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

  • 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
    Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=102945

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    21. Nicholas Barberis & Ming Huang & Tano Santos, 2001. "Prospect Theory and Asset Prices," The Quarterly Journal of Economics, Oxford University Press, vol. 116(1), pages 1-53.
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    23. Dennis R. Capozza & Ryan D. Israelsen, 2007. "Predictability in Equilibrium: The Price Dynamics of Real Estate Investment Trusts," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(4), pages 541-567, December.
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