Price discovery and dynamics across housing developers in China

被引：0
|
作者：
Deng, Guoying [1 ]
Hernandez, Manuel A. [2 ]
Wu, Yaoguo [1 ]
机构：
[1] Sichuan Univ, Chengdu, Peoples R China
[2] Int Food Policy Res Inst, Chengdu, Peoples R China
来源：
ECONOMICS BULLETIN | 2016年 / 36卷 / 04期
基金：
中国国家自然科学基金;
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper examines the short-term price dynamics in mean and volatility across state, private and overseas housing developers in China. We use a unique transaction dataset of new apartment units over the period 2005-2014. The results do not support the price discovery role of one group of developers neither the presence of domino effects.
引用
收藏
页码：1966 / +
页数：10
相关论文
共 50 条
  • [21] List price and sale price variation across the housing market cycle
    McGreal, Stanley
    Brown, Louise
    Adair, Alastair
    [J]. INTERNATIONAL JOURNAL OF HOUSING MARKETS AND ANALYSIS, 2010, 3 (02) : 89 - 99
  • [22] Inheritance dynamics and housing price fluctuations: Evidence from the China household finance survey
    Wang, Zixuan
    Feng, Yu
    Li, Yan
    Wang, Zehao
    Lin, Ouwen
    [J]. FINANCE RESEARCH LETTERS, 2024, 67
  • [23] Structural Changes, Housing Price Dynamics and Housing Affordability in Korea
    Kim, Kyung-Hwan
    Cho, Man
    [J]. HOUSING STUDIES, 2010, 25 (06) : 839 - 856
  • [24] Price discovery between private and public housing markets
    Ong, SE
    Sing, TF
    [J]. URBAN STUDIES, 2002, 39 (01) : 57 - 67
  • [25] Price discovery between Chinese land & housing markets
    Deng, Changrong
    Ma, Yongkai
    [J]. PROCEEDINGS OF 2007 INTERNATIONAL CONFERENCE ON CONSTRUCTION & REAL ESTATE MANAGEMENT, VOLS 1 AND 2, 2007, : 1576 - 1578
  • [26] Housing affordability, self-occupancy housing demand and housing price dynamics
    Tsai, I-Chun
    [J]. HABITAT INTERNATIONAL, 2013, 40 : 73 - 81
  • [27] Information flow and price discovery dynamics
    Wu, Lei
    Xu, Kuan
    Meng, Qingbin
    [J]. REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 2021, 56 (01) : 329 - 367
  • [28] Information flow and price discovery dynamics
    Lei Wu
    Kuan Xu
    Qingbin Meng
    [J]. Review of Quantitative Finance and Accounting, 2021, 56 : 329 - 367
  • [29] Differences in housing price forecastability across US states
    Rapach, David E.
    Strauss, Jack K.
    [J]. INTERNATIONAL JOURNAL OF FORECASTING, 2009, 25 (02) : 351 - 372
  • [30] THE EFFECTS OF ASSUMPTION FINANCING ACROSS HOUSING PRICE CATEGORIES
    AGARWAL, VB
    PHILIPS, RA
    [J]. AREUEA JOURNAL-JOURNAL OF THE AMERICAN REAL ESTATE & URBAN ECONOMICS ASSOCIATION, 1985, 13 (01): : 48 - 57
12345