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Volumn 21, Issue 3, 2000, Pages 251-261

The Causal Relationship Between Real Estate and Stock Markets

Author keywords

Causality; REITS markets; Stock markets

Indexed keywords


EID: 0034556584     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1012051719424     Document Type: Article
Times cited : (136)

References (21)
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  • 7
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    • Co-integration and Error Correction: Representation, Estimation, and Testing
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  • 8
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    • Return Risk and Cashflow Risk with Long Term Riskless Leases in Commercial Real Estate
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  • 11
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    • Housing Submarkets Within Urban Areas: Definitions and Evidence
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    • Goodman, A.C.1
  • 13
    • 84993869057 scopus 로고
    • Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation
    • Hiemstra, C., and J. Jones. (1994). "Testing for Linear and Nonlinear Granger Causality in the Stock Price-Volume Relation," Journal of Finance 49, 1639-1664.
    • (1994) Journal of Finance , vol.49 , pp. 1639-1664
    • Hiemstra, C.1    Jones, J.2
  • 14
    • 0000414772 scopus 로고
    • The Predictability of Returns on Equity Reits and Their Co-movements with Other Assets
    • Liu, C., and J. Mei. (1992). "The Predictability of Returns on Equity Reits and Their Co-movements with Other Assets," Journal of Real Estate Finance and Economics 5, 401-418.
    • (1992) Journal of Real Estate Finance and Economics , vol.5 , pp. 401-418
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  • 17
    • 0031286983 scopus 로고    scopus 로고
    • Using Nonlinear Tests to Examine Integration between Real Estate and Stock Markets
    • Okunev, J., and P. Wilson. (1997). "Using Nonlinear Tests to Examine Integration Between Real Estate and Stock Markets," Real Estate Economics 25, 487-503.
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    • Okunev, J.1    Wilson, P.2
  • 18
    • 0033447844 scopus 로고    scopus 로고
    • Do Real Estate Prices and Stock Prices Move Together? An International Analysis
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  • 19
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    • Segmentation in Urban Housing Markets
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  • 21
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    • Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
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    • Zivot, E.1    Andrews, D.2


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