Market efficiency in the emerging securitized real estate markets
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Other versions of this item:
- Felix Schindler, 2010. "Market Efficiency In The Emerging Securitized Real Estate Markets," ERES eres2010_138, European Real Estate Society (ERES).
References listed on IDEAS
- Jorge Belaire-Franch & Stanley McGreal & Kwaku K. Opong & James R. Webb, 2007. "A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 94-112.
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- Bianconi, Marcelo & Yoshino, Joe A., 2012. "Firm Market Performance and Volatility in a National Real Estate Sector," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 230-253.
- Abdulnasser Hatemi-J & Eduardo Roca, 2011. "Are Real Estate Markets Integrated with the World Market?," Discussion Papers in Finance finance:201111, Griffith University, Department of Accounting, Finance and Economics.
More about this item
KeywordsSecuritized real estate markets; market efficiency; random walk hypothesis; variance ratio tests; runs test; trading strategies;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-17 (All new papers)
- NEP-FMK-2010-07-17 (Financial Markets)
- NEP-URE-2010-07-17 (Urban & Real Estate Economics)
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