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Efficiency of the office properties market |
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| Authors: | Willard McIntosh Glenn V Henderson Jr |
| Institution: | (1) Department of Finance, College of Business and Economics, University of Kentucky, B & E Building, 40506-0034 Lexington, Kentucky;(2) University of Cincinnati, Cincinnati, USA |
| Abstract: | This paper reports the results of an efficient markets test of the Dallas-Fort Worth office properties market. ARIMA models using a comprehensive data set did not produce superior forecasts. The results provide further evidence of the efficiency of real estate markets. |
| Keywords: | Efficient markets ARIMA Time series Weak-form efficient market Dallas-Fort Worth |
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