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Carmelo Giaccotto

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Clapp, John M. & Giaccotto, Carmelo, 1998. "Residential Hedonic Models: A Rational Expectations Approach to Age Effects," Journal of Urban Economics, Elsevier, vol. 44(3), pages 415-437, November.

    Cited by:

    1. Coulson, N. Edward & McMillen, Daniel P., 2008. "Estimating time, age and vintage effects in housing prices," Journal of Housing Economics, Elsevier, vol. 17(2), pages 138-151, June.
    2. John Corgel, 2007. "Technological Change as Reflected in Hotel Property Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 257-279, February.
    3. Wilhelmsson, Mats, 2008. "House price depreciation rates and level of maintenance," Journal of Housing Economics, Elsevier, vol. 17(1), pages 88-101, March.
    4. Schulz, Rainer & Werwatz, Axel, 2008. "House prices and replacement cost: A mMicro-level analysis," SFB 649 Discussion Papers 2008-013, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    5. Mayock, Tom & Tzioumis, Konstantinos, 2021. "New construction and mortgage default," Journal of Banking & Finance, Elsevier, vol. 133(C).
    6. A. Decoster & K. De Swerdt, 2006. "Why and How to Construct a Genuine Belgian Price Index of House Sales," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, vol. 0(2), pages 309-330.
    7. Iqbal Syed & Jan de Haan, 2016. "Age, Time, Vintage, and Price Indexes: Measuring the Depreciation Pattern of Houses," Discussion Papers 2016-01, School of Economics, The University of New South Wales.
    8. McMillen, Daniel P., 2003. "The return of centralization to Chicago: using repeat sales to identify changes in house price distance gradients," Regional Science and Urban Economics, Elsevier, vol. 33(3), pages 287-304, May.
    9. Bun Lee & Eui-Chul Chung & Yong Kim, 2004. "Dwelling Age, Redevelopment, and Housing Prices: The Case of Apartment Complexes in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 55-80, October.
    10. Sumit Agarwal & Yanying Chen & Jing Li & Yi Jin Tan, 2021. "Hedonic Price of Housing Space," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(2), pages 574-609, June.
    11. Randal Verbrugge & Alan Dorfman & William Johnson & Fred Marsh III & Robert Poole & Owen Shoemaker, 2017. "Determinants of Differential Rent Changes: Mean Reversion versus the Usual Suspects," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 45(3), pages 591-627, July.
    12. Lopez, Luis A. & Yoshida, Jiro, 2022. "Estimating housing rent depreciation for inflation adjustments," Regional Science and Urban Economics, Elsevier, vol. 95(C).
    13. Paul E. Carrillo & Anthony Yezer, 2021. "What Do Hedonic House Price Estimates Tell Us When Capitalization Rates Vary?," Working Papers 2021-03, The George Washington University, Institute for International Economic Policy.
    14. Daniel P. McMillen, 2002. "The center restored: Chicago's residential price gradient reemerges," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 26(Q II), pages 2-11.
    15. Siu Kei Wong & K. W. Chau & K. Karato & C. Shimizu, 2018. "Separating the Age Effect from a Repeat Sales Index: Land and Structure Decomposition," The Journal of Real Estate Finance and Economics, Springer, vol. 57(3), pages 351-366, October.
    16. Cannaday, Roger E. & Munneke, Henry J. & Yang, Tyler T., 2005. "A multivariate repeat-sales model for estimating house price indices," Journal of Urban Economics, Elsevier, vol. 57(2), pages 320-342, March.
    17. Clapp, John M. & Bardos, Katsiaryna Salavei & Wong, S.K., 2012. "Empirical estimation of the option premium for residential redevelopment," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 240-256.
    18. K. Chau & S. Wong & C. Yiu, 2005. "Adjusting for Non-Linear Age Effects in the Repeat Sales Index," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 137-153, September.
    19. Clapp, John M. & Salavei, Katsiaryna, 2010. "Hedonic pricing with redevelopment options: A new approach to estimating depreciation effects," Journal of Urban Economics, Elsevier, vol. 67(3), pages 362-377, May.
    20. Stephen Malpezzi, "undated". "Hedonic Pricing Models: A Selective and Applied Review," Wisconsin-Madison CULER working papers 02-05, University of Wisconsin Center for Urban Land Economic Research.
    21. Bilgi Yilmaz, 2024. "Housing GANs: Deep Generation of Housing Market Data," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 579-594, July.
    22. Craig E. Landry & Paul Hindsley, 2011. "Valuing Beach Quality with Hedonic Property Models," Land Economics, University of Wisconsin Press, vol. 87(1), pages 92-108.
    23. Sören Gröbel, 2018. "Regional heterogeneity in age-related housing depreciation rates [Regionale Heterogenität altersbedingter Wertminderungen von Wohnimmobilien]," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 38(2), pages 219-254, October.
    24. Jakob A. Dambon & Stefan S. Fahrländer & Saira Karlen & Manuel Lehner & Jaron Schlesinger & Fabio Sigrist & Anna Zimmermann, 2022. "Examining the vintage effect in hedonic pricing using spatially varying coefficients models: a case study of single-family houses in the Canton of Zurich," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-14, December.
    25. Jeffrey D. Fisher & Brent C Smith & Jerrold J. Stern & R. Brian Webb, 2005. "Analysis of Economic Depreciation for Multi-Family Property," Journal of Real Estate Research, American Real Estate Society, vol. 27(4), pages 355-370.
    26. Kiefer, Hua, 2011. "The house price determination process: Rational expectations with a spatial context," Journal of Housing Economics, Elsevier, vol. 20(4), pages 249-266.

