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Journal of Property Research Volume 18, 2001 - Issue 4
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Original Articles

Testing for bubbles in indirect property price cycles

Chris Brooks
,
Apostolos Katsaris
,
Tony McGough
&
Sotiris Tsolacos
Pages 341-356 | Published online: 09 Dec 2010

Citations (24)

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Read on this site (8)

Roselyne Joyeux & George Milunovich. (2015) Speculative bubbles, financial crises and convergence in global real estate investment trusts. Applied Economics 47:27, pages 2878-2898.
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Ogonna Nneji, Chris Brooks & Charles Ward. (2013) Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market: 1960-2011. Journal of Real Estate Research 35:2, pages 121-152.
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Eddie Chi-Man Hui, Cong Liang, Ziyou Wang, Bo-Tong Song & Qi Gu. (2012) Real estate bubbles in China: a tale of two cities. Construction Management and Economics 30:11, pages 951-961.
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Keith Anderson, Chris Brooks & Sotiris Tsolacos. (2011) Testing for Periodically Collapsing Rational Speculative Bubbles in U.S. REITs. Journal of Real Estate Portfolio Management 17:3, pages 227-241.
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Song Shi. (2011) Mortgage Interest Rates, Rents, and Local House Price Movements in New Zealand. Journal of Real Estate Portfolio Management 17:1, pages 53-68.
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Qin Xiao & Yunhua Liu. (2010) The residential market of Hong Kong: rational or irrational?. Applied Economics 42:7, pages 923-933.
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Eddie Chi Man Hui & Qi Gu. (2009) Study of guangzhou house price bubble based on state‐space model. International Journal of Strategic Property Management 13:4, pages 287-298.
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Patric Hendershott, Robert Hendershott & Bryan MacGregor. (2006) Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique. Journal of Real Estate Literature 14:2, pages 147-172.
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Articles from other publishers (16)

Adrian R. Bell, Chris Brooks & Helen Killick. (2022) The first real estate bubble? Land prices and rents in medieval England c. 1300–1500. Research in International Business and Finance 62, pages 101700.
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Song Shi, Vince Mangioni, Xin Janet Ge, Shanaka Herath, Fethi Rabhi & Rachida Ouysse. (2021) House Price Forecasting from Investment Perspectives. Land 10:10, pages 1009.
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Luis Alberiko Gil-Alana, Robinson Dettoni, Rodrigo Costamagna & Mario Valenzuela. (2019) Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile. Research in International Business and Finance 49, pages 269-281.
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Piyush Tiwari & Michael White. 2014. Real Estate Finance in the New Economy. Real Estate Finance in the New Economy 175 217 .
Bjørnar Karlsen Kivedal. (2013) Testing for rational bubbles in the US housing market. Journal of Macroeconomics 38, pages 369-381.
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Ogonna Nneji, Chris Brooks & Charles Ward. (2013) Commercial Real Estate and Equity Market Bubbles: Are They Contagious to REITs?. Urban Studies 50:12, pages 2496-2516.
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Jing Li, Yat-Hung Chiang & Lennon Choy. (2011) Central–local conflict and property cycle: A Chinese style. Habitat International 35:1, pages 126-132.
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Eddie C.M. Hui, Xian Zheng & Hui Wang. (2010) A dynamic mathematical test of international property securities bubbles and crashes. Physica A: Statistical Mechanics and its Applications 389:7, pages 1445-1454.
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Qin XiaoGee Kwang Randolph Tan. (2016) Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles. Urban Studies 44:4, pages 865-888.
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Angela Black, Patricia Fraser & Martin Hoesli. (2006) House Prices, Fundamentals and Bubbles. Journal of Business Finance & Accounting 33:9-10, pages 1535-1555.
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Patric H. Hendershott, Robert J. Hendershott & Charles R. W. Ward. (2016) Corporate Equity and Commercial Property Market 'Bubbles'. Urban Studies 40:5-6, pages 993-1009.
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Angela J. Black, Patricia Fraser & Martin Hoesli. (2005) House Prices, Fundamentals and Inflation. SSRN Electronic Journal.
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Ogonna Nneji, Chris Brooks & Charles W.R. Ward. (2011) Housing and Equity Bubbles: Are They Contagious to REITs?. SSRN Electronic Journal.
Crossref
Ogonna Nneji, Chris Brooks & Charles W.R. Ward. (2011) Intrinsic and Rational Speculative Bubbles in the U.S. Housing Market 1960-2009. SSRN Electronic Journal.
Crossref
K. P. Anderson, Chris Brooks & Sotiris Tsolacos. (2009) Testing for Periodically Collapsing Rational Speculative Bubbles in US REITs. SSRN Electronic Journal.
Crossref
Subramaniam Pillay & Gary J. Rangel. (2008) Evidence and Determinants of Real Estate Bubbles: The Case of Singapore. SSRN Electronic Journal.
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