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Volumn 14, Issue 1-2, 1997, Pages 89-111

Appraisals, Transaction Incentives, and Smoothing

Author keywords

Appraisal bias; Appraisal smoothing; House price indices; House price volatility

Indexed keywords


EID: 0031516936     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1007772018106     Document Type: Article
Times cited : (46)

References (17)
  • 1
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    • Bollerslev, T.1
  • 3
    • 0024569535 scopus 로고
    • The Efficiency of the Market for Single-Family Homes
    • Case, K. E., and R. J. Shiller. "The Efficiency of the Market for Single-Family Homes," American Economic Review 79 (1989), 125-137.
    • (1989) American Economic Review , vol.79 , pp. 125-137
    • Case, K.E.1    Shiller, R.J.2
  • 5
    • 0000496978 scopus 로고
    • Economic Forces and the Stock Market: Testing the APT and Alternative Asset Pricing Theories
    • Chen, N.-F., R. Roll, and S. A. Ross. "Economic Forces and the Stock Market: Testing the APT and Alternative Asset Pricing Theories," Journal of Business 59 (1986), 383-403.
    • (1986) Journal of Business , vol.59 , pp. 383-403
    • Chen, N.-F.1    Roll, R.2    Ross, S.A.3
  • 6
    • 0000051984 scopus 로고
    • Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation
    • Engle, R. F. "Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica 50 (1982), 987-1008.
    • (1982) Econometrica , vol.50 , pp. 987-1008
    • Engle, R.F.1
  • 7
    • 0000013567 scopus 로고
    • Co-Integration and Error Correction: Representation, Estimation, and Testing
    • Engle, R. F., and C. Granger. "Co-Integration and Error Correction: Representation, Estimation, and Testing," Econometrica 55 (1987), 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.2
  • 8
    • 84993924525 scopus 로고
    • Measuring and Testing the Impact of News on Volatility
    • Engle, R. F., and V. C. Ng. "Measuring and Testing the Impact of News on Volatility," Journal of Finance 48 (1993), 1749-1778.
    • (1993) Journal of Finance , vol.48 , pp. 1749-1778
    • Engle, R.F.1    Ng, V.C.2
  • 10
    • 84993601065 scopus 로고
    • On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
    • Glosten, L. R., R. Jagannathan, and D. E. Runkle. "On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks," Journal of Finance 58 (1993), 1779-1801.
    • (1993) Journal of Finance , vol.58 , pp. 1779-1801
    • Glosten, L.R.1    Jagannathan, R.2    Runkle, D.E.3
  • 13
    • 0000641348 scopus 로고
    • Conditional Heteroskedasticity in Asset Returns: A New Approach
    • Nelson, D. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica 59 (1992), 347-370.
    • (1992) Econometrica , vol.59 , pp. 347-370
    • Nelson, D.1
  • 14
    • 0041471062 scopus 로고
    • Price Formation and the Appraisal Function in Real Estate Markets
    • Quan, D., and J. Quigley. "Price Formation and the Appraisal Function in Real Estate Markets," Journal of Real Estate Finance and Economics 4 (1991), 127-146.
    • (1991) Journal of Real Estate Finance and Economics , vol.4 , pp. 127-146
    • Quan, D.1    Quigley, J.2
  • 16
    • 84993912294 scopus 로고
    • Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures
    • Shiller, R. J. "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," Journal of Finance 48 (1993), 911-931.
    • (1993) Journal of Finance , vol.48 , pp. 911-931
    • Shiller, R.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.