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Time-Varying and Spatial Herding Behavior in the US Housing..:

Ngene, Geoffrey M. ; Sohn, Daniel P. ; Hassan, M. Kabir
The Journal of Real Estate Finance and Economics.  54 (2016)  4 - p. 482-514 , 2016
Link: https://doi.org/10.1007/s11146-016-9552-5