Lau, Chi Keung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 187-188). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgements --- p.iii / Table of Contents --- p.iv / List of Chosen Samples Results --- p.v / List of Tables --- p.vi / List of Figures --- p.vii / Chapter Chapter 1. --- Introduction --- p.1 / Chapter Chapter 2. --- Literature Review --- p.4 / Chapter 2.1 --- Real Estate Literature --- p.4 / Chapter 2.2 --- Financial Literature --- p.8 / Chapter Chapter 3. --- Methodology --- p.15 / Chapter 3.1 --- Augmented Dickey Fuller Test --- p.15 / Chapter 3.2 --- Band-Pass Filter --- p.18 / Chapter Chapter 4. --- Data Description --- p.20 / Chapter Chapter 5. --- Empirical Results --- p.23 / Chapter 5.1 --- Contemporaneous Correlation --- p.24 / Chapter 5.2 --- Results after Band-Pass Filtering --- p.26 / Chapter 5.3 --- Lead-lag Relationship Analysis --- p.30 / Chapter Chapter 6. --- Conclusion --- p.35 / Appendix 1. Variable Definition --- p.38 / Appendix 2. Limitation --- p.41 / Appendix 3. Results of Chosen Samples --- p.45 / Appendix 4. Tables --- p.54 / Appendix 5. Figures --- p.109 / Bibliography --- p.187
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_323150 |
| Date | January 2000 |
| Contributors | Lau, Chi Keung., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, xiii, 188 leaves : ill. ; 30 cm. |
| Coverage | China, Hong Kong, China, Hong Kong, China, Hong Kong, China, Hong Kong |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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