Purpose This paper participates in the debate on market efficiency and correct approach for
asset pricing through a comprehensive review of literature in favor, as well as against the …

This article presents a systematic literature review on residential property investor types in
selected social science disciplines and critically evaluates the status quo of academic …

This article mainly investigates whether the war in Ukraine-Russia induces uncertainties and
how this affects the returns of world stock market indices and commodity prices. To do so, we …

This paper explores private equity real estate fund performance and voluntary
environmental, social, and governance (ESG) disclosures. Using data from the National …

This paper examines the role of nonfundamentals‐based sentiment in house price
dynamics, including the well‐documented volatility and persistence of house prices during …

This paper examines the relationship between news-based sentiment, captured through a
machine learning approach, and the US securitised and direct commercial real estate …

The housing purchase restriction policy (the HPR policy) implemented in China is regarded
as one of the strictest. Different from the existing studies on the local impact of the HPR …

Commercial real estate investors differ in their sentiment due to factors such as market
expertise, investment strategies and expectations about future market conditions. Focusing …

This paper examines the dependence in irrational sentiments across housing, commercial
property, and stock markets. Our empirical results document an important and lasting impact …

The homeownership in China has witnessed a sharp growth during the last two decades
even though the increasing housing price has brought challenges to housing affordability …