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Testing Alternative Theories of the Property Price-Trading Volume Correlation
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Cited by:
- Genesove, David & Han, Lu, 2012.
"Search and matching in the housing market,"
Journal of Urban Economics, Elsevier, vol. 72(1), pages 31-45.
- Genesove, David & Han, Lu, 2010. "Search and Matching in the Housing Market," CEPR Discussion Papers 7777, C.E.P.R. Discussion Papers.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018.
"Macro Aspects of Housing,"
GRU Working Paper Series
GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
- Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
- Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018. "Macro Aspects of Housing," MPRA Paper 93512, University Library of Munich, Germany.
- Leung, Tin Cheuk & Tsang, Kwok Ping, 2012.
"Love thy neighbor: Income distribution and housing preferences,"
Journal of Housing Economics, Elsevier, vol. 21(4), pages 322-335.
- Leung, Tin Cheuk & Tsang, Kwok Ping, 2011. "Love Thy Neighbor: Income Distribution and Housing Preferences," MPRA Paper 32599, University Library of Munich, Germany.
- Tin Cheuk Leung & Kwok Ping Tsang, 2011. "Love Thy Neighbor: Income Distribution and Housing Preferences," Working Papers 372011, Hong Kong Institute for Monetary Research.
- Akkoyun, H. Cagri & Arslan, Yavuz & Kanik, Birol, 2013.
"Housing prices and transaction volume,"
Journal of Housing Economics, Elsevier, vol. 22(2), pages 119-134.
- Arslan, Yavuz & Akkoyun, H. Cagri & Kanik, Birol, 2011. "Housing prices and transaction volume," MPRA Paper 37343, University Library of Munich, Germany, revised 01 Mar 2012.
- H. Cagri Akkoyun & Yavuz Arslan & Birol Kanik, 2012. "Housing Prices and Transaction Volume," Working Papers 1211, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Leung, Charles Ka Yui & Tse, Chung-Yi, 2017.
"Flipping in the housing market,"
Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 232-263.
- Leung, Charles Ka Yui & Tse, Chung-Yi, 2017. "Flipping in the Housing Market," MPRA Paper 76443, University Library of Munich, Germany.
- Charles Ka Yui Leung & Chung-Yi Tse, 2017. "Flipping in the Housing Market," ISER Discussion Paper 0989, Institute of Social and Economic Research, Osaka University.
- Charles Ka Yui Leung & Chung-Yi Tse, 2017. "Flipping the Housing Market," Globalization Institute Working Papers 301, Federal Reserve Bank of Dallas.
- Charles Ka Yui Leung & Chung-Yi Tse, 2017. "Flipping in the Housing Market," GRU Working Paper Series GRU_2017_001, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, 2018.
"What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach,"
The Journal of Real Estate Finance and Economics, Springer, vol. 57(3), pages 431-475, October.
- Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, "undated". "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," GRU Working Paper Series GRU_2016_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Daisy J. HUANG & Charles Ka Yui LEUNG & Chung-Yi TSE, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," ISER Discussion Paper 0990, Institute of Social and Economic Research, Osaka University.
- Huang, Daisy J. & Leung, Charles Ka Yui & Tse, Chung-Yi, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," MPRA Paper 76864, University Library of Munich, Germany.
- Ng, Joe Cho Yiu & Leung, Charles Ka Yui & Chan, Suikang, 2022.
"Corporate Real Estate Holding and Stock Returns: International Evidence from Listed Companies,"
MPRA Paper
111691, University Library of Munich, Germany.
- Joe Cho Yiu NG & Charles Ka Yui LEUNG & Suikang CHEN, 2022. "Corporate Real Estate Holding and Stock Returns: International Evidence from Listed Companies," ISER Discussion Paper 1158, Institute of Social and Economic Research, Osaka University.
- Tsai, I-Chun & Peng, Chien-Wen, 2016. "Linear and nonlinear dynamic relationships between housing prices and trading volumes," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 172-184.
- Charles Leung & N-K. Chen, 2006.
"Intrinsic Cycles of Land Price: A Simple Model,"
Journal of Real Estate Research, Taylor & Francis Journals, vol. 28(3), pages 293-320, January.
- Charles Ka Yui Leung & Nan-Kuang Chen, 2006. "Intrinsic Cycles of Land Price: A Simple Model," Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 293-320.
- Charles Ka-Yui Leung & Nan-Kuang Chen, 2005. "Intrinsic Cycles of Land Price: A Simple Model," Departmental Working Papers _166, Chinese University of Hong Kong, Department of Economics.
- Charles Ka Yui Leung & Nan-Kuang Chen, 2005. "Intrinsic Cycles of Land Price: A Simple Model," Discussion Papers 00005, Chinese University of Hong Kong, Department of Economics.
- Luca Agnello & Vitor Castro & Ricardo M. Sousa, 2020. "The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?," The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 607-670, November.
- Charles Ka Yui LEUNG & Wai Yip MA & Jun ZHANG, 2014.
"The Market Valuation of Interior Design and Developer Strategies: A Simple Theory and Some Evidence,"
International Real Estate Review, Global Social Science Institute, vol. 17(1), pages 63-107.
