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Sticky Valuations, Aggregation Effects, and Property Indices

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  • Brown, Gerald R
  • Matysiak, George A

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  • Brown, Gerald R & Matysiak, George A, 2000. "Sticky Valuations, Aggregation Effects, and Property Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 20(1), pages 49-66, January.
    • Handle: RePEc:kap:jrefec:v:20:y:2000:i:1:p:49-66
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    Citations

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    Cited by:

    1. Alan Gardner & George Matysiak, 2005. "Holding Periods and Investment Performance: Analysing UK Office Returns 1983-2003," Real Estate & Planning Working Papers rep-wp2005-31, Henley Business School, University of Reading.
    2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001," ESSEC Working Papers DR 04006, ESSEC Research Center, ESSEC Business School.
    3. Aliyu Bilkisu Adamu & Sani Habibu & Usman Hamza & Muhammad Hassan, 2018. "Ranking the Causative Factors of Mortgage Valuation Inaccuracy in Kaduna Metroplois," Real Estate Management and Valuation, Sciendo, vol. 26(3), pages 71-81, September.
    4. Mathieu Aubry & Roman Kräussl & Gustavo Manso & Christophe Spaenjers, 2023. "Biased Auctioneers," Journal of Finance, American Finance Association, vol. 78(2), pages 795-833, April.
    5. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2005. "A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)," ESSEC Working Papers DR 05002, ESSEC Research Center, ESSEC Business School.
    6. Christian Weistroffer & Steffen Sebastian, 2015. "The German Open-End Fund Crisis – A Valuation Problem?," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 517-548, May.
    7. Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi, 2003. "Which Capital Growth Index for the Paris Residential Market?," ESSEC Working Papers DR 03002, ESSEC Research Center, ESSEC Business School.
    8. John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets," Real Estate & Planning Working Papers rep-wp2005-16, Henley Business School, University of Reading.
    9. Alan Gardner & George A. Matysiak, 2006. "Systematic Property Risk: Quantifying Uk Property Betas 1983-2005," ERES eres2006_197, European Real Estate Society (ERES).
    10. Groh, Alexander P., 2004. "Risikoadjustierte Performance von Private Equity-Investitionen," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 21382, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    11. Gerald R. Brown & George A. Matysiak, 1998. "Valuation smoothing without temporal aggregation," Journal of Property Research, Taylor & Francis Journals, vol. 15(2), pages 89-103, January.
    12. Douglas Hodgson & Barrett Slade & Keith Vorkink, 2006. "Constructing Commercial Indices: A Semiparametric Adaptive Estimator Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 151-168, March.
    13. John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1," Journal of Property Research, Taylor & Francis Journals, vol. 22(4), pages 309-323, December.
    14. Simon Stevenson, 2000. "International Real Estate Diversification: Empirical Tests using Hedged Indices," Journal of Real Estate Research, American Real Estate Society, vol. 19(1), pages 105-131.

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