Housing Risk and Return: Evidence From a Housing Asset-Pricing Model
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- Karl Case & John Cotter & Stuart Gabriel, 2011. "Housing risk and return: Evidence from a housing asset-pricing model," Papers 1103.5971, arXiv.org.
References listed on IDEAS
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Cited by:
- Benjamin M. Blau & Ryan J. Whitby, 2014. "Speculative Trading In Reits," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 37(1), pages 55-74, February.
- M.I. Dröes & H Garretsen & W.J.J. Manshanden, 2012. "The Diversification Benefits of Free Trade in House Value," Working Papers 12-03, Utrecht School of Economics.
- John Cotter & Stuart Gabriel & Richard Roll, 2011.
"Integration and Contagion in US Housing Markets,"
Papers
1110.4119, arXiv.org.
- John Cotter & Stuart Gabriel & Richard Roll, 2011. "Integration and Contagion in US Housing Markets," Working Papers 201131, Geary Institute, University College Dublin.
- Cotter, John & Gabriel, Stuart & Roll, Richard, 2011. "Integration and contagion in US housing markets," MPRA Paper 34591, University Library of Munich, Germany.
- Dröes, Martijn I. & Hassink, Wolter H.J., 2013. "House price risk and the hedging benefits of home ownership," Journal of Housing Economics, Elsevier, vol. 22(2), pages 92-99.
- Eli Beracha & Hilla Skiba, 2013. "Findings from a Cross-Sectional Housing Risk-Factor Model," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 289-309, August.
- Stuart A. Gabriel & Stuart S. Rosenthal, 2015. "The Boom, the Bust and the Future of Homeownership," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(2), pages 334-374, June.
- John Cotter & Stuart Gabriel & Richard Roll, 2012.
"Can metropolitan housing risk be diversified? A cautionary tale from the recent boom and bust,"
Working Papers
201217, Geary Institute, University College Dublin.
- John Cotter & Stuart Gabriel & Richard Roll, 2012. "Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust," Papers 1208.0371, arXiv.org.
- Steven F. Venti, 2015. "Comment on "House Price Volatility and the Housing Ladder"," NBER Chapters,in: Insights in the Economics of Aging, pages 119-125 National Bureau of Economic Research, Inc.
More about this item
Keywords
asset pricing; house price returns; risk factors;JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2010-04-17 (All new papers)
- NEP-URE-2010-04-17 (Urban & Real Estate Economics)
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