Are securitised real estate markets efficient? : new international evidence based on an improved automatic Portmanteau test
Year of publication: |
2012
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Authors: | Su, Jen-je ; Cheung, Adrian Wai Kong ; Roca, Eduardo |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 684-690
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Subject: | Autocorrelation test | Market efficiency | Real estate | Immobilienmarkt | Real estate market | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
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