- Leung, Charles Ka Yui & Ma, Wai Yip & Zhang, Jun, 2013. "The Market Valuation of Interior Design and Developers strategies: a simple Theory and some Evidence," MPRA Paper 43896, University Library of Munich, Germany.
- Chien-Chiang Lee & Chin-Yu Wang & Jhih-Hong Zeng, 2017. "Housing price–volume correlations and boom–bust cycles," Empirical Economics, Springer, vol. 52(4), pages 1423-1450, June.
- François Ortalo-Magné & Sven Rady, 2006.
"Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints ,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 459-485.
- Sven Rady, 2001. "Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints," FMG Discussion Papers dp375, Financial Markets Group.
- Rady, Sven & Ortalo-Magné, François, 2001. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," CEPR Discussion Papers 3015, C.E.P.R. Discussion Papers.
- Sven Rady & François Ortalo-Magné, 2001. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," CESifo Working Paper Series 470, CESifo.
- François Ortalo-Magné & Sven Rady, 2002. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints," Wisconsin-Madison CULER working papers 02-01, University of Wisconsin Center for Urban Land Economic Research.
- Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 50, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Yunjong Kim & Seungwoo Choi & Mun Yong Yi, 2020. "Applying Comparable Sales Method to the Automated Estimation of Real Estate Prices," Sustainability, MDPI, vol. 12(14), pages 1-19, July.
- Lisi, Gaetano, 2011. "Price dispersion in the housing market: the role of bargaining and search costs," MPRA Paper 33863, University Library of Munich, Germany.
- Deng, Yongheng & Girardin, Eric & Joyeux, Roselyne, 2018.
"Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy,"
China Economic Review, Elsevier, vol. 48(C), pages 205-222.
- Yongheng Deng & Eric Girardin & Roselyne Joyeux, 2018. "Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy," Post-Print hal-01996210, HAL.
- Tsai, I-Chun, 2019. "Dynamic price–volume causality in the American housing market: A signal of market conditions," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 385-400.
- Song Shi & Martin Young & Bob Hargreaves, 2010. "House Price-Volume Dynamics: Evidence from 12 Cities in New Zealand," Journal of Real Estate Research, American Real Estate Society, vol. 32(1), pages 75-100.
- Charles Ka Yui Leung & Patrick Wai Yin Cheung & Erica Jiajia Ding, 2008. "Intra-metropolitan Office Price and Trading Volume Dynamics: Evidence from Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 11(2), pages 47-74.
- Yong Tu & Seow Ong & Ying Han, 2009. "Turnovers and Housing Price Dynamics: Evidence from Singapore Condominium Market," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 254-274, April.
- Yuval Arbel & Danny Ben-Shahar & Eyal Sulganik, 2009. "Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 316-335, October.
- Paul M Anglin & Yanmin Gao, 2011. "Integrating Illiquid Assets into the Portfolio Decision Process," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(2), pages 277-311, June.
- Jian Yang & Meng Tong & Ziliang Yu, 2023. "Can volume be more informative than prices? Evidence from Chinese housing markets," Review of Quantitative Finance and Accounting, Springer, vol. 61(2), pages 633-672, August.
- Charles Ka-yui Leung & Dandan Feng, 2004.
"Testing Alternative Theories of Property Price-Trading Volume with Commercial Real Estate Market Data,"
Departmental Working Papers
_159, Chinese University of Hong Kong, Department of Economics.
- Charles Ka Yui Leung & Dandan Feng, 2004. "Testing Alternative Theories of Property Price-Trading Volume with Commercial Real Estate Market Data," Discussion Papers 00003, Chinese University of Hong Kong, Department of Economics.
- Charles Ka Yui Leung & Patrick Wai Yin Cheung & Edward Chi Ho Tang, 2013.
"Financial Crisis and the Co-movements of Housing Sub-markets: Do relationships change after a crisis?,"
International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 68-118.
- Leung, Charles Ka Yui & CHEUNG, W. Y. Patrick & TANG, C. H. Edward, 2011. "Financial Crisis and the Comovements of Housing Sub-markets: Do relationships change after a crisis?," MPRA Paper 31627, University Library of Munich, Germany.
- Arslan, Yavuz & Kanık, Birol & Köksal, Bülent, 2015.
"Anticipated vs. unanticipated house price movements and transaction volume,"
Journal of Housing Economics, Elsevier, vol. 28(C), pages 121-129.
- Arslan, Yavuz & Kanik, Birol & Köksal, Bülent, 2014. "Anticipated vs. Unanticipated House Price Movements and Transaction Volume," MPRA Paper 54641, University Library of Munich, Germany.
- Yavuz Arslan & Birol Kanik & Bulent Koksal, 2015. "Anticipated vs. Unanticipated House Price Movements and Transaction Volume," Working Papers 1511, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Charles Ka Yui Leung & Jun Zhang, 2011. ""Fire Sales" in Housing Market: Is the House- Search Process Similar to a Theme Park Visit?," International Real Estate Review, Global Social Science Institute, vol. 14(3), pages 311-329.
