메뉴 건너뛰기




Volumn 32, Issue 1, 2010, Pages 75-98

House price-volume dynamics: Evidence from 12 cities in New Zealand

Author keywords

[No Author keywords available]

Indexed keywords


EID: 77951893893     PISSN: 08965803     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (33)

References (34)
  • 2
    • 0028579663 scopus 로고
    • Seasonality and Cointegration of Regional House Prices in the U.K
    • Alexander, C. and M. Barrow. Seasonality and Cointegration of Regional House Prices in the U.K. Urban Studies, 1994, 31: 10, 1667-89.
    • (1994) Urban Studies , vol.31 , Issue.10 , pp. 1667-89
    • Alexander, C.1    Barrow, M.2
  • 4
    • 0030519679 scopus 로고    scopus 로고
    • Turnover as a Measure of Demand for Existing Homes
    • Berkovec, J.A. and J.L. Goodman. Turnover as a Measure of Demand for Existing Homes. Real Estate Economics, 1996, 24: 4, 421-40.
    • (1996) Real Estate Economics , vol.24 , Issue.4 , pp. 421-40
    • Berkovec, J.A.1    Goodman, J.L.2
  • 5
    • 84993865825 scopus 로고
    • Market Statistics and Technical Analysis: The Role of Volume
    • Blume, L., D. Easley and M. O'Hara. Market Statistics and Technical Analysis: The Role of Volume. Journal of Finance, 1994, 49: 1, 153-181.
    • (1994) Journal of Finance , vol.49 , Issue.1 , pp. 153-181
    • Blume, L.1    Easley, D.2    O'Hara, M.3
  • 9
    • 0024569535 scopus 로고
    • The Efficiency of the Market for Single-Family Homes
    • Case, K.E. and R.J. Shiller. The Efficiency of the Market for Single-Family Homes. The American Economic Review, 1989, 79: 1, 125-37.
    • (1989) The American Economic Review , vol.79 , Issue.1 , pp. 125-37
    • Case, K.E.1    Shiller, R.J.2
  • 11
    • 33745292440 scopus 로고    scopus 로고
    • Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives
    • Clapham, E., P. Englund, J.M. Quigley, and C.L. Redfearn. Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives. Real Estate Economics, 2006, 34: 2,275-302.
    • (2006) Real Estate Economics , vol.34 , Issue.2 , pp. 275-302
    • Clapham, E.1    Englund, P.2    Quigley, J.M.3    Redfearn, C.L.4
  • 12
    • 0000789999 scopus 로고
    • Repeated Sales Methodology for Price Trend Estimation: An Evaluation of Sample Selectivity
    • Clapp, J.M. and C. Giaccotto. Repeated Sales Methodology for Price Trend Estimation: An Evaluation of Sample Selectivity. Journal of Real Estate Finance and Economics, 1992, 5: 4, 357-74.
    • (1992) Journal of Real Estate Finance and Economics , vol.5 , Issue.4 , pp. 357-74
    • Clapp, J.M.1    Giaccotto, C.2
  • 13
    • 0002474315 scopus 로고    scopus 로고
    • Further Evidence on Real Estate Market Efficiency
    • Clayton, J. Further Evidence on Real Estate Market Efficiency. Journal of Real Estate Research, 1998, 15: 1/2, 41-58.
    • (1998) Journal of Real Estate Research , vol.15 , Issue.1-2 , pp. 41-58
    • Clayton, J.1
  • 14
    • 46149110783 scopus 로고    scopus 로고
    • Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation
    • Clayton, J., G. MacKinnon, and L. Peng. Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation. Journal of Real Estate Research, 2008, 30: 2, 125-60.
    • (2008) Journal of Real Estate Research , vol.30 , Issue.2 , pp. 125-60
    • Clayton, J.1    Mackinnon, G.2    Peng, L.3
  • 16
    • 84944838354 scopus 로고
    • A Model of Asset Trading under the Assumption of Sequential Information Arrival
    • Copeland, T.E. A Model of Asset Trading under the Assumption of Sequential Information Arrival. Journal of Finance, 1976, 31: 4, 1149-68.
    • (1976) Journal of Finance , vol.31 , Issue.4 , pp. 1149-68
    • Copeland, T.E.1
  • 17
    • 0033417053 scopus 로고    scopus 로고
    • The Choice of Methodology for Computing Housing Price Indexes: Comparisons of Temporal Aggregation and Sample Definition
    • Englund, P., J.M. Quigley, and C.L. Redfearn. The Choice of Methodology for Computing Housing Price Indexes: Comparisons of Temporal Aggregation and Sample Definition. Journal of Real Estate Finance and Economics, 1999, 19: 2, 91-112.
    • (1999) Journal of Real Estate Finance and Economics , vol.19 , Issue.2 , pp. 91-112
    • Englund, P.1    Quigley, J.M.2    Redfearn, C.L.3
  • 19
    • 0000962885 scopus 로고
    • Seasonality, Nonstationarity and the Forecasting of Monthly Time Series
    • Franses, P.H. Seasonality, Nonstationarity and the Forecasting of Monthly Time Series. International Journal of Forecasting, 1991, 7, 199-208.
    • (1991) International Journal of Forecasting , vol.7 , pp. 199-208
    • Franses, P.H.1
  • 20
