TY - CONF T1 - Herding in the UK Real Estate Market T2 - 22nd Annual European Real Estate Society Conference Y1 - 2015 A1 - Lee, Stephen KW - Herd Behaviour Models KW - Uk Private Real Estate Data AB -

Previous studies of "herding" are largely concentrated in the stock market and have shown contradictory results depending to a great extent on the adopted estimation model. It is important therefore to examine herding behaviour in different asset markets using a number of models. This study therefore contributes to the literature on "herding" by studying the propensity for investors in the UK private real estate market to exhibit herding behaviour using monthly data over the period 1987-2014 using a number of model specifications.

JA - 22nd Annual European Real Estate Society Conference T3 - ERES: Conference CY - Istanbul, Turkey J1 - Conference 2015 ID - oai-eres.id-eres2015_110 M3 - 10.15396/eres2015_110 ER -