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House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics

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Cited by:

  1. Elias Oikarinen & Janne Engblom, 2012. "Regional differences in housing price dynamics: panel data evidence," ERES eres2012_059, European Real Estate Society (ERES).
  2. Davis, Morris A. & Oliner, Stephen D. & Pinto, Edward J. & Bokka, Sankar, 2017. "Residential land values in the Washington, DC metro area: New insights from big data," Regional Science and Urban Economics, Elsevier, vol. 66(C), pages 224-246.
  3. Kraft, Holger & Munk, Claus & Weiss, Farina, 2019. "Predictors and portfolios over the life cycle," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 1-27.
  4. Tirthatanmoy Das & Kabir Dasgupta, 2018. "Evaluating the Impact of Mothers' Self-esteem on Early Childhood Home Environment: Evidence from NLSY," Working Papers 2018-03 JEL Classificatio, Auckland University of Technology, Department of Economics, revised Oct 2019.
  5. Elias Oikarinen & Janne Engblom, 2016. "Differences in housing price dynamics across cities: A comparison of different panel model specifications," Urban Studies, Urban Studies Journal Limited, vol. 53(11), pages 2312-2329, August.
  6. Benjamin S. Kay, 2015. "The Effects of Housing Adjustment Costs on Consumption Dynamics," Staff Discussion Papers 15-03, Office of Financial Research, US Department of the Treasury.
  7. Edward J. Pinto & Stephen D. Oliner & Morris A. Davis, 2014. "House prices and land prices under the microscope: a property-level analysis for the Washington, DC area," AEI Economics Working Papers 415524, American Enterprise Institute.
  8. Kreppmeier, Julia & Laschinger, Ralf & Steininger, Bertram I. & Dorfleitner, Gregor, 2023. "Real estate security token offerings and the secondary market: Driven by crypto hype or fundamentals?," Journal of Banking & Finance, Elsevier, vol. 154(C).
  9. Ryan Greenaway-McGrevy & Gail Pacheco & Kade Sorensen, 2018. "Land Use Regulation, the Redevelopment Premium and House Prices," Working Papers 2018-02 JEL Classificatio, Auckland University of Technology, Department of Economics.
  10. Katja Hanewald & Michael Sherris, 2011. "House Price Risk Models for Banking and Insurance Applications," Working Papers 201118, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
  11. Nichols, Joseph B. & Oliner, Stephen D. & Mulhall, Michael R., 2013. "Swings in commercial and residential land prices in the United States," Journal of Urban Economics, Elsevier, vol. 73(1), pages 57-76.
  12. Stanley McGreal & Paloma Taltavull de La Paz, 2013. "Implicit House Prices: Variation over Time and Space in Spain," Urban Studies, Urban Studies Journal Limited, vol. 50(10), pages 2024-2043, August.
  13. Ooi, Joseph T.L. & Le, Thao T.T. & Lee, Nai-Jia, 2014. "The impact of construction quality on house prices," Journal of Housing Economics, Elsevier, vol. 26(C), pages 126-138.
  14. Juan Contreras & Joseph Nichols, 2009. "Consumption Responses to Permanent and Transitory Shocks to House Appreciation: Working Paper 2009-05," Working Papers 41876, Congressional Budget Office.
  15. Kreppmeier, Julia & Laschinger, Ralf & Steininger, Bertram & Dorfleitner, Gregor, 2023. "Real Estate Security Token Offerings and the Secondary Market: Driven by Crypto Hype or Fundamentals?," Working Paper Series 23/6, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
  16. Quan Gan & Maggie Rong Hu & Wayne Xinwei Wan, 2022. "Contract rescission in the real estate presale market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(4), pages 1054-1106, December.
  17. Juerg Syz & Paolo Vanini & Marco Salvi, 2008. "Property Derivatives and Index-Linked Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 23-35, January.
  18. Alain Chaney & Martin Hoesli, 2015. "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," International Real Estate Review, Global Social Science Institute, vol. 18(1), pages 1-43.
  19. Kraft, Holger & Munk, Claus & Weiss, Farina, 2017. "Predictors and portfolios over the life cycle: Skill vs. luck," SAFE Working Paper Series 139, Leibniz Institute for Financial Research SAFE, revised 2017.
  20. Juan Contreras & Joseph B. Nichols, 2010. "Consumption responses to permanent and transitory shocks to house appreciation," Finance and Economics Discussion Series 2010-32, Board of Governors of the Federal Reserve System (U.S.).
  21. Mari O. Mamre & Dag Einar Sommervoll, 2024. "Coming of Age: Renovation Premiums in Housing Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 69(2), pages 307-342, August.
  22. Marcel Fischer & Natalia Khorunzhina, 2019. "Housing Decision With Divorce Risk," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 60(3), pages 1263-1290, August.
  23. Dag Einar Sommervoll & Jan de Haan, 2014. "Homes and Castles: Should We Care about Idiosyncratic Risk?," Land Economics, University of Wisconsin Press, vol. 90(4), pages 700-716.
  24. Lydia Cheung & Jaqueson K. Galimberti & Philip Vermeulen, 2023. "Evidence on the Determinants and Variation of Idiosyncratic Risk in Housing Markets," Working Papers in Economics 23/13, University of Canterbury, Department of Economics and Finance.
  25. Bourassa, Steven C. & Hoesli, Martin, 2022. "Hedonic, residual, and matching methods for residential land valuation," Journal of Housing Economics, Elsevier, vol. 58(PA).
  26. Ying-Hui Chiang & Yuan Ku & Feng Liu & Chin-Oh Chang, 2019. "House Price Dispersion in Taipei Residential Communities," International Real Estate Review, Global Social Science Institute, vol. 22(1), pages 109-129.
  27. Tingyu Zhou & John M Clapp & Ran Lu‐Andrews, 2022. "Examining omitted variable bias in anchoring premium estimates: Evidence based on assessed value," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(3), pages 789-828, September.
  28. Bich Hong Nguyen Thi & Trong Hoai Nguyen & Thanh Hiep Truong, 2020. "The Role of Listing Price Strategies on the Probability of Selling a House: Evidence from Vietnam," Real Estate Management and Valuation, Sciendo, vol. 28(2), pages 63-75, June.
  29. Bourassa, Steven C. & Hoesli, Martin & Scognamiglio, Donato & Zhang, Sumei, 2011. "Land leverage and house prices," Regional Science and Urban Economics, Elsevier, vol. 41(2), pages 134-144, March.
  30. Leopoldo Sdino & Paolo Rosasco & Sara Magoni, 2018. "Real Estate Risk Analysis: The Case of Caserma Garibaldi in Milan," IJFS, MDPI, vol. 6(1), pages 1-13, January.
  31. Yunus, Nafeesa, 2015. "Trends and convergence in global housing markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 100-112.
  32. Shao-Chi Fang & Wen-Chih Yeh & Chun-Chang Lee & Zheng Yu, 2021. "Factors Affecting the Price of Cost-Equivalent Land: Application of Hierarchical Linear Modeling," Land, MDPI, vol. 10(7), pages 1-23, June.
  33. Shengguo Li & Jiaqi Liu & Jichang Dong & Xuerong Li, 2021. "20 Years of Research on Real Estate Bubbles, Risk and Exuberance: A Bibliometric Analysis," Sustainability, MDPI, vol. 13(17), pages 1-24, August.
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