Pre-Trade Transparency and Return Co-movements in Commercial Real Estate Markets
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References listed on IDEAS
- Judson A. Caskey, 2009. "Information in Equity Markets with Ambiguity-Averse Investors," Review of Financial Studies, Society for Financial Studies, vol. 22(9), pages 3595-3627, September.
- John C. Driscoll & Aart C. Kraay, 1998. "Consistent Covariance Matrix Estimation With Spatially Dependent Panel Data," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 549-560, November.
- Mele, Antonio & Sangiorgi, Francesco, 2009.
"Ambiguity, information acquisition and price swings in asset markets,"
LSE Research Online Documents on Economics
24424, London School of Economics and Political Science, LSE Library.
- Antonio Mele & Francesco Sangiorgi, 2009. "Ambiguity, Information Acquisition and Price Swings in Asset Markets," FMG Discussion Papers dp633, Financial Markets Group.
More about this item
KeywordsCommercial real estate; cross-sectional dependence; opaque markets; spatial econometrics;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-10-04 (All new papers)
- NEP-CSE-2015-10-04 (Economics of Strategic Management)
- NEP-GEO-2015-10-04 (Economic Geography)
- NEP-IFN-2015-10-04 (International Finance)
- NEP-URE-2015-10-04 (Urban & Real Estate Economics)
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