Real Estate and the Stock Market: A Meta?Regression Analysis
Item Type:Working Paper
Citation:Gurdgiev, Constantin, Lucey, Brian M. and Reilly, Deirdre, Real Estate and the Stock Market: A Meta?Regression Analysis, 2011
Real Estate and the Stock Market- A Meta?Regression Analysis.pdf (working paper) 229.1Kb
The real estate finance literature provides diverse and contradictory findings regarding the relationship between the real estate market and the stock market. Despite the importance of this relationship to the economy in general relatively little is known of what causes such differences. In this paper, through applying the technique of meta?regression analysis to the empirical studies in the area a significant step is made towards objectively integrating and synthesising the results and identifying systematic variations in the results of studies.
Type of material:Working Paper
Availability:Full text available