This chapter reviews the evidence of predictability in US residential and commercial real
estate markets. First, we highlight the main methodologies used in the construction of real …

We construct a comprehensive dataset on a near universe of non-fungible token (NFT)
transactions, create indices for the NFT market and its components, and analyze their …

This paper investigates the role of fundamentals and investor sentiment in commercial real
estate valuation. In real estate markets, heterogeneous properties trade in illiquid, highly …

This article reviews the state of the art in real estate price indexing and the state of
knowledge about real estate price dynamics, with a focus on investment property, or income …

This paper presents estimates of an equilibrium‐based dynamic adjustment model of the
office market, using supply and demand relationships to link construction, absorption …

This article reports empirical evidence on the nature and magnitude of real depreciation in
commercial and multifamily investment properties in the United States. The article is based …

Purpose–To address formally the issue of uncertainty in valuing real estate.
Design/methodology/approach–Monte Carlo simulations are used to incorporate the …

Abstract Through the Economic-Value-Added (EVA) valuation model, the expected market
value of equity can be determined by adding the book value of equity with the present value …

Purpose–The purpose of this paper is to examine internet search query data provided by
“Google Trends”, with respect to its ability to serve as a sentiment indicator and improve …

Using five assets (T-bills, bonds, stocks, and both public and private real estate), this study
investigates how cointegration of capital markets affects the dynamics of public and private …