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Positive feedback trading and diffusion of asset price changes: Evidence from housing transactions

Citations

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Cited by:

  1. Maier, Gunther & Herath, Shanaka, 2009. "Real Estate Market Efficiency. A Survey of Literature," SRE-Discussion Papers 402, WU Vienna University of Economics and Business.
  2. Oikarinen, Elias, 2005. "The Diffusion of Housing Price Movements from Centre to Surrounding Areas," Discussion Papers 979, The Research Institute of the Finnish Economy.
  3. Geoffrey Ngene & Charles Lambert & Ali Darrat, 2015. "Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 50(4), pages 465-483, May.
  4. Holmes, Mark J. & Otero, Jesús & Panagiotidis, Theodore, 2011. "Investigating regional house price convergence in the United States: Evidence from a pair-wise approach," Economic Modelling, Elsevier, vol. 28(6), pages 2369-2376.
  5. Cohen, Jeffrey P. & Ioannides, Yannis M. & (Wirathip) Thanapisitikul, Win, 2016. "Spatial effects and house price dynamics in the USA," Journal of Housing Economics, Elsevier, vol. 31(C), pages 1-13.
  6. Rangan Gupta & Stephen Miller, 2012. "“Ripple effects” and forecasting home prices in Los Angeles, Las Vegas, and Phoenix," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 763-782, June.
  7. Chen, Pei-Fen & Chien, Mei-Se & Lee, Chien-Chiang, 2011. "Dynamic modeling of regional house price diffusion in Taiwan," Journal of Housing Economics, Elsevier, vol. 20(4), pages 315-332.
  8. Leon Stirk-Wang & Paul Thorsnes, 2017. "Geographic variation in intra-city house price appreciation over the boom-bust cycle: evidence from Auckland, NZ," Working Papers 1714, University of Otago, Department of Economics, revised Dec 2017.
  9. Ryan R. Brady, 2011. "Measuring the diffusion of housing prices across space and over time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 213-231, March.
  10. Edward L. Glaeser & Charles G. Nathanson, 2014. "Housing Bubbles," NBER Working Papers 20426, National Bureau of Economic Research, Inc.
  11. Lok Ho & Yue Ma & Donald Haurin, 2008. "Domino Effects Within a Housing Market: The Transmission of House Price Changes Across Quality Tiers," The Journal of Real Estate Finance and Economics, Springer, vol. 37(4), pages 299-316, November.
  12. Fathali Firoozi & Daniel R. Hollas & Ronald C. Rutherford & Thomas A. Thomson, 2006. "Property Assessments and Information Asymmetry in Residential Real Estate," Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 275-292.
  13. Ryan Brady, 2013. "The Spatial Diffusion of Regional Housing Prices across U.S. States," Departmental Working Papers 45, United States Naval Academy Department of Economics.
  14. Li, Yuming, 2015. "The asymmetric house price dynamics: Evidence from the California market," Regional Science and Urban Economics, Elsevier, vol. 52(C), pages 1-12.
  15. Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Using Large Data Sets to Forecast Housing Prices: A Case Study of Twenty US States," Working papers 2009-13, University of Connecticut, Department of Economics.
  16. Giorgio Canarella & Stephen M. Miller & Stephen K. Pollard, 2010. "Unit Roots and Structural Change: An Application to US House-Price Indices," Working papers 2010-04, University of Connecticut, Department of Economics, revised Dec 2010.
  17. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
  18. Barros, Carlos Pestana & Gil-Alana, Luis A. & Payne, James E., 2012. "Comovements among U.S. state housing prices: Evidence from fractional cointegration," Economic Modelling, Elsevier, vol. 29(3), pages 936-942.
  19. Rangan Gupta & Stephen Miller, 2012. "The Time-Series Properties of House Prices: A Case Study of the Southern California Market," The Journal of Real Estate Finance and Economics, Springer, vol. 44(3), pages 339-361, April.
  20. Hong Miao & Sanjay Ramchander & Marc W. Simpson, 2011. "Return and Volatility Transmission in U.S. Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(4), pages 701-741, December.
  21. Yuval Arbel & Danny Ben-Shahar & Eyal Sulganik, 2009. "Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 316-335, October.
  22. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis.
  23. Brady, Ryan R., 2014. "The spatial diffusion of regional housing prices across U.S. states," Regional Science and Urban Economics, Elsevier, vol. 46(C), pages 150-166.
  24. Payne, James E., 2012. "The Long-Run Relationship among Regional Housing Prices: An Empirical Analysis of the U.S," Journal of Regional Analysis and Policy, Mid-Continent Regional Science Association, vol. 42(1).
  25. Glaeser, Edward L. & Nathanson, Charles G., 2015. "Housing Bubbles," Handbook of Regional and Urban Economics, Elsevier.
  26. repec:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9581-0 is not listed on IDEAS
  27. Shu-hen Chiang, 2014. "Housing Markets in China and Policy Implications: Comovement or Ripple Effect," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 22(6), pages 103-120, November.
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