Industrial Real Estate Prices and Market Efficiency

Keywords

Real estate, Granger causality, Economics, Econometrics, Multivariate statistics

References

• The Efficiency of the Market for Single-Family HomesKarl E. Case, Robert J. Shiller — 1988
• Efficiency of the Market for Residential Real EstateKarl L. Guntermann, Richard L. Smith — 1987
• An empirical test of the efficiency of the housing marketPeter Linneman — 1986
• Efficient Real Estate Markets: Paradox or Paradigm?†George W. Gau — 1987
• Efficiency of the office properties marketWillard McIntosh, Glenn V. Henderson — 1989
• Real estate returns, money and fiscal deficits: Is the real estate market efficient?Ali F. Darrat, John L. Glascock — 1989
• Public Information and Abnormal Returns in Real Estate InvestmentGeorge W. Gau — 1985
• A Test of Weak‐Form Efficiency in Residential Real Estate ReturnsWilliam Rayburn, Michael Devaney, Richard Evans — 1987
• The Efficiency of the Market for Single-Family HomesKarl E. Case, Robert J. Shiller — 1988

Cited by

• Performance of REITs: a sector- and company-based analysis of links and time lags between real estate market cycles, earnings, and pricing of REITsTobias Pfeffer — 2009
• The Environment and Performance of Industrial Real EstateJohn D. Benjamin, Emily Norman Zietz, G. Stacy Sirmans — 2009
• Sale-Leaseback Transactions: Price Premiums and Market EfficiencyC. F. Sirmans, Barrett A. Slade — 2010
• Industrial Land Values — A Guide to Future Markets?Bob Thompson, Sotiris Tsolacos — 2001
• Efficient markets: land and slave prices in Henrico County, Virginia, 1782-1863Catherine L. McDevitt, James Irwin — 2010
• Projections in the Industrial Property Market Using a Simultaneous Equation SystemRobert Thompson, Sotiris Tsolacos — 2000
• Environmental contamination and industrial real estate market: an application of hedonic price method in ItalyStefania Tonin, Margherita Turvani — 2011
• Environmental Contamination and Industrial Real Estate PricesThomas O. Jackson — 2002
• Rent Adjustments and Forecasts in the Industrial MarketBob Thompson, Sotiris Tsolacos — 1999
• Industrial Rents and Land Values in the Sydney Property MarketJinu Kim — 1998
• An empirical study of the effects of anticipated improvements in transportation on expected industrial property rentsChan-man Lau, 劉燦文 — 2005
• The role of behavioural aspects in investment decision-making by listed property fund managers in South AfricaBraam Lowies — 2012
• The Journal of Real Estate Research: A Ten-Year ReviewG. Donald Jud — 1996
• Informational efficiency of the real estate market: A meta-analysisGünther Maier, Shanaka Herath, Jan Konowalczuk — 2015
• Asymmetric Information, Adverse Selection, and the Pricing of CMBSXudong An, Yongheng Deng, Stuart A. Gabriel — 2011
• Property taxation and selling prices of industrial real estateJohn F. McDonald, Yuliya V. Yurova — 2007
• Momentum in Residential Real EstateEli Beracha, Hilla Skiba — 2011
• Redeveloping industrial land: are contamination and remediation schemes affecting the price of industrial real estate properties?Stefania Tonin, Margherita Turvani — 2014
• Manufacturing versus Distribution: Implicit Pricing of Real Property Characteristics by SubmarketRoy Black, Marvin Wolverton, John T. Warden — 1997
• IMPLEMENTING A REAL ESTATE MANAGEMENT SYSTEM USING OPEN SOURCE GIS SOFTWAREEsther Mwangi, David Kuria — 2012

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