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House Price Dynamics: A Survey of Theoretical and Empirical Issues
16 references·16 citing·42 second hopsampled
House Price Dynamics: A Survey of Theoretical and Empirical Issues (2001)House Price Dynamics: A Survey of Theoret…Bubbles in Metropolitan Housing Markets (1994)Bubbles in Metropolitan Housi…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…House Price Dynamics: The Role of Tax Policy and Demography (1991)House Price Dynamics: The Rol…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …On Testing for Speculative Bubbles (1990)On Testing for Speculative Bu…Forecasting Prices and Excess Returns in the Housing Market (1990)Forecasting Prices and Excess…The baby boom, the baby bust, and the housing market (1989)The baby boom, the baby bust,…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Dividend variability and variance bounds tests for the rationality of stock market prices (1983)Dividend variability and vari…The Solution of Linear Difference Models under Rational Expectations (1980)The Solution of Linear Differ…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Speculative bubbles, crashes and rational expectations (1979)Speculative bubbles, crashes …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …A Regression Method for Real Estate Price Index Construction (1963)A Regression Method for Real …House Price Momentum and Strategic Complementarity (2018)House Price Momentum and Stra…Exploring the spatial structure of housing prices under economic expansion and stagnation: The role of socio-demographic factors in metropolitan Rome, Italy (2018)Exploring the spatial structu…INFORMATION FRICTIONS AND HOUSING MARKET DYNAMICS (2016)INFORMATION FRICTIONS AND HOU…Uncertainty, Expectations and Behavioural Aspects of Housing Market Choices (2011)Uncertainty, Expectations and…Forecasting the US real house price index: Structural and non-structural models with and without fundamentals (2011)Forecasting the US real house…A simple model of a speculative housing market (2011)A simple model of a speculati…A Bird's Eye View of OECD Housing Markets (2010)A Bird's Eye View of OECD Hou…Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (2009)Is the Home Equity Conversion…Endogenous housing market cycles (2009)Endogenous housing market cyc…Differences in housing price forecastability across US states (2009)Differences in housing price …Australian House Prices: A Comparison of Hedonic and Repeat‐Sales Measures* (2009)Australian House Prices: A Co…Has SARS infected the property market? Evidence from Hong Kong (2007)Has SARS infected the propert…Fundamental Real Estate Prices: An Empirical Estimation with International Data (2007)Fundamental Real Estate Price…Domino Effects Within a Housing Market: The Transmission of House Price Changes Across Quality Tiers (2007)Domino Effects Within a Housi…Housing Markets, Wealth and the Business Cycle (2004)Housing Markets, Wealth and t…In the Wake of Desegregation (1999)In the Wake of DesegregationDividend Policy, Growth, and the Valuation of Shares (1961)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)The monetary dynamics of hyperinflation (1956)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Aggregate Dynamics and Staggered Contracts (1980)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)Solving Linear Rational Expectations Models (2002)Solving dynamic general equilibrium models using a second-order approximation to the policy function (2003)The Behavior of Stock-Market Prices (1965)Judgment under Uncertainty: Heuristics and Biases (1975)Continuous Auctions and Insider Trading (1985)The Impact of Social Structure on Economic Outcomes (2005)An Engine, Not a Camera (2006)The short of it: Investor sentiment and anomalies (2011)Measuring the Value of Housing Quality (1970)3. Hedonic Price Indexes for Automobiles: An Econometric Analysis of Quality Change (1971)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Hedonic Pricing Models: A Selective and Applied Review (2002)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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach (1984)Owner-Occupied Housing and the Composition of the Household Portfolio (2002)The social and private micro-level consequences of homeownership (2003)Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)Investor Psychology and Asset Pricing (2001)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1980The Solution of Linear Difference Models under Rational Expectations2,412 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1963A Regression Method for Real Estate Price Index Construction1,064 cited
  • 1989The baby boom, the baby bust, and the housing market966 cited
  • 1991House Price Dynamics: The Role of Tax Policy and Demography594 cited
  • 1990Forecasting Prices and Excess Returns in the Housing Market582 cited
  • 1994Bubbles in Metropolitan Housing Markets541 cited
  • 1979Speculative bubbles, crashes and rational expectations529 cited
  • 1983Dividend variability and variance bounds tests for the rationality of stock market prices435 cited

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  • 1990On Testing for Speculative Bubbles385 cited
  • Cited by

    • 2018House Price Momentum and Strategic Complementarity166 cited
    • 2004Housing Markets, Wealth and the Business Cycle163 cited
    • 2009Differences in housing price forecastability across US states158 cited
    • 2007Has SARS infected the property market? Evidence from Hong Kong144 cited
    • 2018Exploring the spatial structure of housing prices under economic expansion and stagnation: The role of socio-demographic factors in metropolitan Rome, Italy129 cited
    • 2011Uncertainty, Expectations and Behavioural Aspects of Housing Market Choices110 cited
    • 2007Fundamental Real Estate Prices: An Empirical Estimation with International Data110 cited
    • 2016INFORMATION FRICTIONS AND HOUSING MARKET DYNAMICS104 cited
    • 1999In the Wake of Desegregation102 cited
    • 2010A Bird's Eye View of OECD Housing Markets97 cited
    • 2011A simple model of a speculative housing market92 cited
    • 2009Australian House Prices: A Comparison of Hedonic and Repeat‐Sales Measures*82 cited
    • 2009Endogenous housing market cycles82 cited
    • 2009Is the Home Equity Conversion Mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform76 cited
    • 2007Domino Effects Within a Housing Market: The Transmission of House Price Changes Across Quality Tiers76 cited
    • 2011Forecasting the US real house price index: Structural and non-structural models with and without fundamentals72 cited