  2. Clapp, John M & Giaccotto, Carmelo, 1998. "Price Indices Based on the Hedonic Repeat-Sales Method: Application to the Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 16(1), pages 5-26, January.

    Cited by:

    1. Gautier, Pieter A. & Vuuren, Aico van, 2019. "The effect of land lease on house prices," Journal of Housing Economics, Elsevier, vol. 46(C).
    2. Stephen Billings & Thomas Thibodeau, 2011. "Intrametropolitan Decentralization: Is Government Structure Capitalized in Residential Property Values?," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 416-450, May.
    3. Steven C. Bourassa & Martin Hoesli & Jian Sun, 2004. "A Simple Alternative House Price Index Method," FAME Research Paper Series rp119, International Center for Financial Asset Management and Engineering.
    4. Diewert, W. Erwin & Nishimura , Kiyohiko & Shimizu, Chihiro & Watanabe, Tsutomu, 2014. "Residential Property Price Indexes for Japan: An Outline of the Japanese Official RPPI," Economics working papers erwin_diewert-2014-17, Vancouver School of Economics, revised 27 Mar 2014.
    5. Steven C. BOURASSA & Donald R. HAURIN & Jessica L. HAURIN & Martin HOESLI & Jian SUN, 2005. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," FAME Research Paper Series rp160, International Center for Financial Asset Management and Engineering.
    6. Shimizu Chihiro & Nishimura Kiyohiko G. & Watanabe Tsutomu, 2010. "Housing Prices in Tokyo: A Comparison of Hedonic and Repeat Sales Measures," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(6), pages 792-813, December.
    7. Sumit Agarwal & Yanying Chen & Jing Li & Yi Jin Tan, 2021. "Hedonic Price of Housing Space," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(2), pages 574-609, June.
    8. Billings, Stephen B., 2011. "Estimating the value of a new transit option," Regional Science and Urban Economics, Elsevier, vol. 41(6), pages 525-536.
    9. Stephen Malpezzi, "undated". "Hedonic Pricing Models: A Selective and Applied Review," Wisconsin-Madison CULER working papers 02-05, University of Wisconsin Center for Urban Land Economic Research.
    10. Matthew Chadourne & Seong-Hoon Cho & Roland Roberts, 2013. "Identifying priority target areas for the Knoxville–Knox County hillside and ridgetop protection plan: using the value of visual amenity during the real estate boom of 2002–2007 and the recession of 2," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(3), pages 911-934, June.
    11. Ooi, Joseph T.L. & Le, Thao T.T. & Lee, Nai-Jia, 2014. "The impact of construction quality on house prices," Journal of Housing Economics, Elsevier, vol. 26(C), pages 126-138.
    12. Bilgi Yilmaz, 2024. "Housing GANs: Deep Generation of Housing Market Data," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 579-594, July.
    13. Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2017. "Inflation Rates Are Very Different When Housing Rents Are Accurately Measured," HIT-REFINED Working Paper Series 71, Institute of Economic Research, Hitotsubashi University.
    14. Claudio Borio & Øyvind Eitrheim & Marc Flandreau & Clemens Jobst & Jan F Qvigstad & Ryland Thomas, 2022. "Historical monetary and financial statistics for policymakers: towards a unified framework," BIS Papers, Bank for International Settlements, number 127.
    15. Douglas S. Noonan, 2007. "Finding an Impact of Preservation Policies: Price Effects of Historic Landmarks on Attached Homes in Chicago, 1990-1999," Economic Development Quarterly, , vol. 21(1), pages 17-33, February.

