Have a personal or library account? Click to login
Listing of Developer Companies as a Predictor of the Situation on the Residential Real Estate Market Cover

Listing of Developer Companies as a Predictor of the Situation on the Residential Real Estate Market

By: Rafal Wolski  
Open Access
|Jan 2019

References

  1. Bełej M., Kulesza S., 2015, The Dynamics Of Time Series Of Real Estate Prices, Real Estate Management And Valuation, Volume 23, Issue 4, Pages 35-43, Issn Online 2300-5289, Doi: Https://Doi.Org/10.1515/Remav-2015-0034, January 2016.10.1515/Remav-2015-00342016
  2. Dittmann I., 2016, Rates Of Return On Shares Of Real Estate Development Companies In Poland In The Years 2001-2015. A Comparative Analysis, Real Estate Management And Valuation, 24(4), 23-34.10.1515/remav-2016-0027
  3. Foryś, I., Tarczyńska-Łuniewska, M., 2017, Polish Real Estate Funds And International Experience, Acta Scientiarum Polonorum, Oeconomia, 16(2).10.22630/ASPE.2017.16.2.17
  4. Heaney R., Sriananthakumar S., 2012, Time-Varying Correlation Between Stock Market Returns And Real Estate Returns, Journal Of Empirical Finance, 19(4), Pp. 583-594, Doi:10.1016/J.Jempfin.2012.03.00610.1016/J.Jempfin.2012.03.006
  5. Jensen M.C., 1968, The Performance Of Mutual Funds In The Period 1945-1964, Journal Of Finance, May, Pp. 389-417.10.1111/j.1540-6261.1968.tb00815.x
  6. Kim Hiang L., 2006, Dynamic Relationship Between Stock And Property Markets, Applied Financial Economics [Serial Online], 16(5), Pp. 371-376.10.1080/09603100500390885
  7. Kim Hiang, L., Kim Hin David H., Ibrahim M. F., Ziwei, C. 2009, Correlation And Volatility Dynamics In International Real Estate Securities Markets, Journal Of Real Estate Finance & Economics, 39/2, Pp. 202-223. Doi:10.1007/S11146-008-9108-4.10.1007/S11146-008-9108-4
  8. Kubus M., 2016, Assessment Of Predictor Importance With The Example Of The Real Estate Market, Folia Oeconomica Stetinensia, 16(2), 29-39.10.1515/foli-2016-0023
  9. Maclennan D., Muellbauer J., Stephens M., 1998, Asymmetries In Housing And Financial Market Institutions And Emu, Oxford Review Of Economic Policy, 14(3), 54-80.10.1093/oxrep/14.3.54
  10. Okunev J., Wiison P., 1997, Using Nonlinear Tests To Examine Integration Between Real Estate And Stock Markets, Real Estate Economics, 25(3), Pp. 487-503.10.1111/1540-6229.00724
  11. Okunev J., Wilson P., Zurbruegg R., 2000, The Causal Relationship Between Real Estate And Stock Markets, Journal Of Real Estate Finance & Economics, 21(3), Pp. 251-261.10.1023/A:1012051719424
  12. Okunev J., Wilson P., Zurbruegg R., 2002, Relationships Between Australian Real Estate And Stock Market Prices-A Case Of Market Inefficiency, Journal Of Forecasting, 21(3), Pp.181-192, Doi:10.1002/For.825.10.1002/.825
  13. Quan D. C., Titman S., 1999, Do Real Estate Prices And Stock Prices Move Together? An International Analysis, Real Estate Economics, 27(2), Pp. 183-207.10.1111/1540-6229.00771
  14. Szumilo N., Wiegelmann T., Łaszkiewicz E., Pietrzak M. B., Balcerzak A. P., 2018, The Real Alternative? A Comparison Of German Real Estate Returns With Bonds And Stocks, Journal Of Property Investment & Finance, 36(1), Pp. 19-31. Doi:10.1108/Jpif-02-2017-0012.10.1108/Jpif-02-2017-0012
  15. Tien Foo Sing, Zhuang Yao Tan, 2013, Time‐Varying Correlations Between Stock And Direct Real Estate Returns, Journal Of Property Investment & Finance, Vol. 31 Issue: 2, Pp. 179-195, Doi:10.1108/14635781311302591.10.1108/14635781311302591
  16. Trojanek R., 2012, An Analysis Of Changes In Dwelling Prices In The Biggest Cities Of Poland In 2008-2012 Conducted With The Application Of The Hedonic Method, Actual Problems Of Economics.
  17. Voicu C., Seiler M. J., 2013, Understanding Systematic Risk In Real Estate Markets, Journal Of Housing Research, 22(2), Pp. 165-201.10.1080/10835547.2013.12092077
  18. Wilson P.I, Okunev J, Ta G., 1996, Are Real Estate And Securities Markets Integrated: Some Australian Evidence, Journal Of Property Valuation And Investment 14, Pp. 119- 132.10.1108/14635789610154253
  19. Wolski R., 2014, Application Of Beta Coefficient In The Market Of Direct Residential Real Estate Investments, Real Estate Management And Valuation, Vol. 22, No. 2, Pp. 13-21.10.2478/remav-2014-0013
  20. Wolski R. 2017, Risk And Return In The Real Estate, Bond And Stock Markets, Real Estate Management And Valuation, 25 (3), Pp. 15-22. Retrieved 1 Mar. 2018, From Doi:10.1515/Remav-2017-0018.10.1515/Remav-2017-0018
  21. Xiaohui G., Jingyi L., Gu A. Y., 2012, The Relationship Between Real Estate Market And Stock Market, Journal Of International Business Research, 11(1), Pp. 73-79.
  22. Yang J., Zhou Y., Leung W., 2012, Asymmetric Correlation And Volatility Dynamics Among Stock, Bond, And Securitized Real Estate Markets, Journal Of Real Estate Finance & Economics, 45(2), Pp. 491-521. Doi:10.1007/S11146-010-9265-0.10.1007/S11146-010-9265-0
  23. Żelazowski K., 2011, Regionalne Zróżnicowanie Cen I Ich Determinant Na Rynku Mieszkaniowym W Polsce (Regional Differences In Prices And Their Determinants On Polish Housing Market), Studia I Materiały Towarzystwa Naukowego Nieruchomości (Journal Of The Polish Real Estate Scientific Society), Vol. 19 No. 3, Olsztyn, Pp. 98-106.
Language: English
Page range: 12 - 21
Published on: Jan 18, 2019
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2019 Rafal Wolski, published by Real Estate Management and Valuation
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.