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Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation. (2008). Peng, Liang ; MacKinnon, Greg ; Clayton, Jim .
In: Journal of Real Estate Research.
RePEc:jre:issued:v:30:n:2:2008:p:125-160.

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Cited: 14

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Cites: 32

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  1. Local Housing Market Sentiments and Returns: Evidence from China. (2024). Pang, Jindong ; Zhao, Yiyi ; Shen, Shulin.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:68:y:2024:i:3:d:10.1007_s11146-022-09933-w.

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  2. The relationship between property transaction prices, turnover rates and buyers and sellers reservation price distributions. (2019). Netzell, Olof ; GUNNELIN, ke.
    In: Working Paper Series.
    RePEc:hhs:kthrec:2019_002.

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  3. Capitalization rates and transaction activity in international office markets: A global perspective. (2019). Devaney, Steven ; Nanda, Anupam ; McAllister, Pat ; Livingstone, Nicola.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317304374.

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  4. Managing Bubbles in the Korean Real Estate Market: A Real Options Framework. (2018). Song, Jae Wook ; Kim, Kyung Won.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:8:p:2875-:d:163542.

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  5. Liquidity Pricing of Illiquid Assets. (2018). Marcato, Gianluca.
    In: ERES.
    RePEc:arz:wpaper:eres2018_215.

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  6. Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion. (2017). Prigent, Jean-Luc ; Barthélémy, Fabrice ; Mokrane, Mahdi ; Keenan, Donald ; Amedee-Manesme, Charles-Olivier.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2017-20.

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  7. Determinants and Sustainability of House Prices: The Case of Shanghai, China. (2015). Chau, Kwong Wing ; Zou, Gaolu.
    In: Sustainability.
    RePEc:gam:jsusta:v:7:y:2015:i:4:p:4524-4548:d:48282.

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  8. An Analysis of the Evolutions of Real Estate Market and Purchasing Power within the European Union. (2014). Sipos, Ciprian ; Buglea, Alexandru .
    In: ERES.
    RePEc:arz:wpaper:eres2014_177.

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  9. Wealth effects on the housing markets: Do market liquidity and market states matter?. (2013). Lee, Chien-Chiang ; Peng, Chi-Lu ; Chen, Ming-Chi ; Zeng, Jhih-Hong .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:32:y:2013:i:c:p:488-495.

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  10. Liquidity dynamics across public and private markets. (2012). Chang, Qingqing ; Bond, Shaun A..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:7:p:1890-1910.

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  11. Information and Search on the Housing Market: An Agent-based Model. (2011). Goffette-Nagot, Florence ; Jensen, Pablo ; McBreen, John ; John Mc Breen, .
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa11p1395.

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  12. Integrating Illiquid Assets into the Portfolio Decision Process. (2011). Anglin, Paul ; Gao, Yanmin .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:39:y:2011:i:2:p:277-311.

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  13. House Price-Volume Dynamics: Evidence from 12 Cities in New Zealand. (2010). Young, Martin ; Hargreaves, Bob ; Shi, Song .
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:32:n:1:2010:p:75-100.

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  14. Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment. (2009). Ling, David ; Clayton, Jim ; Naranjo, Andy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:38:y:2009:i:1:p:5-37.

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References

References cited by this document

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  32. Time Variation of Liquidity 159 Cauley, S. and A. Pavlov. Rational Delays: The Case of Real Estate. Journal of Real Estate Finance and Economics, 2002, 24, 143-65.

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