• norsk
    • English
  • norsk 
    • norsk
    • English
  • Logg inn
Vis innførsel 
  •   Hjem
  • Handelshøyskolen BI
  • Articles
  • Scientific articles
  • Vis innførsel
  •   Hjem
  • Handelshøyskolen BI
  • Articles
  • Scientific articles
  • Vis innførsel
JavaScript is disabled for your browser. Some features of this site may not work without it.

Thick-market effects, housing heterogeneity, and the determinants of transaction seasonality

Nenov, Plamen T.; Røed Larsen, Erling; Sommervoll, Dag Einar
Journal article, Peer reviewed
Thumbnail
Åpne
Locked until 20.04.2018 due to copyright restrictions (404.6Kb)
Permanent lenke
http://hdl.handle.net/11250/2432673
Utgivelsesdato
2016
Metadata
Vis full innførsel
Samlinger
  • Scientific articles [1722]
Originalversjon
The Economic Journal, 126(2016)598, 2402-2423   http://dx.doi.org/10.1111/ecoj.12305
Sammendrag
This article uses cross-sectional variation in transaction seasonality and a search-theoretic framework to develop a test for thick-market effects from matching efficiency. The test relates the extent of transaction seasonality to the degree of horizontal housing heterogeneity. We find a strong positive association between measures of seasonality and housing heterogeneity using a transaction level dataset for Norway, which is consistent with the presence of thick-market effects. These results also show that the degree of horizontal heterogeneity of the housing stock is an important determinant of the extent of seasonality in a housing market.
Beskrivelse
This is the accepted and peer reviewed manuscript.
Utgiver
Wiley
Tidsskrift
The Economic Journal

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit
 

 

Bla i

Hele arkivetDelarkiv og samlingerUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifterDenne samlingenUtgivelsesdatoForfattereTitlerEmneordDokumenttyperTidsskrifter

Min side

Logg inn

Statistikk

Besøksstatistikk

Kontakt oss | Gi tilbakemelding

Personvernerklæring
DSpace software copyright © 2002-2019  DuraSpace

Levert av  Unit