Momentum and mean reversion in regional housing markets: Evidence from variance ratio tests
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- Elias Oikarinen & Felix Schindler, 2015. "Momentum and mean reversion in regional housing markets: evidence from variance ratio tests," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 19(3), pages 220-234, September.
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- Luis A. Gil-Alana & Rangan Gupta & Ferando Perez de Gracia, 2014. "Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013," Working Papers 201450, University of Pretoria, Department of Economics.
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Keywordshousing prices; momentum; mean reversion; variance ratio; portfolio allocation;
- R31 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - Housing Supply and Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-16 (All new papers)
- NEP-GEO-2011-01-16 (Economic Geography)
- NEP-URE-2011-01-16 (Urban & Real Estate Economics)
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