The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence

2012 ◽  
Vol 46 (4) ◽  
pp. 568-595 ◽  
Author(s):  
Gang-Zhi Fan ◽  
Zsuzsa R. Huszár ◽  
Weina Zhang
2019 ◽  
Vol 9 (11) ◽  
pp. 1211-1226
Author(s):  
Phan Tran Minh Hung ◽  
Tran Thi Trang Dai ◽  
Phan Nguyen Bao Quynh ◽  
Le Duc Toan ◽  
Vo Hoang Diem Trinh

2011 ◽  
Vol 368-373 ◽  
pp. 3078-3082
Author(s):  
Zhou Ji Meng ◽  
Tao Zhou ◽  
Shu Hua Gao

In the passage, the indicators of supply and demand of real estate market in Xi'an are established, and such indicators are synthesized into a class of synthetic indicators using “principal component analysis”. After the spectral analysis of synthetic indicators, periodic change of supply and demand of real estate through spectral density could be determined. Through the analysis, great randomness existed in supply and demand of real estate in Xi’an. Furthermore, in the medium term, a 3.3 years’ secondary cycle still existed in synthetic indicators of demand, while randomness existed in synthetic indicators of supply. Such findings suggest a declined trend existed in real estate price in medium term of Xi’an.


Sign in / Sign up

Export Citation Format

Share Document