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Volumn 20, Issue 1, 2000, Pages 49-66

Sticky Valuations, Aggregation Effects, and Property Indices

Author keywords

Cross correlation; Serial correlation; Smoothing; Sticky valuations

Indexed keywords


EID: 0034406649     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007879805481     Document Type: Article
Times cited : (36)

References (18)
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  • 2
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  • 6
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  • 7
    • 84984016484 scopus 로고
    • Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal-Based Returns
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    • Geltner, D.1
  • 9
    • 0001607212 scopus 로고
    • Estimating Market Values from Appraised Values Without Assuming an Efficient Market
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    • Geltner, D.1
  • 10
    • 84983947135 scopus 로고
    • Appraisal Based Real Estate Returns under Alternative Market Regimes
    • Giaccotto, C., and J. Clapp. (1992). "Appraisal Based Real Estate Returns Under Alternative Market Regimes," AREUEA Journal 20(1), 1-24.
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    • Giaccotto, C.1    Clapp, J.2
  • 12
    • 0032221486 scopus 로고    scopus 로고
    • Appraisal Smoothing: The Other Side of the Story
    • Lai, T.-Y., and K. Wang. (1998). "Appraisal Smoothing: The Other Side of the Story," Real Estate Economics 26(3), 511-535.
    • (1998) Real Estate Economics , vol.26 , Issue.3 , pp. 511-535
    • Lai, T.-Y.1    Wang, K.2
  • 13
    • 0000139990 scopus 로고
    • Commercial Property Market Prices and Valuations: Analysing the Correspondence
    • Matysiak, G., and P. Wang. (1995). "Commercial Property Market Prices and Valuations: Analysing the Correspondence," Journal of Property Research 12(3), 181-202.
    • (1995) Journal of Property Research , vol.12 , Issue.3 , pp. 181-202
    • Matysiak, G.1    Wang, P.2
  • 14
    • 0001748525 scopus 로고
    • Sticky Prices and Disequilibrium in a Rational Model of the Inflationary Process
    • Mussa, M. (1981). "Sticky Prices and Disequilibrium in a Rational Model of the Inflationary Process," American Economic Review 71, 1020-1027.
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    • Mussa, M.1
  • 15
    • 84984062248 scopus 로고
    • Inferring an Investment Return Series for Real Estate from Observations on Sales
    • Quan, D., and J. Quigley. (1989). "Inferring an Investment Return Series for Real Estate from Observations on Sales," AREUEA Journal 17(2), 218-230.
    • (1989) AREUEA Journal , vol.17 , Issue.2 , pp. 218-230
    • Quan, D.1    Quigley, J.2
  • 16
    • 0041471062 scopus 로고
    • Price Formation and the Appraisal Function in Real Estate Markets
    • Quan, D., and J. Quigley. (1991). "Price Formation and the Appraisal Function in Real Estate Markets," Journal of Real Estate Finance & Economics 4(2), 127-46.
    • (1991) Journal of Real Estate Finance & Economics , vol.4 , Issue.2 , pp. 127-146
    • Quan, D.1    Quigley, J.2
  • 18
    • 0000304809 scopus 로고
    • Note on the Correlation of the First Difference of Averages in a Random Chain
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    • Working, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.