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Price-trading volume correlation of the Hong Kong office property market.

Feng Dandan. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 96-101). / Abstracts in English and Chinese. / Abstract --- p.i-ii / Acknowledgements --- p.iii-iv / Table of Contents --- p.v-vi / List of Tables --- p.vii / List of Figures --- p.viii / List of Computer Programs --- p.ix / Chapter Chapter 1. --- Introduction --- p.1 / Chapter 1.1 --- Background of the Present Study --- p.1 / Chapter 1.2 --- Purpose of the Study --- p.4 / Chapter 1.3 --- Significance of the Research --- p.6 / Chapter 1.4 --- Organization of the Thesis --- p.7 / Chapter Chapter 2. --- Literature Review --- p.8 / Chapter 2.1 --- Review of Literatures on Price-Volume Relation in the Housing Market --- p.8 / Chapter 2.2 --- Review of Literatures on Price-Volume Relation in the Stock Market --- p.15 / Chapter 2.3 --- Review of Literatures on Commercial Real Estate Market --- p.16 / Chapter 2.4 --- Review of Literatures on Rent-Price Ratio --- p.22 / Chapter 2.5 --- Chapter Summary --- p.24 / Chapter Chapter 3. --- Data Description --- p.27 / Chapter 3.1 --- Economic Property Research Center Dataset --- p.27 / Chapter 3.2 --- Sample Selection and Classification --- p.27 / Chapter 3.3 --- Summary of Statistics --- p.28 / Chapter 3.4 --- Chapter Summary --- p.31 / Chapter Chapter 4. --- Methodology --- p.33 / Chapter 4.1 --- Measurement --- p.33 / Chapter 4.2 --- Augmented Dickey-Fuller Test --- p.36 / Chapter 4.3 --- Partial Autocorrelation Function --- p.39 / Chapter 4.4 --- Bootstrap Method --- p.41 / Chapter 4.5 --- Granger Causality Test --- p.43 / Chapter 4.6 --- Chapter Summary --- p.46 / Chapter Chapter 5. --- Empirical Results --- p.47 / Chapter 5.1 --- Sale Market --- p.48 / Chapter 5.2 --- Rental Market --- p.51 / Chapter 5.3 --- Overlapping Sample --- p.56 / Chapter 5.4 --- Aggregate Market --- p.58 / Chapter 5.5 --- Chapter Summary --- p.62 / Chapter Chapter 6. --- Concluding Remarks --- p.64 / Appendix 1. Comparison of Previous Literatures --- p.67 / Appendix 2. Tables --- p.70 / Appendix 3. Figures --- p.77 / Appendix 4. Computer Programs --- p.87 / Bibliography --- p.96

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324255
Date January 2003
ContributorsFeng, Dandan., Chinese University of Hong Kong Graduate School. Division of Economics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, ix, 101 leaves : ill. ; 30 cm.
CoverageChina, Hong Kong, China, Hong Kong
RightsUse 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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