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WEAK FORM TESTS OF THE EFFICIENCY OF REAL ESTATE INVESTMENT MARKETS
Authors:George W. Gau
Affiliation:University of British Columbia. This research received financial support from the Institute for Quantitative Research in Finance. Preliminary data collection and analysis were supported by grants from the Real Estate Council of British Columbia and the Real Estate Education and Research Fund Committee. Helpful comments were offered by Dennis Capozza, Bob Edelstein, Larry Jones, and Tony Sanders. Excellent computational assistance was provided by Judy Fountain.
Abstract:
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