Momentum and reversion to fundamentals : are they captured by subjective expectations of house prices?
Year of publication: |
2020
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Authors: | Ma, Chao |
Published in: |
Journal of housing economics. - Amsterdam : Elsevier, ISSN 1051-1377, ZDB-ID 1098119-6. - Vol. 49.2020, p. 1-17
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Subject: | Asset-Price Expectations | House-Price Dynamics | House-Price Expectations | Irrational Expectations | Momentum | Reversion to Fundamentals | Erwartungsbildung | Expectation formation | Immobilienpreis | Real estate price | Rationale Erwartung | Rational expectations | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Spekulationsblase | Bubbles |
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