Page 32 - MFB22JudyOK
P. 32

11.  Gallimore, P. and A. Gray (2002) “The Role of Investor Sentiment in

                        Property  Investment  Decisions,”  Journal  of  Property  Research,  19,

                        111-120.

                   12.  Granger  C.W.J.  and  P.  Newbold  (1974),  “Spurious  Regression  in

                        Econometrics,” Journal of Econometrics, 2, 111-120.


                   13.  Hui, E. and Z. Wang (2014), “Market Sentiment in Private Housing

                        Market,” Habitat International, 44, 375-385.

                   14.  Hui, E., Z. Dong, S. Jia, and C. Lam (2017), “How Does Sentiment

                        Affect Returns of Urban Housing?” Habitat International, 64, 71-84.

                   15.  Lai,  R.-N.  and  R.-A.  Van  (2010),  “Momentum  and  House  Price

                        Growth  in  the  United  States:  Anatomy  of  a  Bubble,”  Real  Estate

                        Economics, 38, 753-773.


                   16.  Lastrapes,  W.  D.  (2002),  “The  Real  Price  of  Housing  and  Money

                        Supply Shocks: Time Series Evidence and Theoretical Stimulations,”

                        Journal of Housing Economics, 11, 40-74.

                   17.  Liu,  J.  and  S.  Wang  (2010),  “Empirical  Study  on  the  Relationship

                        between Money Supply and the Property Market,” Paper presented at

                        the International Conference on Management and Service Science.

                   18.  Loughran, T. and B. Mcdonald (2011), “When Is a Liability  Not a

                        Liability?  Textual  Analysis,  Dictionaries,  and  10-Ks,”  Journal  of

                        Finance, 66, 35-65.


                   19.  Marcato,  G.  and  A.  Nanda  (2016),  “Information  Content  and

                        Forecasting  Ability  of  Sentiment  Indicators:  Case  of  Real  Estate

                        Market,” Journal of Real Estate Research, 38, 165-204.

                   20.  Mishkin,  F.  S.  (2007),  “Housing  and  the  Monetary  Transmission,”

                        Mechanism Finance and Economics Discussion Series Divisions of

                        Research & Statistics and Monetary Affairs Federal Reserve Board,



                                                            30
   27   28   29   30   31   32   33   34   35   36   37