Are stock and real estate markets integrated? An empirical study of six Asian economies

Pacific Basin Finance Journal

Volumn 19, Issue 5, 2011, Pages 571-585

  Lin, Tsoyu Calvin ^a   Lin, Zong Han ^b  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b CHAOYANG UNIVERSITY OF TECHNOLOGY   (Taiwan)

Author keywords

Cointegration; Portfolio management; Real estate market; Segmentation; Stock market; Substitution effect

Indexed keywords

EID: 80052271334     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2011.05.001     Document Type: Article

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