FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2606367052> ?p ?o ?g. }

• W2606367052 endingPage "449" @default.
• W2606367052 startingPage "431" @default.
• W2606367052 abstract "Purpose Extensive studies have investigated the relation between risk and return in the stock and major asset markets, whereas little studies have been done for housing, particularly the Australian housing market. This study aims to determine the relationship between housing risk and housing return in Australia. Design/methodology/approach The analysis of this study involves two stages. The first stage is to estimate the presence of volatility clustering effects. Thereafter, the relation between risk and return in the Australian housing market is assessed by using a component generalised autoregressive conditional heteroscedasticity-in-mean (C-CARCH-M) model. Findings The empirical results show that there is a strong positive risk-return relationship in all Australian housing markets. Specifically, comparable results are also evident in all housing markets in various Australian capital cities, reflecting that Australian home buyers, in general, are risk reverse and require a premium for higher risk level. This could be attributed the unique characteristics of the Australian housing market. In addition, there is evidence to suggest that a stronger volatility clustering effect than previously documented in the daily case. Practical implications The findings enable more informed and practical investment decision-making regarding the relation between housing return and housing risk. Originality/value This paper is the first study to offer empirical evidence of the risk-return relationship in the Australian housing market. Besides, this is the first housing price volatility study that utilizes daily data." @default.
• W2606367052 created "2017-04-28" @default.
• W2606367052 creator A5012848218 @default.
• W2606367052 date "2017-06-05" @default.
• W2606367052 modified "2023-10-15" @default.
• W2606367052 title "An examination of the risk-return relation in the Australian housing market" @default.
• W2606367052 cites W1516024320 @default.
• W2606367052 cites W1732511827 @default.
• W2606367052 cites W1770928393 @default.
• W2606367052 cites W1873872198 @default.
• W2606367052 cites W1970588230 @default.
• W2606367052 cites W1979575715 @default.
• W2606367052 cites W1980077269 @default.
• W2606367052 cites W1983524594 @default.
• W2606367052 cites W1992893498 @default.
• W2606367052 cites W1996577247 @default.
• W2606367052 cites W2019516273 @default.
• W2606367052 cites W2032665125 @default.
• W2606367052 cites W2036839231 @default.
• W2606367052 cites W2041673070 @default.
• W2606367052 cites W2044117118 @default.
• W2606367052 cites W2046166179 @default.
• W2606367052 cites W2051140870 @default.
• W2606367052 cites W2052297234 @default.
• W2606367052 cites W2057738460 @default.
• W2606367052 cites W2058789740 @default.
• W2606367052 cites W2061160212 @default.
• W2606367052 cites W2109921479 @default.
• W2606367052 cites W2110801480 @default.
• W2606367052 cites W2138244462 @default.
• W2606367052 cites W2145900492 @default.
• W2606367052 cites W2151880145 @default.
• W2606367052 cites W2158820974 @default.
• W2606367052 cites W2167566504 @default.
• W2606367052 cites W2170456111 @default.
• W2606367052 cites W2171701793 @default.
• W2606367052 cites W2300175531 @default.
• W2606367052 cites W3022426094 @default.
• W2606367052 cites W3122107118 @default.
• W2606367052 cites W3122384454 @default.
• W2606367052 cites W3123893382 @default.
• W2606367052 cites W3125443290 @default.
• W2606367052 cites W4239387327 @default.
• W2606367052 cites W1491579270 @default.
• W2606367052 doi "https://doi.org/10.1108/ijhma-07-2016-0052" @default.
• W2606367052 hasPublicationYear "2017" @default.
• W2606367052 type Work @default.
• W2606367052 sameAs 2606367052 @default.
• W2606367052 citedByCount "29" @default.
• W2606367052 countsByYear W26063670522017 @default.
• W2606367052 countsByYear W26063670522019 @default.
• W2606367052 countsByYear W26063670522020 @default.
• W2606367052 countsByYear W26063670522021 @default.
• W2606367052 countsByYear W26063670522022 @default.
• W2606367052 countsByYear W26063670522023 @default.
• W2606367052 crossrefType "journal-article" @default.
• W2606367052 hasAuthorship W2606367052A5012848218 @default.
• W2606367052 hasConcept C106159729 @default.
• W2606367052 hasConcept C149782125 @default.
• W2606367052 hasConcept C162118730 @default.
• W2606367052 hasConcept C162324750 @default.
• W2606367052 hasConcept C181236170 @default.
• W2606367052 hasConcept C23922673 @default.
• W2606367052 hasConcept C2776142675 @default.
• W2606367052 hasConcept C2780821815 @default.
• W2606367052 hasConcept C30755413 @default.
• W2606367052 hasConcept C73858035 @default.
• W2606367052 hasConcept C91602232 @default.
• W2606367052 hasConceptScore W2606367052C106159729 @default.
• W2606367052 hasConceptScore W2606367052C149782125 @default.
• W2606367052 hasConceptScore W2606367052C162118730 @default.
• W2606367052 hasConceptScore W2606367052C162324750 @default.
• W2606367052 hasConceptScore W2606367052C181236170 @default.
• W2606367052 hasConceptScore W2606367052C23922673 @default.
• W2606367052 hasConceptScore W2606367052C2776142675 @default.
• W2606367052 hasConceptScore W2606367052C2780821815 @default.
• W2606367052 hasConceptScore W2606367052C30755413 @default.
• W2606367052 hasConceptScore W2606367052C73858035 @default.
• W2606367052 hasConceptScore W2606367052C91602232 @default.
• W2606367052 hasIssue "3" @default.
• W2606367052 hasLocation W26063670521 @default.
• W2606367052 hasOpenAccess W2606367052 @default.
• W2606367052 hasPrimaryLocation W26063670521 @default.
• W2606367052 hasRelatedWork W2096044532 @default.
• W2606367052 hasRelatedWork W2248861960 @default.
• W2606367052 hasRelatedWork W2259505266 @default.
• W2606367052 hasRelatedWork W2274413581 @default.
• W2606367052 hasRelatedWork W23445391 @default.
• W2606367052 hasRelatedWork W2495152637 @default.
• W2606367052 hasRelatedWork W2498522505 @default.
• W2606367052 hasRelatedWork W2586481859 @default.
• W2606367052 hasRelatedWork W2981678774 @default.
• W2606367052 hasRelatedWork W3125189311 @default.
• W2606367052 hasVolume "10" @default.
• W2606367052 isParatext "false" @default.
• W2606367052 isRetracted "false" @default.
• W2606367052 magId "2606367052" @default.
• W2606367052 workType "article" @default.