Industrial Real Estate Prices and Market Efficiency

William L. Attebery, Ronald C. Rutherford and Mark E. Eakin ()
Additional contact information
William L. Attebery: Department of Finance and Real Estate College of Business Administration University of Texas at Arlington Arlington, Texas 76019-0449, http://www2.uta.edu/finance/Default.htm
Ronald C. Rutherford: Department of Finance and Real Estate College of Business Administration University of Texas at Arlington Arlington, Texas 76019-0449, http://www2.uta.edu/finance/Default.htm
Mark E. Eakin: Department of Information Systems and Management Sciences College of Business Administration University of Texas at Arlington Arlington, Texas 76019-0449, http://www2.uta.edu/infosys/

Journal of Real Estate Research, 1993, vol. 8, issue 3, 377-386

Abstract: This study employs a multivariate Granger-causality procedure to examine causal relationships between selected economic and financial variables and industrial real estate prices. Empirical results indicate that relationships between several of these variables' lagged values and current values of price exist. We also find a significant relationship between past and current prices.

JEL-codes: L85 (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (11)

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