Housing Futures Markets: Early Evidence of Return and Risk

Journal of Housing Research

Volumn 17, Issue 1, 2008, Pages 1-12

  Jud, Donald ^a   Winkler, Daniel ^a  

^a UNIVERSITY OF NORTH CAROLINA AT GREENSBORO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70350680790     PISSN: 10527001     EISSN: 26911337     Source Type: Journal    
DOI: 10.1080/10835547.2008.12091983     Document Type: Article

References (9)

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2. Case, K.E. and R.J.Shiller. Prices of Single Family Homes Since 1970: New Indexes for Four Cities. National Bureau of Economic Research. NBER Working Paper Series, no. 2393, September 1987.
3. Chicago Mercantile Exchange. CME Rulebook, Chapter 419. CME Metro Area Housing Index Futures. Chicago, CME, 2006.CME Rulebook, Chapter 419 CME Metro Area Housing Index Futures
4. Fama, E.F. and K.R. French. Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage. Journal of Business, 1987, 60:1, 55-73.Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage. Journal of Business 60 55 73
5. Gorton, G. and K.G.Rouwenhorst. Facts and Fantasies about Commodity Futures. National Bureau of Economic Research. NBER Working Paper Series, no. 10595, June 2004.
6. Greer, R.J. The Nature of Commodity Index Returns. Journal of Alternative Investments, 2000, 3:1, 45-52.The Nature of Commodity Index Returns. Journal of Alternative Investments 3 45 52
7. Hicks, J.R. Value & Capital. Oxford: The Clurendon Press, 1939.Value & Capital
8. Keynes, J.M. A Treatise on Money, Vol. II. New York: Harcourt, Brace & Co., 1930.A Treatise on Money, Vol. II
9. White, H.A. Heteroscedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroscedasticity. Econometrica, 1980, 48:4, 817-38.Heteroscedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroscedasticity. Econometrica 48 817 38