The Impact of Investor Sentiment on Housing Prices and the Property Stock Index Volatility in South Africa

The Impact of Investor Sentiment on Housing Prices and the Property Stock Index Volatility in South Africa

While prior studies have examined the predictive effect of macroeconomic and country risk components on property stock index dynamics, limited explanations exist in the literature regarding the time-varying effect of investor sentiment on housing prices. Accordingly, this study assesses the impact o...

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Bibliographic Details
Main Authors: Muzindutsi Paul-Francois, Apau Richard, Muguto Lorraine, Muguto Hilary Tinotenda
Format: Article
Language:English
Published: Sciendo 2023-06-01
Series:Real Estate Management and Valuation
Subjects:
housing prices
property index
investor sentiment
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Online Access:https://doi.org/10.2478/remav-2023-0009

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