  3. Hoesli, Martin & Giaccotto, Carmelo & Favarger, Philippe, 1997. "Three New Real Estate Price Indices for Geneva, Switzerland," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 93-109, July.

    Cited by:

    1. Hill, Robert J. & Trojanek, Radoslaw, 2022. "An evaluation of competing methods for constructing house price indexes: The case of Warsaw," Land Use Policy, Elsevier, vol. 120(C).
    2. Steven C. Bourassa & Martin Hoesli & Jian Sun, 2004. "A Simple Alternative House Price Index Method," FAME Research Paper Series rp119, International Center for Financial Asset Management and Engineering.
    3. Robert Hill & Radoslaw Trojanek, 2020. "House Price Indexes for Warsaw: An Evaluation of Competing Methods," Graz Economics Papers 2020-08, University of Graz, Department of Economics.
    4. S. Jansen & P. Vries & H. Coolen & C. Lamain & P. Boelhouwer, 2008. "Developing a House Price Index for The Netherlands: A Practical Application of Weighted Repeat Sales," The Journal of Real Estate Finance and Economics, Springer, vol. 37(2), pages 163-186, August.
    5. Bernard Thion & Tatiana Bouzdine Chameeva, 2001. "Comparative Analysis of Several Models of Price Indices in Real Estate Transactions," ERES eres2001_285, European Real Estate Society (ERES).
    6. Michael T. Carroll & James L. Anderson & Josué Martínez-Garmendia, 2001. "Pricing U.S. North Atlantic bluefin tuna and implications for management," Agribusiness, John Wiley & Sons, Ltd., vol. 17(2), pages 243-254.
    7. Berg, Lennart, 2001. "Prices and Constant Quality Price Indexes for Multi-Dwelling and Commercial Buildings in Sweden," Working Paper Series 2002:2, Uppsala University, Department of Economics.
    8. Marzia Morena & Genny Cia & Liala Baiardi & Juan Sebastián Rodríguez Rojas, 2021. "Residential Property Behavior Forecasting in the Metropolitan City of Milan: Socio-Economic Characteristics as Drivers of Residential Market Value Trends," Sustainability, MDPI, vol. 13(7), pages 1-25, March.
    9. Arnaud Simon, 2009. "Quantifying the reversibility phenomenon for the repeat-sales index," Journal of Real Estate Research, American Real Estate Society, vol. 31(1), pages 27-62.
    10. Eric Clapham & Peter Englund & John M. Quigley & Christian L. Redfearn, 2004. "Revisiting the Past: Revision in Repeat Sales and Hedonic Indexes of House Prices," Working Paper 8594, USC Lusk Center for Real Estate.
    11. Martin T. Bohl, Winfried Michels, Jens Oelgemöller, "undated". "Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster," Working Papers 201144, Institute of Spatial and Housing Economics, Munster Universitary.
    12. Maurizio d’Amato, 2007. "Comparing Rough Set Theory with Multiple Regression Analysis as Automated Valuation Methodologies," International Real Estate Review, Global Social Science Institute, vol. 10(2), pages 42-65.
    13. Steffen Sebastian & R. Maurer & Martin Pitzer, 2001. "Construction of a transaction based price index for the Paris housing market," ERES eres2001_276, European Real Estate Society (ERES).
    14. Allan Din & Martin Hoesli & Andre Bender, 2001. "Environmental Variables and Real Estate Prices," Urban Studies, Urban Studies Journal Limited, vol. 38(11), pages 1989-2000, October.
    15. Eichholtz, Piet & Straetmans, Stefan & Theebe, Marcel, 2012. "The Amsterdam rent index: The housing market and the economy, 1550–1850," Journal of Housing Economics, Elsevier, vol. 21(4), pages 269-282.
    16. Stephen Malpezzi, "undated". "Hedonic Pricing Models: A Selective and Applied Review," Wisconsin-Madison CULER working papers 02-05, University of Wisconsin Center for Urban Land Economic Research.
    17. Steven C. Bourassa & Martin Hoesli & Donato Scognamiglio & Philippe Sormani, 2008. "Constant-Quality House Price Indexes for Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 144(IV), pages 561-575, December.
    18. Bohl, Martin T. & Michels, Winfried & Oelgemöller, Jens, 2011. "Determinanten von Wohnimmobilienpreisen: Das Beispiel der Stadt Münster," Beiträge zur angewandten Wirtschaftsforschung 34, University of Münster, Center of Applied Economic Research Münster (CAWM).
    19. Bourassa, Steven C. & Hoesli, Martin & Scognamiglio, Donato & Zhang, Sumei, 2011. "Land leverage and house prices," Regional Science and Urban Economics, Elsevier, vol. 41(2), pages 134-144, March.

