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Social Dynamics of Real Estate Markets

Research Project

Project/Area Number 26504015
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field 土地・住宅・不動産研究
Research InstitutionWaseda University

Principal Investigator

Kawaguchi Yuichiro  早稲田大学, 商学学術院(経営管理研究科), 教授 (30245162)

Co-Investigator(Kenkyū-buntansha) 堤 盛人  筑波大学, システム情報系, 教授 (70292886)
Research Collaborator WATANABE MITSUAKI  早稲田大学, 国際不動産研究所, 招聘研究員
TANIYAMA TOMOHIKO  株式会社野村総合研究所
Project Period (FY) 2014-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥5,200,000 (Direct Cost: ¥4,000,000、Indirect Cost: ¥1,200,000)
Fiscal Year 2016: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2015: ¥390,000 (Direct Cost: ¥300,000、Indirect Cost: ¥90,000)
Fiscal Year 2014: ¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Keywords不動産市場 / テキストマイニング / 社会動学 / 不動産投資信託投資口価格 / 社会的動学 / 資産市場 / 集合的記憶 / 機械学習 / ビッグデータ / 株式市場 / 情報の伝播の構造 / 信念の更新のメカニズム
Outline of Final Research Achievements

We propose a text mining method for finding a causality between real estate stock prices and massive news articles by examining the impact of news about the market pertinent to forming investors’ belief of future market fundamentals and real estate investment trust stock returns.

Report

(4 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • Research Products

    (4 results)

All 2017 2015

All Presentation (3 results) (of which Int'l Joint Research: 1 results) Book (1 results)

  • [Presentation] メディアと不動産ファイナンス―J-REITを例として―2017

    • Author(s)
      川口有一郎
    • Organizer
      日本不動産金融工学学会
    • Place of Presentation
      早稲田大学日本橋キャンパス
    • Year and Date
      2017-02-25
    • Related Report
      2016 Annual Research Report
  • [Presentation] Price Discovery in Real Estate Markets:Role of Opinions in an informational Text2015

    • Author(s)
      川口有一郎
    • Organizer
      Asian Real Estate Society Sonference 2015
    • Place of Presentation
      Washington D.C. USA
    • Year and Date
      2015-06-09
    • Related Report
      2015 Research-status Report
    • Int'l Joint Research
  • [Presentation] 不動産市場における価格発見機能は幻想か現実か -J-REITと実物不動産市場を例として-2015

    • Author(s)
      渡部光章
    • Organizer
      日本不動産金融工学学会
    • Place of Presentation
      早稲田大学日本橋キャンパス
    • Year and Date
      2015-02-21
    • Related Report
      2014 Research-status Report
  • [Book] 不動産マーケットの明日を読む2015

    • Author(s)
      川口有一郎、三菱UFJ信託銀行、住宅金融支援機構、早稲田大学不動産金融研究会
    • Total Pages
      320
    • Publisher
      日経BP社
    • Related Report
      2014 Research-status Report

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Published: 2014-04-04   Modified: 2018-03-22  

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