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Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market

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  • Yuval Arbel

    ()

  • Danny Ben-Shahar

    ()

  • Eyal Sulganik

    ()

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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s11146-009-9180-4
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    Bibliographic Info

    Article provided by Springer in its journal The Journal of Real Estate Finance and Economics.

    Volume (Year): 39 (2009)
    Issue (Month): 3 (October)
    Pages: 316-335

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    Handle: RePEc:kap:jrefec:v:39:y:2009:i:3:p:316-335

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    Web page: http://www.springerlink.com/link.asp?id=102945

    Related research

    Keywords: Mean reversion; Momentum; Price-volume; Real estate; Real option; Geometrical-lag;

    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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