Risk and return within the single-family housing market

Real Estate Economics

Volumn 27, Issue 1, 1999, Pages 63-78

  Crone, Theodore M ^a   Voith, Richard P ^a  

^a FEDERAL RESERVE BANK OF PHILADELPHIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033426264     PISSN: 10808620     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6229.00766     Document Type: Article

References (10)

1. Archer, W.R., D.H. Gratzlaff and D.C. Ling. 1996. Measuring the Importance of Location in House Price Appreciation. Journal of Urban Economics 40: 334-353.
2. Brueckner, J.K. 1997. Consumption and Investment Motives and the Portfolio Choices of Homeowners. Journal of Real Estate Finance and Economics 15: 159-180.
3. Berkovec, J. 1989. A General Equilibrium Model of Housing Consumption and Investment. Journal of Real Estate Finance and Economics 2: 157-172.
4. Case, C.E. and R.J. Shiller. 1988. The Behavior of Home Buyers in Boom and Post-boom Markets. New England Economic Review (November/December): 29-46.
5. Crone, T.M. and R.P. Voith. 1992. Estimating House Price Appreciation: A Comparison of Methods. Journal of Housing Economics 2: 324-338.
6. Gat, D. 1994. Risk and Return in Residential Spatial Markets: An Empiric and Theoretic Model. Journal of Real Estate Finance and Economics 9: 51-67.
7. Goetzmann, W.N. 1993. The Single Family Home in the Investment Portfolio. Journal of Real Estate Finance and Economics 6: 201-222.
8. Goetzmann, W.N. and R.G. Ibbotson. 1990. The Performance of Real Estate as an Asset Class. Journal of Applied Corporate Finance 3: 65-76.
9. Ibbotson, R.G. and L.B. Siegel. 1984. Real Estate Returns: A Comparison with Other Investments. Journal of the American Real Estate and Urban Economics Association 12: 219-242.
10. Meyer, R. and K. Wieand. 1996. Risk and Return to Housing, Tenure Choice and the Value of Housing in an Asset Pricing Context. Real Estate Economics 24: 113-131.