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

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  1. Bade, David & Castillo, Jose Gabriel & Fernandez, Mario Andres & Aguilar-Bohorquez, Joseph, 2020. "The price premium of heritage in the housing market: evidence from Auckland, New Zealand," Land Use Policy, Elsevier, vol. 99(C).
  2. Cipollini, Andrea & Parla, Fabio, 2020. "Housing market shocks in italy: A GVAR approach," Journal of Housing Economics, Elsevier, vol. 50(C).
  3. Yun W. Park & Doo Woan Bahng & Sae Woon Park, 2010. "Are Broker Quotes Too Optimistic? Korean Evidence," International Real Estate Review, Global Social Science Institute, vol. 13(1), pages 46-78.
  4. 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.
  5. Yang, Jian & Yu, Ziliang & Deng, Yongheng, 2018. "Housing price spillovers in China: A high-dimensional generalized VAR approach," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 98-114.
  6. Dorinth W. van Dijk & Marc K. Francke, 2018. "Internet Search Behavior, Liquidity and Prices in the Housing Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 46(2), pages 368-403, June.
  7. de Wit, Erik R. & Englund, Peter & Francke, Marc K., 2013. "Price and transaction volume in the Dutch housing market," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 220-241.
  8. Martijn I. Dröes & Marc K. Francke, 2018. "What Causes the Positive Price-Turnover Correlation in European Housing Markets?," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 618-646, November.
  9. MeiChi Huang, 2019. "A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1547-1563, April.
  10. Hernández-Murillo, Rubén & Owyang, Michael T. & Rubio, Margarita, 2017. "Clustered housing cycles," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 185-197.
  11. Kaplanski, Guy & Levy, Haim, 2012. "Real estate prices: An international study of seasonality's sentiment effect," Journal of Empirical Finance, Elsevier, vol. 19(1), pages 123-146.
  12. 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.
  13. Charles W. Calomiris & Stanley D. Longhofer & William Miles, 2008. "The Foreclosure-House Price Nexus: Lessons from the 2007-2008 Housing Turmoil," NBER Working Papers 14294, National Bureau of Economic Research, Inc.
  14. 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.
  15. Anping Chen & Marlon Boarnet & Mark Partridge & Haifang Huang & Brad R. Humphreys, 2014. "New Sports Facilities And Residential Housing Markets," Journal of Regional Science, Wiley Blackwell, vol. 54(4), pages 629-663, September.
  16. Marlene Kionka & Martin Odening & Jana Plogmann & Matthias Ritter, 2021. "Measuring liquidity in agricultural land markets," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 82(4), pages 690-713, September.
  17. Somerville, Tsur & Wang, Long & Yang, Yang, 2020. "Using purchase restrictions to cool housing markets: A within-market analysis," Journal of Urban Economics, Elsevier, vol. 115(C).
  18. William Goetzmann & Liang Peng & Jacqueline Yen, 2012. "The Subprime Crisis and House Price Appreciation," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 36-66, January.
  19. Huang, Haifang & Humphreys, Brad, 2012. "Do New Sports Facilities Revitalize Urban Neighborhoods? Evidence from Residential Mortgage Applications," Working Papers 2012-5, University of Alberta, Department of Economics.
  20. Lamorgese, Andrea R. & Pellegrino, Dario, 2022. "Loss aversion in housing appraisal: Evidence from Italian homeowners," Journal of Housing Economics, Elsevier, vol. 56(C).
  21. Liang Peng, 2012. "Repeat Sales Regression on Heterogeneous Properties," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 804-827, October.
  22. Beatrice Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2012. "House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data," Journal of Real Estate Literature, Taylor & Francis Journals, vol. 20(1), pages 97-117, January.
  23. Karpestam, Peter & Johansson, Sebastian, 2019. "Interest-only-mortgages and housing market fluctuations in Denmark," Journal of Housing Economics, Elsevier, vol. 46(C).
  24. Cellmer Radosław & Bełej Mirosław & Cichulska Aneta, 2019. "Identification of Cause-and-Effect Relationships in the Real Estate Market Using the VAR Model and the Granger Test," Real Estate Management and Valuation, Sciendo, vol. 27(4), pages 85-95, December.
  25. 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.
  26. Cook, Steve & Watson, Duncan, 2017. "Revisiting the returns–volume relationship: Time variation, alternative measures and the financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 228-235.
  27. 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).
  28. 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.
  29. Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2021. "A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(2), pages 279-307, April.
  30. 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.
  31. 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.
  32. Tsai, I-Chun, 2014. "Ripple effect in house prices and trading volume in the UK housing market: New viewpoint and evidence," Economic Modelling, Elsevier, vol. 40(C), pages 68-75.
  33. 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.
  34. 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.
  35. Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019. "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance 2019-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
  36. Norman Miller & Liang Peng & Michael Sklarz, 2011. "House Prices and Economic Growth," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 522-541, May.
  37. MeiChi Huang, 2014. "Monetary policy implications of housing shift-contagion across regional markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(4), pages 589-608, October.
  38. Huifu Nong, 2024. "Integration and risk transmission across supply, demand, and prices in China’s housing market," Economic Change and Restructuring, Springer, vol. 57(3), pages 1-28, June.
  39. Andrea Lamorgese & Dario Pellegrino, 2019. "Loss aversion in housing price appraisals among Italian homeowners," Temi di discussione (Economic working papers) 1248, Bank of Italy, Economic Research and International Relations Area.
  40. Brian Peterson, 2012. "Fooled by Search: Housing Prices, Turnover and Bubbles," Staff Working Papers 12-3, Bank of Canada.
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