  4. Giaccotto, Carmelo & Sfiridis, James M., 1996. "Hypothesis testing in event studies: The case of variance changes," Journal of Economics and Business, Elsevier, vol. 48(4), pages 349-370, October.

    Cited by:

    1. Trifonov, Dmitri, 2021. "Political connections of Russian corporations: Blessing or curse?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    2. J. David Cummins & Christopher M. Lewis, 2002. "Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-term Contracting in the Insurance Market: The Case of Terrorism Insurance," Center for Financial Institutions Working Papers 02-40, Wharton School Center for Financial Institutions, University of Pennsylvania.
    3. Abhi Bhattacharya, 2023. "Consumer, bank, and stock market reaction to CFPB’s complaint data disclosure," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 28(1), pages 128-145, March.
    4. Brown, Kareen E. & Elayan, Fayez A. & Li, Jingyu & Mohammad, Emad & Pacharn, Parunchana & Liu, Zhefeng Frank, 2016. "To exempt or not to exempt non-accelerated filers from compliance with the auditor attestation requirement of Section 404(b) of the Sarbanes–Oxley Act," Research in Accounting Regulation, Elsevier, vol. 28(2), pages 86-95.
    5. Alex Dontoh & Fayez A. Elayan & Joshua Ronen & Tavy Ronen, 2021. "Unfair “Fair Value” in Illiquid Markets: Information Spillover Effects in Times of Crisis," Management Science, INFORMS, vol. 67(8), pages 5163-5193, August.
    6. James Sfiridis & Alan Gelfand, 2002. "A survey of sampling-based Bayesian analysis of financial data," Applied Mathematical Finance, Taylor & Francis Journals, vol. 9(4), pages 273-291.
    7. Onur Enginar & Kazim Baris Atici, 2022. "Optimal forecast error as an unbiased estimator of abnormal return: A proposition," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 158-166, January.
    8. Elayan, Fayez A. & Aktas, Rafet & Brown, Kareen & Pacharn, Parunchana, 2018. "The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality," Journal of Economics and Business, Elsevier, vol. 96(C), pages 69-89.
    9. Larry Prather & Ting-Heng Chu & Paul Bayes, 2009. "Market reactions to announcements to expense options," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(3), pages 223-245, July.
    10. Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2016. "Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements," Working Papers 16-10R, Federal Reserve Bank of Cleveland.
    11. Fayez A. Elayan & Jingyu Li & Maureen E. Donnelly & Allister W. Young, 2009. "Changes to Income Trust Taxation in Canada: Investor Reaction and Dividend Clientele Theory," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 36(5‐6), pages 725-753, June.
    12. Adina Bărbulescu Robinson & Kapil R. Tuli & Ajay K. Kohli, 2015. "Does Brand Licensing Increase a Licensor's Shareholder Value?," Management Science, INFORMS, vol. 61(6), pages 1436-1455, June.
    13. Neelam Rani & Surendra S Yadav & P.K. Jain, 2015. "Impact of Mergers and Acquisitions on Shareholders’ Wealth in the Short Run: An Event Study Approach," Vikalpa: The Journal for Decision Makers, , vol. 40(3), pages 293-312, September.
    14. Nicolau, Juan Luis & Sharma, Abhinav, 2022. "A review of research into drivers of firm value through event studies in tourism and hospitality: Launching the Annals of Tourism Research curated collection on drivers of firm value through event stu," Annals of Tourism Research, Elsevier, vol. 95(C).
    15. Lim, Leon Gim & Tuli, Kapil R. & Dekimpe, Marnik G., 2018. "Investors' evaluations of price-increase preannouncements," International Journal of Research in Marketing, Elsevier, vol. 35(3), pages 359-377.
    16. Pasirayi, Simbarashe & Fennell, Patrick B., 2021. "The effect of subscription-based direct-to-consumer channel additions on firm value," Journal of Business Research, Elsevier, vol. 123(C), pages 355-366.
    17. Lin, Carl, 2011. "Give Me Your Wired and Your Highly Skilled: Measuring the Impact of Immigration Policy on Employers and Shareholders," IZA Discussion Papers 5754, Institute of Labor Economics (IZA).
    18. Taoufik Bouraoui, 2009. "The impact of stock spams on volatility," Working Papers hal-04140863, HAL.
    19. Fayez A. Elayan & Jingyu Li & Zhefeng Frank Liu & Thomas O. Meyer & Sandra Felton, 2016. "Changes in the Covalence Ethical Quote, Financial Performance and Financial Reporting Quality," Journal of Business Ethics, Springer, vol. 134(3), pages 369-395, March.
    20. Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz, 2012. "Switching to floating exchange rates, devaluations, and stock returns in MENA countries," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 119-127.
    21. Fayez A. Elayan & Kuntara Pukthuanthong & Richard Roll, 2006. "Investor Reaction to Inter‐corporate Business Contracting: Evidence and Explanation," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(3), pages 253-291, November.
    22. Taoufik Bouraoui, 2009. "The impact of stock spams on volatility," EconomiX Working Papers 2009-30, University of Paris Nanterre, EconomiX.
    23. Georgios Chortareas & Titos Ritsatos & James Sfiridis, 2000. "Capital outflow liberalization and stock market reaction in an emerging market: Experience from Greece," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 24(1), pages 77-89, March.

  5. Clapp John M. & Giaccotto Carmelo, 1994. "The Influence of Economic Variables on Local House Price Dynamics," Journal of Urban Economics, Elsevier, vol. 36(2), pages 161-183, September.

    Cited by:

