the appraisal function in real estate markets (1991)Do Real Estate Prices and Stock Prices Move Together? An International Analysis (1999)Transmission of Volatility between Stock Markets (1990)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)The Use of Knowledge in Society (1996)The Adaptive Markets Hypothesis (2004)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Rational Theory of Warrant Pricing (2015)Exponential smoothing: The state of the art (1985)Using daily stock returns (1985)Generalized autoregressive conditional heteroskedasticity (1986)The New Institutionalism: Organizational Factors in Political Life (1983)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Shared Mental Models: Ideologies and Institutions (1994)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control6,446 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1954Essays in Positive Economics3,204 cited
  • 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1983Life Cycle and Housing Adjustment as Explanations of Residential Mobility473 cited
  • 1984Real Estate Returns: A Comparison with Other Investments335 cited
  • 1984Housing Careers, Life Cycle and Residential Mobility: Implications for the Housing Market256 cited
  • 1985Pricing Default Risk in Mortgages132 cited
  • 1984WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETS86 cited
  • 1979The United States market wealth portfolio*73 cited
  • 1985Public Information and Abnormal Returns in Real Estate Investment71 cited
  • 1985Valuing the Mortgage Borrower's Prepayment Option54 cited

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Cited by

  • 1995The Property Market: Ninety Per Cent Efficient?108 cited
  • 2006Risk and Return in the U.S. Housing Market: A Cross‐Sectional Asset‐Pricing Approach81 cited
  • 1998A Real Estate Price Index for Thin Markets70 cited
  • 1991Empirical tests of real estate market efficiency44 cited
  • 2015Consumption, wealth, stock and housing returns: Evidence from emerging markets28 cited