IDEAS home Printed from https://ideas.repec.org/d/dfdepus.html
 

Publications

by members of

Department of Finance
Graduate School of Business
DePaul University
Chicago, Illinois (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2023

  1. Zhengyang Jiang & Cameron Peng & Hongjun Yan, 2023. "Personality Differences and Investment Decision-Making," NBER Working Papers 31041, National Bureau of Economic Research, Inc.

2019

  1. Angela Black & Steven Devaney & Patric Hendershott & Bryan MacGregor, 2019. "Temporal and Spatial Variations in the Dynamics of US Metropolitan Office Markets," ERES eres2019_173, European Real Estate Society (ERES).

2018

  1. José María Liberti & Mitchell A. Petersen, 2018. "Information: Hard and Soft," NBER Working Papers 25075, National Bureau of Economic Research, Inc.
  2. Ji Shen & Bin Wei & Hongjun Yan, 2018. "Financial Intermediation Chains in an OTC Market," FRB Atlanta Working Paper 2018-15, Federal Reserve Bank of Atlanta.
  3. Hanming Fang & Zhe Li & Nianhang Xu & Hongjun Yan, 2018. "In the Shadows of the Government: Relationship Building During Political Turnovers," NBER Working Papers 25300, National Bureau of Economic Research, Inc.
  4. John Duca & Patric Hendershott & David Ling, 2018. "Regulation, Tax, and Interest Rate Implications for Commercial Real Estate Valuations: Lessons from the Past Half Century," ERES eres2018_62, European Real Estate Society (ERES).

2017

  1. John V. Duca & Patric H. Hendershott & David C. Ling, 2017. "How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades," Working Papers 1703, Federal Reserve Bank of Dallas.

2016

  1. Charles W. Calomiris & Mauricio Larrain & José M. Liberti & Jason D. Sturgess, 2016. "How Collateral Laws Shape Lending and Sectoral Activity," NBER Working Papers 21911, National Bureau of Economic Research, Inc.

2015

  1. Qi Liu & Lei Lu & Bo Sun & Hongjun Yan, 2015. "A Model of Anomaly Discovery," International Finance Discussion Papers 1128, Board of Governors of the Federal Reserve System (U.S.).

2013

  1. James J. Choi & Li Jin & Hongjun Yan, 2013. "Informed Trading and Expected Returns," NBER Working Papers 18680, National Bureau of Economic Research, Inc.

2012

  1. Steven Devaney & Patric Hendershott & Bryan D. Macgregor, 2012. "Modelling office market dynamics: panel estimation and comparison of US metropolitan areas," ERES eres2012_255, European Real Estate Society (ERES).
  2. Steven C. Bourassa & Donald R. Haurin & Patric H. Hendershott & Martin Hoesli, 2012. "Mortgage Interest Deductions and Homeownership: An International Survey," Swiss Finance Institute Research Paper Series 12-06, Swiss Finance Institute.

2011

  1. Hongjun Yan & Jinfan Zhang & Dong Lou, 2011. "Anticipated and Repeated Shocks in Liquid Markets," FMG Discussion Papers dp684, Financial Markets Group.
  2. Steven C. BOURASSA & Donald R. HAURIN & Patric H. HENDERSHOTT & Martin HOESLI, 2011. "Comprehensive model of household tenure choice," Swiss Finance Institute Research Paper Series 11-49, Swiss Finance Institute.

2010

  1. Ravi Jagannathan & Andrei Jirnyi & Ann Sherman, 2010. "Why Don't Issuers Choose IPO Auctions? The Complexity of Indirect Mechanisms," NBER Working Papers 16214, National Bureau of Economic Research, Inc.
  2. James J. Choi & Li Jin & Hongjun Yan, 2010. "What Does Stock Ownership Breadth Measure?," NBER Working Papers 16591, National Bureau of Economic Research, Inc.

2009

  1. Chiang, Yao-Min & Hirshleifer, David & Qian, Yiming & Sherman, Ann, 2009. "Learning to Fail? Evidence from Frequent IPO Investors," MPRA Paper 16854, University Library of Munich, Germany, revised Aug 2009.
  2. Basak, Suleyman & Yan, Hongjun, 2009. "Equilibrium Asset Prices and Investor Behavior in the Presence of Money Illusion," CEPR Discussion Papers 7398, C.E.P.R. Discussion Papers.
  3. Martijn Cremers & Hongjun Yan, 2009. "Uncertainty and Valuations," Yale School of Management Working Papers amz2383, Yale School of Management, revised 01 May 2009.
  4. Panos Patatoukas & Hongjun Yan, 2009. "The Impact of Earnings Surprises on Stock Returns: Theory and Evidence," Yale School of Management Working Papers amz2517, Yale School of Management.