    • 33845788779 scopus 로고    scopus 로고
    • Considerations in the Design and Construction of Investment Real Estate Research Indices
    • Geltner, D. and D.C. Ling. Considerations in the Design and Construction of Investment Real Estate Research Indices. Journal of Real Estate Research, 2006, 28: 4, 411-44.
    • (2006) Journal of Real Estate Research , vol.28 , Issue.4 , pp. 411-44
    • Geltner, D.1    Ling, D.C.2
  • 21
    • 0040481570 scopus 로고    scopus 로고
    • Loss Aversion and Seller Behaviour Evidence from the Housing Market
    • Genesove, D. and C. Mayer. Loss Aversion and Seller Behaviour Evidence from the Housing Market. Quarterly Journal of Economics, 2001, 116: 4, 1233-60.
    • (2001) Quarterly Journal of Economics , vol.116 , Issue.4 , pp. 1233-60
    • Genesove, D.1    Mayer, C.2
  • 22
    • 0031508070 scopus 로고
    • A Spatial model of Housing Returns and Neighbourhood Substitutability
    • Goetzmann, W.N. and M. Spiegel. A Spatial model of Housing Returns and Neighbourhood Substitutability. Journal of Real Estate Finance and Economics, 1995, 14: 1/2, 11-31.
    • (1995) Journal of Real Estate Finance and Economics , vol.14 , Issue.1-2 , pp. 11-31
    • Goetzmann, W.N.1    Spiegel, M.2
  • 23
    • 1642430371 scopus 로고    scopus 로고
    • The Predictability of House Prices
    • Gu, A.Y. The Predictability of House Prices. Journal of Real Estate Research, 2002, 24: 3, 213-34.
    • (2002) Journal of Real Estate Research , vol.24 , Issue.3 , pp. 213-34
    • Gu, A.Y.1
  • 25
    • 0033974344 scopus 로고    scopus 로고
    • Prices and Turnover in the Market for Owner-Occupied Homes
    • Hort, K. Prices and Turnover in the Market for Owner-Occupied Homes. Regional Science and Urban Economics, 2000, 30: 1, 99-119.
    • (2000) Regional Science and Urban Economics , vol.30 , Issue.1 , pp. 99-119
    • Hort, K.1
  • 26
    • 23844548727 scopus 로고    scopus 로고
    • What Drives the Property Price-Trading Volume Correlation? Evidence from a Commercial Real Estate Market
    • Leung, C.K.Y. and D. Feng. What Drives the Property Price-Trading Volume Correlation? Evidence from a Commercial Real Estate Market. Journal of Real Estate Finance and Economics, 2005, 31: 2, 241-55.
    • (2005) Journal of Real Estate Finance and Economics , vol.31 , Issue.2 , pp. 241-55
    • Leung, C.K.Y.1    Feng, D.2
  • 27
    • 0141881877 scopus 로고    scopus 로고
    • Testing Alternative Theories of the Property Price-Trading Volume Correlation
    • Leung, C.K.Y., G.C.K. Lau, and Y.C.F. Leong. Testing Alternative Theories of the Property Price-Trading Volume Correlation. Journal of Real Estate Research, 2002, 23: 3, 253-64.
    • (2002) Journal of Real Estate Research , vol.23 , Issue.3 , pp. 253-64
    • Leung, C.K.Y.1    Lau, G.C.K.2    Leong, Y.C.F.3
  • 28
    • 0000424562 scopus 로고
    • Arithmetic Repeat Sales Price Estimators
    • Shiller, R.J. Arithmetic Repeat Sales Price Estimators. Journal of Housing Economics, 1991,1: 1, 110-26.
    • (1991) Journal of Housing Economics , vol.1 , Issue.1 , pp. 110-26
    • Shiller, R.J.1
  • 29
    • 0004179594 scopus 로고    scopus 로고
    • Second edition. Princeton, NJ: Princeton University Press
    • Shiller, R.J. Irrational Exuberance. Second edition. Princeton, NJ: Princeton University Press, 2005.
    • (2005) Irrational Exuberance
    • Shiller, R.J.1
  • 30
    • 70350514890 scopus 로고    scopus 로고
    • Quantifying the Reversibility Phenomenon for the Repeat-Sales Index
    • Simon, A. Quantifying the Reversibility Phenomenon for the Repeat-Sales Index. Journal of Real Estate Research, 2009, 31: 1, 27-62.
    • (2009) Journal of Real Estate Research , vol.31 , Issue.1 , pp. 27-62
    • Simon, A.1
  • 31
    • 0029507570 scopus 로고
    • Prices and Trading Volume in the Housing-Market-A Model with DownPayment Effects
    • Stein, J.C. Prices and Trading Volume in the Housing-Market-A Model with DownPayment Effects. Quarterly Journal of Economics, 1995, 110: 2, 379-406.
    • (1995) Quarterly Journal of Economics , vol.110 , Issue.2 , pp. 379-406
    • Stein, J.C.1
  • 33
  • 34
    • 1842470921 scopus 로고    scopus 로고
    • Forecasting Sales and Price for Existing Single-Family Homes: A VAR Model with Error Correction
    • Zhou, Z. Forecasting Sales and Price for Existing Single-Family Homes: A VAR Model with Error Correction. Journal of Real Estate Research, 1997, 14: 1/2, 155-67.
    • (1997) Journal of Real Estate Research , vol.14 , Issue.1-2 , pp. 155-67
    • Zhou, Z.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.