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北京和武汉房地产市场有效性分析和比较实证研究 被引量:1

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摘要 文章在深入分析市场有效的含义并与独立性、相关性进行对比的基础上,采用比较稳健的统计方法对中国有代表性的房地产市场的有效性进行检验。
作者 周义 李梦玄
出处 《经济师》 2008年第3期22-23,共2页
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参考文献7

  • 1Campbell, C. , A. Lo & C. MacKinlay. The Econometrics of Financial Markets[ M]. Princeton University Press, New Jersey, 1997.
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同被引文献12

  • 1王克强,郑颖,刘红梅.中国房地产市场弱式有效性的实证研究[J].中国土地科学,2006,20(6):38-44. 被引量:9
  • 2Andrew,M,Meen,G.House Price Appreciation,Transactions and Structural Change in the British Housing Market:A Macroeconomic Perspective. Real Estate Economics . 2003
  • 3Shi,S,Young M,Hargreaves,B.House Price-Volume Dynamics.Evidence from12Cities in New Zealand. . 2009
  • 4Stein,J.C.Prices and Trading Volume in the Housing Market. . 1995
  • 5Lo A W,Mackinlary A C.Stock market prices do not follow random walks: evidence from a simple specification test. Review of Finance . 1988
  • 6Samuelson PA.Proof that Properly Anticipated Prices Fluctuate Randomly. Industrial Management . 1965
  • 7Case KE,Shiller RJ.The Efficiency of the Market for Single-Family Homes. The American Economist . 1989
  • 8Fama E F.Efficient capital markets: a review of empirical work. Journal of Finance, The . 1970
  • 9Clayton,J.Are housing price cycles driven by irrational expectations?. Journal of Real Estate Finance and Economics . 1997
  • 10Campbell J Y,Lo A W,MacKinlay A C.The Econometrics of Financial Markets. . 1997

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