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Price-volume Correlation in the Housing Market: Causality and Co-movements

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  • Jim Clayton
  • Norman Miller
  • Liang Peng

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  • Jim Clayton & Norman Miller & Liang Peng, 2010. "Price-volume Correlation in the Housing Market: Causality and Co-movements," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 14-40, January.
    • Handle: RePEc:kap:jrefec:v:40:y:2010:i:1:p:14-40
    DOI: 10.1007/s11146-008-9128-0
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    23. Follain, James R. & Velz, Orawin T., 1995. "Incorporating the Number of Existing Home Sales into a Structural Model of the Market for Owner-Occupied Housing," Journal of Housing Economics, Elsevier, vol. 4(2), pages 93-117, June.
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    More about this item

    Keywords

    Housing market; Price volume correlation; Granger causality; E32; G14;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading

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