- Leung, Tin Cheuk & Tsang, Kwok Ping, 2013.
"Anchoring and loss aversion in the housing market: Implications on price dynamics,"
China Economic Review, Elsevier, vol. 24(C), pages 42-54.
- Tin Cheuk Leung & Kwok Ping Tsang, 2011. "Anchoring and Loss Aversion in the Housing Market: Implications on Price Dynamics," Working Papers 282011, Hong Kong Institute for Monetary Research.
- Lee, Nai Jia & Ong, Seow Eng, 2005. "Upward mobility, house price volatility, and housing equity," Journal of Housing Economics, Elsevier, vol. 14(2), pages 127-146, June.
- Mi Diao & Yi Fan & Tien Foo Sing, 2018. "Demand restrictions; government interventions; resale public housing market; private housing market; housing wealth," ERES eres2018_32, European Real Estate Society (ERES).
- Charles Ka Yui Leung & Youngman Chun Fai Leong & Ida Yin Sze Chan, 2002. "TOM: Why Isn’t Price Enough?," International Real Estate Review, Global Social Science Institute, vol. 5(1), pages 91-115.
- Joe Cho Yiu Ng & Charles Ka Yui Leung & Suikang Chen, 2024. "Corporate Real Estate Holding and Stock Returns: Testing Alternative Theories with International Listed Firms," The Journal of Real Estate Finance and Economics, Springer, vol. 68(1), pages 74-102, January.
- Leung, Charles Ka Yui & Zhang, Jun, 2011. "“Fire Sales” in housing market: is the house-searching process similar to a theme park visit?," MPRA Paper 29127, University Library of Munich, Germany.
- Charles Ka Yui Leung & Chung-Yi Tse, 2012. "Flippers in Housing Market Search," 2012 Meeting Papers 434, Society for Economic Dynamics.
- Chien-Wen Peng & I-Chun Tsai & Wey-Wen Wu, 2011. "Price and Volume Relationship under Housing Presale System," ERES eres2011_106, European Real Estate Society (ERES).
- I-Chun Tsai, 2018. "The cause and outcomes of the ripple effect: housing prices and transaction volume," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 61(2), pages 351-373, September.
- Brian Petereson, 2009. "Fooled by Search: Housing Prices, Turnover and Bubbles," CAEPR Working Papers 2009-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Su Han Chan & Fang Fang & Jing Yang, 2008. "Presales, Financing Constraints and Developers?Production Decisions," Journal of Real Estate Research, American Real Estate Society, vol. 30(3), pages 345-376.
- Leung, Charles, 2004.
"Macroeconomics and housing: a review of the literature,"
Journal of Housing Economics, Elsevier, vol. 13(4), pages 249-267, December.
- Charles Ka Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Discussion Papers 00004, Chinese University of Hong Kong, Department of Economics.
- Charles Ka-Yui Leung, 2004. "Macroeconomics and Housing: A Review of the Literature," Departmental Working Papers _164, Chinese University of Hong Kong, Department of Economics.
- Yun W. Park & Doo Won Bang, 2013. "Valuation of Brokers over Real Estate Cycles: Korean Evidence," International Real Estate Review, Global Social Science Institute, vol. 16(2), pages 166-188.
- Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2010. "Determinants of house prices in nine Asia-Pacific economies," BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 340-370, Bank for International Settlements.
- Charles Ka Yui Leung & Kelvin Siu Kei Wong & Patrick Wai Yin Cheung, 2007. "On the Stability of the Implicit Prices of Housing Attributes: A Dynamic Theory and Some Evidence," International Real Estate Review, Global Social Science Institute, vol. 10(2), pages 66-93.
- Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Determinants of house prices in nine Asia-Pacific economies," BIS Working Papers 263, Bank for International Settlements.
- Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015. "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 220-233.
- Chen, Jiawei & Hui, Eddie Chi-Man & Seiler, Michael J. & Zhang, Hong, 2018. "Household tenure choice and housing price volatility under a binding home-purchase limit policy constraint," Journal of Housing Economics, Elsevier, vol. 41(C), pages 124-134.
- Victor Olkhov, 2019. "Financial Variables, Market Transactions, and Expectations as Functions of Risk," IJFS, MDPI, vol. 7(4), pages 1-27, November.
- Ortalo-Magne, Francois & Rady, Sven, 2004. "Housing transactions and macroeconomic fluctuations: a case study of England and Wales," Journal of Housing Economics, Elsevier, vol. 13(4), pages 287-303, December.
- Mi Diao & Yi Fan & Tien Foo Sing, 2019. "Demand Restrictions and Asymmetric Risk Behaviors," International Real Estate Review, Global Social Science Institute, vol. 22(2), pages 131-167.
- Eloisa T Glindro & Tientip Subhanij & Jessica Szeto & Haibin Zhu, 2008. "Are Asia-Pacific Housing Prices Too High For Comfort?," Working Papers 2008-11, Monetary Policy Group, Bank of Thailand.
- Tommy Wu & Michael Cheng & Ken Wong, 2017. "Bayesian analysis of Hong Kong's housing price dynamics," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 312-331, August.