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

Listed author(s):
  • Yuval Arbel

    ()

  • Danny Ben-Shahar

    ()

  • Eyal Sulganik

    ()

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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s11146-009-9180-4
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    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
    DOI: 10.1007/s11146-009-9180-4
    Contact details of provider: Web page: http://www.springer.com

    Order Information: Web: http://www.springer.com/economics/regional+science/journal/11146/PS2

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    28. De Bondt, Werner F M & Thaler, Richard, 1985. " Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
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    30. Liow, Kim Hiang, 2003. "Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective," The Journal of Real Estate Finance and Economics, Springer, vol. 27(2), pages 235-255, September.
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