Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices
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DOI: 10.1007/s11146-016-9552-5
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More about this item
Keywords
Herding; CSAD; Housing market; Regimes; Switching regression;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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