The DOI matches its Crossref record; 63 of the 63 references it cites were found in a registry or an index.
An extrapolative model of house price dynamics
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
Breitung, J., & Hamilton, J. D. (1995) · Contemporary Sociology · doi:10.2307/2076916 · Cited by 10,966
Noise Trader Risk in Financial Markets
De Long, J. B., Shleifer, A., Summers, L. H., & Waldmann, R. J. (1990) · Journal of Political Economy · doi:10.1086/261703 · Cited by 6,234
Investor Psychology and Security Market Under‐ and Overreactions
Daniel, K., Hirshleifer, D., & Subrahmanyam, A. (1998) · The Journal of Finance · doi:10.1111/0022-1082.00077 · Cited by 5,682
A model of investor sentiment /
Barberis, N., Vishny, R. W., Shleifer, A., & Research., N. B. O. E. (1997) · University of Michigan Library Repository · Cited by 4,013
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
Hong, H., & Stein, J. C. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00184 · Cited by 4,001
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
Shiller, R. (1980) · National Bureau of Economic Research · doi:10.3386/w0456 · Cited by 3,986
Booth, D. E. (1997) · Technometrics · doi:10.1080/00401706.1997.10485448 · Cited by 3,201
Barberis, N., Shleifer, A., & Vishny, R. (1998) · Journal of Financial Economics · doi:10.1016/s0304-405x(98)00027-0 · Cited by 2,858
Manias, Panics, and Crashes: A History of Financial Crises
Romansco, A. U., & Kindleberger, C. P. (1979) · The American Historical Review · doi:10.2307/1855147 · Cited by 2,838
Cited by
Gomes, F., Haliassos, M., & Ramadorai, T. (2021) · Journal of Economic Literature · doi:10.1257/jel.20201461 · Cited by 396
Personal Experiences and Expectations about Aggregate Outcomes
KUCHLER, T., & ZAFAR, B. (2019) · The Journal of Finance · doi:10.1111/jofi.12819 · Cited by 371
Home Price Expectations and Behaviour: Evidence from a Randomized Information Experiment
Armona, L., Fuster, A., & Zafar, B. (2019) · The Review of Economic Studies · doi:10.1093/restud/rdy038 · Cited by 319
Metadata
- Authors
- Glaeser, E. L., & Nathanson, C. G.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2017-10
- Volume
- 126
- Issue
- 1
- Pages
- 147-170
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3121222283
- Cited by
- 308
- References
- 63
- FWCI
- 52.25
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: An extrapolative model of house price dynamics. https://app.cochat.ai/papers/10.1016/j.jfineco.2017.06.012
- The paper
- Glaeser, E. L., & Nathanson, C. G. (2017). An extrapolative model of house price dynamics. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2017.06.012
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.