Price discovery of property markets in Shenzhen and Hong Kong

Construction Management and Economics

Volumn 27, Issue 12, 2009, Pages 1175-1196

  Hui, Eddie Chi Man ^a   Ng, Ivan ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

Author keywords

Generalized impulse response; Granger causality; Price; Property market; Variance decomposition

Indexed keywords

DEMAND SHOCKS; ECONOMIC INDICATORS; GOVERNMENT REGULATION; GRANGER CAUSALITY; HONG-KONG; HOUSING PRICES; MARKET CONDITION; OVER-INVESTMENT; PERSONAL INCOME; POLICY CHANGES; PRICE DISCOVERY; PRICE TRENDS; PROPERTY MARKET; VARIANCE DECOMPOSITION;

COMMERCE; COSTS; IMPULSE RESPONSE; LAWS AND LEGISLATION;

HOUSING;

DECOMPOSITION ANALYSIS; GRANGER CAUSALITY TEST; MARKET CONDITIONS; PRICE DETERMINATION; PROPERTY MARKET; VARIANCE ANALYSIS;

CHINA; GUANGDONG; HONG KONG; SHENZHEN;

EID: 77449120186     PISSN: 01446193     EISSN: 1466433X     Source Type: Journal    
DOI: 10.1080/01446190903365640     Document Type: Article

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