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Article: Consumption, housing rents and housing price: A test of a real estate pricing model using Hong Kong data

TitleConsumption, housing rents and housing price: A test of a real estate pricing model using Hong Kong data
Authors
Cheung, FKNi, SSiu, A
Issue Date2003
PublisherBlackwell Publishing Asia. The Journal's web site is located at http://www.blackwellpublishing.com/journals/PER
Citation
Pacific Economic Review, 2003, v. 8 n. 1, p. 31-45 How to Cite?
DOI: http://dx.doi.org/10.1111/1468-0106.00181
AbstractThe present study investigates whether Hong Kong's volatile real estate market is consistent with a non-linear consumption-based-asset-pricing model. It finds that the asset-pricing model is not rejected for some types of properties. However, the differentials between the returns to residential properties and risk-free rate are too large to be explained by the model.
Persistent Identifierhttp://hdl.handle.net/10722/88848
ISSN
1361-374X
2021 Impact Factor: 1.467
2020 SCImago Journal Rankings: 0.340
SSRN
416822
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorCheung, FKen_HK
dc.contributor.authorNi, Sen_HK
dc.contributor.authorSiu, Aen_HK
dc.date.accessioned2010-09-06T09:48:58Z-
dc.date.available2010-09-06T09:48:58Z-
dc.date.issued2003en_HK
dc.identifier.citationPacific Economic Review, 2003, v. 8 n. 1, p. 31-45en_HK
dc.identifier.issn1361-374Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/88848-
dc.description.abstractThe present study investigates whether Hong Kong's volatile real estate market is consistent with a non-linear consumption-based-asset-pricing model. It finds that the asset-pricing model is not rejected for some types of properties. However, the differentials between the returns to residential properties and risk-free rate are too large to be explained by the model.en_HK
dc.languageengen_HK
dc.publisherBlackwell Publishing Asia. The Journal's web site is located at http://www.blackwellpublishing.com/journals/PERen_HK
dc.relation.ispartofPacific Economic Reviewen_HK
dc.titleConsumption, housing rents and housing price: A test of a real estate pricing model using Hong Kong dataen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=1361-374X&volume=81&spage=p.31&epage=45&date=2003&atitle=Consumption,+Housing+Rents+and+Housing+Price:+A+Test+of+a+Real+Estate+Pricing+Model+Using+Hong+Kong+Dataen_HK
dc.identifier.emailSiu, A: hrnekfs@hkucc.hku.hken_HK
dc.identifier.authoritySiu, A=rp01094en_HK
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1111/1468-0106.00181-
dc.identifier.scopuseid_2-s2.0-0038025865en_HK
dc.identifier.hkuros80312en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0038025865&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume8en_HK
dc.identifier.issue1en_HK
dc.identifier.spage31en_HK
dc.identifier.epage45en_HK
dc.publisher.placeAustraliaen_HK
dc.identifier.ssrn416822-
dc.identifier.scopusauthoridCheung, FK=35916595300en_HK
dc.identifier.scopusauthoridNi, S=7101821582en_HK
dc.identifier.scopusauthoridSiu, A=7006727827en_HK
dc.identifier.issnl1361-374X-

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