Price discovery and dynamics across housing developers in China

Guoying Deng (), Manuel Hernandez and Yaoguo Wu ()
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Guoying Deng: Sichuan University
Yaoguo Wu: Sichuan University

Economics Bulletin, 2016, issue 4, 1966-1974

Abstract: This paper examines the short-term price dynamics in mean and volatility across state, private and overseas housing developers in China. We use a unique transaction dataset of new apartment units over the period 2005-2014. The results do not support the price discovery role of one group of developers neither the presence of domino effects.

Keywords: Housing market; price discovery; price dynamics; developers; China (search for similar items in EconPapers)
JEL-codes: D2 R3 (search for similar items in EconPapers)
Date: 2016-11-09
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