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A Further Examination of Appraisal Data and the Potential Bias in Real Estate Return Indexes

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Author Info
George W. Gau
Ko Wang

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Abstract

Recent articles by Giliberto [2] and Geltner [1] examine the biases inherent in the use of appraisal data in real estate performance measurement. This note takes another look at the direction and magnitude of any bias in holding period returns. Using appraisal data from a commingled real estate fund, we show that in actual application the size of the holding period return bias can be quite small and this bias may have no appreciable effect on real estate return indexes. Copyright American Real Estate and Urban Economics Association.

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File URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1540-6229.00508
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Publisher Info
Article provided by American Real Estate and Urban Economics Association in its journal Real Estate Economics.

Volume (Year): 18 (1990)
Issue (Month): 1 ()
Pages: 40-48
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Handle: RePEc:bla:reesec:v:18:y:1990:i:1:p:40-48

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=1080-8620

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  1. Waldo L. Born & Stephen A. Pyhrr, 1994. "Real Estate Valuation: The Effect of Market and Property Cycles," Journal of Real Estate Research, American Real Estate Society, vol. 9(4), pages 455-486. [Downloadable!]
  2. Richard D. Evans, 1990. "A Transfer Function Analysis of Real Estate Capitalization Rates," Journal of Real Estate Research, American Real Estate Society, vol. 5(3), pages 371-380. [Downloadable!]
  3. William B. Brueggeman & A.H. Chen & T.G. Thibodeau, 1992. "Some Additional Evidence on the Performance of Commingled Real Estate Investment Funds," Journal of Real Estate Research, American Real Estate Society, vol. 7(4), pages 433-448. [Downloadable!]
  4. Mukesh K. Chaudhry & Rohan A. Christie-David & William H. Sackley, 1999. "Long-Term Structural Price Relationships in Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 335-354. [Downloadable!]
  5. Stanley D. Smith & Larry R. Woodward, 1996. "The Effect of the Tax Reform Act of 1986 and Regional Economies on Apartment Values," Journal of Real Estate Research, American Real Estate Society, vol. 11(3), pages 259-276. [Downloadable!]
  6. Stanley D. Smith & Larry R. Woodward & Craig T. Schulman, 2000. "The Effect of the Tax Reform Act of 1986 and Overbuilt Markets on Commercial Office Property Values," Journal of Real Estate Research, American Real Estate Society, vol. 19(3), pages 301-320. [Downloadable!]
  7. G. Donald Jud & John D. Benjamin & G. Stacy Sirmans, 1996. "What Do We Know about Apartments and Their Markets?," Journal of Real Estate Research, American Real Estate Society, vol. 11(3), pages 243-258. [Downloadable!]
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