    1. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
    2. Bao, T. & Ding, L., 2015. "Non-Recourse Mortgage and Housing Price Boom, Bust, and Rebound," CeNDEF Working Papers 15-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    3. John M. Quigley, 1999. "Real Estate Prices and Economic Cycles," International Real Estate Review, Global Social Science Institute, vol. 2(1), pages 1-20.
    4. Stan McMillen & Bobur Alimov & Na Li Dawson & Tapas Ray, 2000. "The Economic Impact of the Mashantucket Pequot Tribal Nation Operations on Connecticut," CCEA Studies 2000-08, University of Connecticut, Connecticut Center for Economic Analysis.
    5. Zhang Wei-Bin, 2014. "Land Value and Rent Dynamics in an Integrated Walrasian General Equilibrium and Neoclassical Growth Theory," Scientific Annals of Economics and Business, Sciendo, vol. 61(2), pages 235-258, December.
    6. Niu, G., 2014. "Essays on subjective expectations and mortality trends," Other publications TiSEM b9f72836-d8ad-478b-adca-4, Tilburg University, School of Economics and Management.
    7. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40.
    8. Jian Zhou, 2010. "Testing for Cointegration between House Prices and Economic Fundamentals," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(4), pages 599-632, Winter.
    9. Wei-Bin Zhang, 2018. "Business Cycles In A General Equilibrium Dynamic Model With Land Value And Rent," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 63(216), pages 7-34, January –.
    10. Hui An & Qianmiao Zou & Ying Zhang & Rakesh Gupta, 2019. "Property Prices: How Effective is a Property-Purchasing Limitation Policy for Managing Affordability?," International Real Estate Review, Global Social Science Institute, vol. 22(2), pages 197-229.
    11. Riddel, Mary, 2004. "Housing-market disequilibrium: an examination of housing-market price and stock dynamics 1967-1998," Journal of Housing Economics, Elsevier, vol. 13(2), pages 120-135, June.
    12. Joe Tak-Yun Wong & Eddie Hui & William Seabrooke & John Raftery, 2005. "A study of the Hong Kong property market: housing price expectations," Construction Management and Economics, Taylor & Francis Journals, vol. 23(7), pages 757-765.
    13. Bun Lee & Eui-Chul Chung & Yong Kim, 2004. "Dwelling Age, Redevelopment, and Housing Prices: The Case of Apartment Complexes in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 55-80, October.
    14. Yu Ren & Yufei Yuan & Cong Xiong, 2013. "House Price Bubbles in China," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    15. Kuang-Liang Chang & Nan-Kuang Chen & Charles Ka Yui Leung, 2016. "Losing Track of the Asset Markets: the Case of Housing and Stock," International Real Estate Review, Global Social Science Institute, vol. 19(4), pages 435-492.
    16. Wei-Bin Zhang, 2015. "The Dynamics of Wealth, Environment and Land Value in a Three-Sector Growth Model," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 13(2), pages 197-228.
    17. Younghoon Lee & Sanghyo Lee & Jaejun Kim, 2017. "Analysis of the Dynamic Relationship between Fluctuations in the Korean Housing Market and the Occurrence of Unsold New Housing Stocks," Sustainability, MDPI, vol. 9(1), pages 1-23, January.
