Volatility in the Housing Market: Evidence on Risk and Return in theLondon Sub-market

The impact of volatility in housing market analysis is reconsidered via examinaton ofthe risk-return relationship in the London housing market is examined. In addition to providing thefirst empirical results for the relationship between risk (as measured by volatility) and returns forthis submarket,...

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Bibliographic Details
Main Authors: Steve Cook, Duncan Watson
Format: Article
Language:English
Published: AIMS Press 2017-10-01
Series:Quantitative Finance and Economics
Subjects:
Online Access:http://www.aimspress.com/QFE/article/1645/fulltext.html