Are real estate and securities markets integrated? Some Australian evidence

Wilson, P.

Are real estate and securities markets integrated? Some Australian evidence - 1996 - Journal of Property Valuation and Investment 14(5) 1996 7-24(18) .

Uses cointegration techniques to examine the extent to which physical real estate markets and financial assets markets are integrated. References.


ARBITRAGE PRICING MODEL
ASSET REALLOCATION
AUSTRALIA
CAPITAL ASSET PRICING MODEL
CAPM
EQUITIES MARKETS
INTEGRATION
PROPERTY INVESTMENT
PROPERTY MARKETS
REAL ESTATE
SECURITIES MARKETS