2016 Fiscal Year Final Research Report
Social Dynamics of Real Estate Markets
| Project/Area Number |
26504015
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
土地・住宅・不動産研究
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| Research Institution | Waseda University |
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Principal Investigator |
Kawaguchi Yuichiro 早稲田大学, 商学学術院(経営管理研究科), 教授 (30245162)
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| 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
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| Project Period (FY) |
2014-04-01 – 2017-03-31
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| 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 |
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| 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.
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| Free Research Field |
経済学
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