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Return and Volatility Transmission in U.S. Housing Markets

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  • Hong Miao
  • Sanjay Ramchander
  • Marc W. Simpson

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  • Hong Miao & Sanjay Ramchander & Marc W. Simpson, 2011. "Return and Volatility Transmission in U.S. Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(4), pages 701-741, December.
    • Handle: RePEc:bla:reesec:v:39:y:2011:i:4:p:701-741
    DOI: j.1540-6229.2010.00303.x
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    References listed on IDEAS

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    6. Walter Dolde & Dogan Tirtiroglu, 1997. "Temporal and Spatial Information Diffusion in Real Estate Price Changes and Variances," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(4), pages 539-565, December.
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    24. Ross, Stephen A, 1989. " Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy," Journal of Finance, American Finance Association, vol. 44(1), pages 1-17, March.
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