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Herding in the UK Real Estate Market

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  • Stephen Lee

Abstract

Previous studies of "herding" are largely concentrated in the stock market and have shown contradictory results depending to a great extent on the adopted estimation model. It is important therefore to examine herding behaviour in different asset markets using a number of models. This study therefore contributes to the literature on "herding" by studying the propensity for investors in the UK private real estate market to exhibit herding behaviour using monthly data over the period 1987-2014 using a number of model specifications.

Suggested Citation

  • Stephen Lee, 2015. "Herding in the UK Real Estate Market," ERES eres2015_110, European Real Estate Society (ERES).
    • Handle: RePEc:arz:wpaper:eres2015_110
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    More about this item

    JEL classification:

    • R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location

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