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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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  • 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.
    • Handle: RePEc:kap:jrefec:v:39:y:2009:i:3:p:316-335
    DOI: 10.1007/s11146-009-9180-4
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    Cited by:

    1. Ben-Shahar, Danny & Golan, Roni, 2022. "Price dispersion and time-on-market in the housing market," Journal of Housing Economics, Elsevier, vol. 58(PB).
    2. Arbel, Yuval & Fialkoff, Chaim & Kerner, Amichai, 2016. "Does the first impression matter? Efficiency testing of tenure-choice decision," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 223-237.
    3. 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.
    4. Mei-Ling Chou, 2013. "The Interaction between the Sub-Market Turnover Ratios and Prices in Taiwan," ERES eres2013_286, European Real Estate Society (ERES).

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