中国房地产市场的非有效性研究——理论分析与实证探讨
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上海财经大学学报 2008 年 第 10 卷第 03 期, 页码：73 - 79
摘要
参考文献
摘要
本文从理论上对房地产市场非有效性的形成机理做出探讨,对其房地产市场非有效性进行检验。文章认为:中国房地产市场仍然是一个非有效的市场,房地产价格对信息的反映程度很低,房地产市场也存在超额利润,表现出房地产价格与价值存在一定程度的背离。
[1]徐龙柄:《有效市场理论的前沿研究》,《财经研究》,2001年第8期。
[2]许涤龙:《深圳证券市场有效性的统计检验》,《数量经济技术经济研究》,2003年第6期。
[5]详细检验过程见马庆国:《管理统计——数据获取、统计原理、SPSS工具与应用研究》,科学出版社2003年版;卢纹岱:《SPSS for Windows统计分析》,电子工业出版社2004年版。
[1]Peter Kunzel.Inefficiencieshin the Real Estate:I mplications for the Price Dynamics[D].PHD.Disserta-tion,The George Washington University,2004.
[2]Case,Karl E,and Robert J Shiller.The Behavior of Home Buyers in Boomand Post Boom Markets[D].National Burea of Economic Research.Working Paper,1987,2748,1～24.
[3]Case,Karl E,and Robert J Shiller.The Efficiency of the Market for Single-Family Homes[J].The A-merican Economic Review,1989,125～137.
[4]Case,Karl E,and Robert J Shiller.Forecasting Prices and Excess Returninthe Housing Market[D].Na-tional Burea of Economic Research.Working Paper,1990,3386,1～29.
[5]Cho,Man.Housing Price Dynamics:ASurvey of Theoretical and Empirical Issues[J].Journal of Housing Research,1996,7:145～172.
[6]Clayton,Ji m.Are Housing Price Cycles Driven by Irrational Expectations[J].Journal of Real Estate Fi-nance and Economics,1997,14(3):341～363.
[7]Flood,Robert P and Peter M.Garber.Speculative Bubbles,Speculative Attacks and Policy Switching[M].Cambridge,MIT Press,1994.
[2]许涤龙:《深圳证券市场有效性的统计检验》,《数量经济技术经济研究》,2003年第6期。
[5]详细检验过程见马庆国:《管理统计——数据获取、统计原理、SPSS工具与应用研究》,科学出版社2003年版;卢纹岱:《SPSS for Windows统计分析》,电子工业出版社2004年版。
[1]Peter Kunzel.Inefficiencieshin the Real Estate:I mplications for the Price Dynamics[D].PHD.Disserta-tion,The George Washington University,2004.
[2]Case,Karl E,and Robert J Shiller.The Behavior of Home Buyers in Boomand Post Boom Markets[D].National Burea of Economic Research.Working Paper,1987,2748,1～24.
[3]Case,Karl E,and Robert J Shiller.The Efficiency of the Market for Single-Family Homes[J].The A-merican Economic Review,1989,125～137.
[4]Case,Karl E,and Robert J Shiller.Forecasting Prices and Excess Returninthe Housing Market[D].Na-tional Burea of Economic Research.Working Paper,1990,3386,1～29.
[5]Cho,Man.Housing Price Dynamics:ASurvey of Theoretical and Empirical Issues[J].Journal of Housing Research,1996,7:145～172.
[6]Clayton,Ji m.Are Housing Price Cycles Driven by Irrational Expectations[J].Journal of Real Estate Fi-nance and Economics,1997,14(3):341～363.
[7]Flood,Robert P and Peter M.Garber.Speculative Bubbles,Speculative Attacks and Policy Switching[M].Cambridge,MIT Press,1994.
引用本文
潘爱民, 王洪卫. 中国房地产市场的非有效性研究——理论分析与实证探讨[J]. 上海财经大学学报, 2008, 10(3): 73–79.
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