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~subject:"Cointegration"
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Random walks and market efficiency : evidence from international real estate markets
Kleinman, Robert T.
;
Payne, James E.
;
Sahu, Anandi Prasad
- In:
The journal of real estate research
24
(
2002
)
3
,
pp. 279-297
Persistent link: https://www.econbiz.de/10001714729
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Random walks, cointegration, and the transmission of shocks across global real estate and equity markets
Payne, James E.
;
Sahu, Anandi Prasad
- In:
Journal of economics and finance
28
(
2004
)
2
,
pp. 198-210
Persistent link: https://www.econbiz.de/10002417663
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