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dc.contributor.authorBao, Helenen
dc.contributor.authorHuang, Huien
dc.contributor.authorHuang, Yu-Liehen
dc.contributor.authorLin, Pin-teen
dc.date.accessioned2014-10-08T13:48:38Z
dc.date.available2014-10-08T13:48:38Z
dc.date.issued2014en
dc.identifier.citationBao et al. Property Management (2014) Vol. 32, Issue 5, pp. 378-385. DOI: 10.1108/PM-02-2014-0009en
dc.identifier.issn0263-7472
dc.identifier.urihttps://www.repository.cam.ac.uk/handle/1810/246142
dc.description.abstractThis study is the first attempt to investigate the volatility clustering in the return of land markets. Using extensive monthly panel data at the provincial level from 1986 to 2013, we identify the existence of time-correlated and time-varying returns in Canadian land markets. Consistent with our proposed theory, volatility clustering in land markets tends to be observed in more populated areas. Our result has significant implications for portfolio management, economic theory and government policy by revealing the systematic pattern of volatility clustering in land markets.
dc.languageEnglishen
dc.language.isoenen
dc.publisherEmerald Publishing Group
dc.titleVolatility clustering in land marketsen
dc.typeArticle
dc.description.versionThis is the author accepted manuscript. The final version is available from Emerald via http://dx.doi.org/10.1108/PM-02-2014-0009en
prism.endingPage385
prism.publicationDate2014en
prism.publicationNameProperty Managementen
prism.startingPage378
prism.volume32en
rioxxterms.versionofrecord10.1108/PM-02-2014-0009en
rioxxterms.licenseref.urihttp://www.rioxx.net/licenses/all-rights-reserveden
rioxxterms.licenseref.startdate2014en
dc.contributor.orcidBao, Helen [0000-0003-3966-3867]
rioxxterms.typeJournal Article/Reviewen


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