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An Empirical Analysis of Housing Price Appreciation in a Market Stratified by Size and Value of the Housing Stock

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Author Info
J. Allen Seward () (Department of Finance, Insurance & Real Estate P.O.Box 98004 Hankamer School of Business Baylor University Waco, Texas 76798)
Charles J. Delaney () (Department of Finance, Insurance & Real Estate P.O.Box 98004 Hankamer School of Business Baylor University Waco, Texas 76798)
Marc T. Smith (Real Estate Research Center 309C Business Building University of Florida Gainesville, Florida 32611)
Abstract

This paper examines the relationship between house size and appreciation, and house value and appreciation evidenced in the data collected from a single geographic region. The analysis of the data suggests that high price housing appreciates at a more rapid rate than low and medium price housing during expansionary periods, and there is no statistical difference in the rates of price change in contractionary periods. Further, the rate of price change for larger homes exhibits no consistent difference from the rate of change for small and medium size housing for the time period studied.

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File URL: http://aux.zicklin.baruch.cuny.edu/jrer/papers/pdf/past/vol07n02/v07p187.pdf
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Publisher Info
Article provided by American Real Estate Society in its journal Journal of Real Estate Research.

Volume (Year): 7 (1992)
Issue (Month): 2 ()
Pages: 195-206
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Handle: RePEc:jre:issued:v:7:n:2:1992:p:195-206

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L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services

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  1. Steven Bourassa & Donald Haurin & Jessica Haurin & Martin Hoesli & Jian Sun, 2007. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," Working Papers 07-03, Ohio State University, Department of Economics. [Downloadable!]
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