Momentum and mean reversion in regional housing markets: evidence from variance ratio tests

Autor: Elias Oikarinen, Felix Schindler

Publikováno v: International Journal of Strategic Property Management, Vol 19, Iss 3 (2015)

We study the persistence and reversion patterns of housing price growth by computing variance ratios applying Kim's (2006) Wild bootstrapping and using finnish data for the period 1987–2010. The momentum effect in housing price growth is found to b

Externí odkaz: https://doaj.org/article/386cad4d7459440f822f9077a0a52a84

Revisiting metropolitan house price-income relationships

Autor: Elias Oikarinen, Steven C. Bourassa, Martin Hoesli, Janne Engblom

Publikováno v: Journal of Housing Economics. :101946

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::33ada068b7dbe8db86651eed3602eb43
https://doi.org/10.1016/j.jhe.2023.101946

Measuring the Degree of Land Use Restrictiveness in Largest Finnish Cities

Autor: Heidi Falkenbach, Elias Oikarinen, Tea Lönnroth, Pauliina Krigsholm, Tuulia Puustinen

Publikováno v: 28th Annual European Real Estate Society Conference.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::1961edc6cd105342ad348a15f86453d0
https://doi.org/10.15396/eres2021_52

Are Public and Private Asset Returns and Risks the Same? Evidence from Real Estate Data

Autor: Martin Hoesli, Elias Oikarinen

Publikováno v: Journal of Real Estate Porfolio Management, Vol. 22, No 2 (2016) pp. 179-198
Scopus-Elsevier
Swiss Finance Institute Research Paper Series, Vol. 13, No 56 (2013)

This article investigates the similarity of public and private real estate returns and risks over the long horizon using data for the U.S and the U.K. The results show evidence of a one-to-one relationship between publicly traded REIT performance and

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9e8e5bc7d35ab044fb7460dd2a90d364
https://doi.org/10.1080/10835547.2016.12089990

Differences in housing price dynamics across cities: A comparison of different panel model specifications

Autor: Janne Engblom, Elias Oikarinen

Publikováno v: Urban Studies. 53:2312-2329

This study compares a conventionally used panel data model – that does not allow for regional variations in housing price dynamics – with panel models that let the dynamics differ across regions. We concentrate on examining the momentum dynamics

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a35b1b95c4b32cf5f0cf757c4ff7d66
https://doi.org/10.1177/0042098015589883