    18. Kholodilin, Konstantin A. & Ulbricht, Dirk, 2015. "Urban house prices: A tale of 48 cities," Economics Discussion Papers 2015-13, Kiel Institute for the World Economy (IfW Kiel).
    19. Robert Edelstein & Desmond Tsang, 2007. "Dynamic Residential Housing Cycles Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 295-313, October.
    20. Changrong Deng & Yongkai Ma & Yao-Min Chiang, 2009. "The Dynamic Behavior of Chinese Housing Prices," International Real Estate Review, Global Social Science Institute, vol. 12(2), pages 121-134.
    21. He Gao & Walter Timo de Vries & Minrui Zheng & Jianping Ye, 2023. "State Capacity to Influence Actor Relations within the Chinese Real Estate Market: An Analytical Framework," Land, MDPI, vol. 12(8), pages 1-18, August.
    22. Wei-Bin Zhang, 2017. "Multi-Regional Growth, Agglomeration and Land Values in a Generalized Heckscher-Ohlin Trade Model," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 3(3), pages 270-305.
    23. Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August.
    24. Wei-Bin Zhang, 2015. "Land Price Dynamics in a Two-Sector Growth Model," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 3(1), pages 25-38, January.
    25. Konstantin A. Kholodilin, 2012. "Internet Offer Prices for Flats and Their Determinants: A Cross Section of Large European Cities," Discussion Papers of DIW Berlin 1212, DIW Berlin, German Institute for Economic Research.
    26. ZHANG Wei-Bin, 2015. "Values Of Land And Renewable Resources In A Three-Sector Economic Growth Model," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 10(1), pages 156-186, April.
    27. Zhang Wei-Bin, 2016. "Gold And Land Prices With Capital Accumulation In An Economy With Industrial And Agricultural Sectors," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 16-29, April.
    28. Enwei Zhu & Stanislav Sobolevsky, 2018. "House Price Modeling with Digital Census," Papers 1809.03834, arXiv.org.
    29. Fan, Ying & Yang, Zan & Yavas, Abdullah, 2019. "Understanding real estate price dynamics: The case of housing prices in five major cities of China✰," Journal of Housing Economics, Elsevier, vol. 43(C), pages 37-55.
    30. Engerstam, Sviatlana & Warsame, Abukar & Wilhelmsson, Mats, 2022. "Long-term dynamics of new residential supply: A case study of the apartment segment in Sweden," Working Paper Series 22/5, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    31. Su Han Chan & Ko Wang & Jing Yang, 2003. "Pricing Factors in Real Estate Markets: A Simple Preference Based Approach," International Real Estate Review, Global Social Science Institute, vol. 6(1), pages 102-120.
    32. Nan-Kuang Chen & Han-Liang Cheng & Ching-Sheng Mao, 2014. "Identifying and forecasting house prices: a macroeconomic perspective," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2105-2120, December.
    33. Norman G. Miller & Michael A. Sklarz & Thomas G. Thibodeau, 2005. "The Impact of Interest Rates and Employment on Nominal Housing Prices," International Real Estate Review, Global Social Science Institute, vol. 8(1), pages 27-43.
    34. Yiyang Gu, 2018. "What are the most important factors that influence the changes in London Real Estate Prices? How to quantify them?," Papers 1802.08238, arXiv.org.

