Short-run momentum, long-run mean reversion and excess volatility : an elementary housing model

Noemi Schmitt, Frank Westerhoff

Year of publication:	2019
Authors:	Schmitt, Noemi ; Westerhoff, Frank H.
Published in:	Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 176.2019, p. 43-46
Subject:	Bubbles and crashes \| Extrapolative expectations \| Housing markets \| Spekulationsblase \| Bubbles \| Volatilität \| Volatility \| Theorie \| Theory \| Wohnungsmarkt \| Housing market \| Mean Reversion \| Mean reversion \| Kapitaleinkommen \| Capital income \| Immobilienmarkt \| Real estate market \| Immobilienpreis \| Real estate price \| Börsenkurs \| Share price \| Erwartungsbildung \| Expectation formation \| Finanzkrise \| Financial crisis

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