Eres : Digital Library : Works

Paper eres2015_110:
Herding in the UK Real Estate Market

id eres2015_110
authors Lee, Stephen
year 2015
title Herding in the UK Real Estate Market
source 22nd Annual European Real Estate Society Conference in Istanbul, Turkey
summary Previous studies of “herding” are largely concentrated in the stock market and have shown contradictory results depending to a great extent on the adopted estimation model. It is important therefore to examine herding behaviour in different asset markets using a number of models. This study therefore contributes to the literature on “herding” by studying the propensity for investors in the UK private real estate market to exhibit herding behaviour using monthly data over the period 1987-2014 using a number of model specifications.
keywords Herd behaviour models, UK private real estate data
series ERES:conference
type paper session
email stephen.lee.1@city.ac.uk
content file.pptx (330,850 bytes)
discussion No discussions. Post discussion ...
ratings
session Real Estate Finance & Investment
last changed 2015/07/08 18:06
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