  6. Clapp, John M & Giaccotto, Carmelo, 1992. "Estimating Price Trends for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods," The Journal of Real Estate Finance and Economics, Springer, vol. 5(4), pages 357-374, December.

    Cited by:

    1. Shan Ma & Scott M. Swinton, 2012. "Hedonic Valuation of Farmland Using Sale Prices versus Appraised Values," Land Economics, University of Wisconsin Press, vol. 88(1), pages 1-15.
    2. Banzhaf, H. Spencer & Farooque, Omar, 2013. "Interjurisdictional housing prices and spatial amenities: Which measures of housing prices reflect local public goods?," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 635-648.
    3. Klick, Larissa & Schaffner, Sandra, 2019. "FDZ data description: Regional real estate price indices for Germany (RWI-GEO-REDX) - Version 2: 2008-02/2019," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 202066.
    4. Greenaway-McGrevy, Ryan & Sorensen, Kade, 2021. "A Time-Varying Hedonic Approach to quantifying the effects of loss aversion on house prices," Economic Modelling, Elsevier, vol. 99(C).
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    2. Hisham S. El-Osta & Ashok K. Mishra & Mitchell J. Morehart, 2008. "Off-Farm Labor Participation Decisions of Married Farm Couples and the Role of Government Payments," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 30(2), pages 311-332.
    3. Giaccotto, Carmelo & Sfiridis, James M., 1996. "Hypothesis testing in event studies: The case of variance changes," Journal of Economics and Business, Elsevier, vol. 48(4), pages 349-370, October.

  8. Giaccotto, Carmelo & Ali, Mukhtar M, 1982. "Optimum Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model," Journal of Finance, American Finance Association, vol. 37(5), pages 1247-1257, December.

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    5. Ali Mehrabani & Aman Ullah, 2022. "Weighted Average Estimation in Panel Data," Working Papers 202209, University of California at Riverside, Department of Economics, revised Apr 2022.
    6. Omer Ahmed Sayed & Hussein Eledum, 2023. "The short‐run response of Saudi Arabia stock market to the outbreak of COVID‐19 pandemic: An event‐study methodology," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2367-2381, July.
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