Home, Sweet Home or Is It - Always? Testing the Efficiency of the Norwegian Housing Market
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Cited by:
- Gunther Maier & Shanaka Herath, 2009.
"Real Estate Market Efficiency: A Survey of Literature,"
ERES
eres2009_155, European Real Estate Society (ERES).
- Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
- Maier, Gunther & Herath, Shanaka, 2009. "Real Estate Market Efficiency. A Survey of Literature," SRE-Discussion Papers 2009/07, WU Vienna University of Economics and Business.
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Keywords
efficient market hypothesis; excess returns; house prices; housing market; martingale process; risk; time persistency; trading rules;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GEO-2007-06-18 (Economic Geography)
- NEP-MAC-2007-06-18 (Macroeconomics)
- NEP-URE-2007-06-18 (Urban and Real Estate Economics)
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