Bao, Helen XiaohuiHuang, Helen HuiHuang, Yu-LeihLin, Pin-Te2015-12-130263-7472http://hdl.handle.net/1885/76339Purpose – The purpose of this paper is to investigate the volatility clustering in the return of land markets through both theoretical and empirical approaches.Design/methodology/approach – Using extensive monthly panel data at the provincial level fr201410.1108/PM-02-2014-00092015-12-11