Short-run momentum, long-run mean reversion and excess volatility : An elementary housing model

Schmitt, NoemiNoemiSchmittWesterhoff, Frank H.Frank H.Westerhoff0000-0003-1666-41032022-01-042022-01-0420190165-1765https://fis.uni-bamberg.de/handle/uniba/52652engShort-run momentum, long-run mean reversion and excess volatility : An elementary housing modelarticle10.1016/j.econlet.2018.12.013