Predictability in Equilibrium: The Price Dynamics of Real Estate Investment Trusts
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
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1. Risk and returns in real estate development projects at the black swan test [Rendimento e rischio d’investimento immobiliare alla prova del cigno nero];Valori e Valutazioni;2023-02
2. The Paradoxical Prices of Options;Review of Pacific Basin Financial Markets and Policies;2022-04-13
3. Forecasting building permits with Google Trends;Empirical Economics;2021-01-26
4. Heterogeneous Agent Models in Finance ✶ ✶Acknowledgments: We are grateful to the editors, Cars Hommes and Blake LeBaron, and three reviewers for their very helpful comments. We also thank the participants to the Workshop “Handbook of Computational Economics, Volume 4, Heterogeneous Agent Models”, hosted by the Amsterdam School of Economics, University of Amsterdam, for insightful discussions and suggestions. We would like to dedicate this survey to the memory of Carl Chiarella who inspired and collaborated with us on a large body of research covered partially in this chapter. Financial support from the Australian Research Council (ARC) under Discovery Grant (DP130103210) is gratefully acknowledged.;Handbook of Computational Economics;2018
5. Forecasting the US housing market;International Journal of Forecasting;2014-07
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