2008

  1. Steven Malliaris & Hongjun Yan, 2008. "Nickels versus Black Swans: Reputation, Trading Strategies and Asset Prices," Yale School of Management Working Papers amz2380, Yale School of Management, revised 01 Mar 2009.
  2. Hongjun Yan, 2008. "Is Noise Trading Cancelled Out by Aggregation?," Yale School of Management Working Papers amz2604, Yale School of Management, revised 01 Jan 2009.
  3. Hongjun Yan, 2008. "Natural Selection in Financial Markets: Does it Work?," Yale School of Management Working Papers amz2648, Yale School of Management, revised 01 May 2008.
  4. Patric H. Hendershott & Colin Lizieri & Bryan D. Macgregor, 2008. "Another Look At The London Office Market," ERES eres2008_157, European Real Estate Society (ERES).
  5. Patric Hendershott & Colin Lizieri & Bryan MacGregor, 2008. "Asymmetric Space Market Adjustment in the London Office Market," Real Estate & Planning Working Papers rep-wp2008-07, Henley Business School, University of Reading.

2007

  1. Feldman, Barry, 2007. "A Theory of Attribution," MPRA Paper 3349, University Library of Munich, Germany, revised 29 May 2007.
  2. Arkes, Hal & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2007. "Prospect Theory and Reference Point Adaptation: Evidence from the US, China, and Korea," MPRA Paper 4009, University Library of Munich, Germany.

2006

  1. Cole, Rebel & Fatemi, Ali & Vu, Joseph, 2006. "Do mergers create or destroy value? Evidence from unsuccessful mergers," MPRA Paper 4717, University Library of Munich, Germany.
  2. Ravi Jagannathan & Ann E. Sherman, 2006. "Why Do IPO Auctions Fail?," NBER Working Papers 12151, National Bureau of Economic Research, Inc.
  3. Hirshleifer, David & Lim, Sonya Seongyeon & Teoh, Siew Hong, 2006. "Driven to distraction: Extraneous events and underreaction to earnings news," MPRA Paper 3110, University Library of Munich, Germany, revised 16 Apr 2007.
  4. Arkes, Hal & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2006. "Reference Point Adaptation: Tests in the Domain of Security Trading," MPRA Paper 4259, University Library of Munich, Germany.
  5. Wei Xiong & Hongjun Yan, 2006. "Heterogeneous Expectations and Bond Markets," NBER Working Papers 12781, National Bureau of Economic Research, Inc.

2005

  1. Barry Feldman, 2005. "Lost in Translation? Basis Utility and Proportionality in Games," Game Theory and Information 0507001, University Library of Munich, Germany, revised 28 Feb 2006.
  2. Peter Englund & Åke Gunnelin & Patric H. Hendershott & Bo Söderberg, 2005. "Adjustment in Property Space Markets: Estimates from the Stockholm Office Market," ERES eres2005_166, European Real Estate Society (ERES).
  3. Patric Hendershott & Robert J. Hendershott & Bryan D. MacGregor, 2005. "Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique," NBER Working Papers 11329, National Bureau of Economic Research, Inc.
  4. Patric H. Hendershott & Gwilym Pryce, 2005. "The Sensitivity of Homeowner Leverage to the Deductibility of Home Mortgage Interest," NBER Working Papers 11489, National Bureau of Economic Research, Inc.

2004

  1. Jose Maria Liberti, 2004. "Initiative, Incentives and Soft Information. How Does Delegation Impact The Role of Bank Relationship Managers?," Finance 0404023, University Library of Munich, Germany.
  2. David Hirshleifer & SONYA SEONGYEON LIM & Siew Hong Teoh, 2004. "Disclosure to an Audience with Limited Attention," Game Theory and Information 0412002, University Library of Munich, Germany.
  3. Hirshleifer, David & Lim, Sonya S. & Teoh, Siew Hong, 2004. "Disclosure to a Credulous Audience: The Role of Limited Attention," MPRA Paper 5198, University Library of Munich, Germany.
  4. Gwilym Pryce & Patric H. Hendershott, 2004. "Fractional Logit Estimation of the LTV Decision," ERES eres2004_528, European Real Estate Society (ERES).

2003

  1. Patric H. Hendershott & McGregor Bryan, 2003. "Modelling UK Office and Retail Capitalisation Rates: Evidence of Investor Rationality," ERES eres2003_170, European Real Estate Society (ERES).
  2. Åke GUNNELIN & Patric H. HENDERSHOTT & Martin HOESLI & Bo SÖDERBERG, 2003. "Determinants of Cross-Sectional Variation in Discount Rates, Growth Rates, and Exit Cap Rates," FAME Research Paper Series rp90, International Center for Financial Asset Management and Engineering.
  3. Paul Flatau & Matt Forbes & Patric H. Hendershott, 2003. "Homeownership and Unemployment: The Roles of Leverage and Public Housing," NBER Working Papers 10021, National Bureau of Economic Research, Inc.
  4. Patric H. Hendershott & Bryan D. MacGregor, 2003. "Investor Rationality: Evidence from UK Property Capitalization Rates," NBER Working Papers 9894, National Bureau of Economic Research, Inc.

2002

  1. Barry Feldman, 2002. "A Dual Model of Cooperative Value," Game Theory and Information 0207001, University Library of Munich, Germany.
  2. Dennis R. Capozza & Charlotte Mack & Patric H. Hendershott & Christopher J. Mayer, 2002. "The Determinants of House Price Dynamics," ERES eres2002_106, European Real Estate Society (ERES).
  3. Bryan D. Macgregor & Patric H. Hendershott, 2002. "Modelling Real Esate Capitalisation Rates Using an Error Correction Model," ERES eres2002_194, European Real Estate Society (ERES).
  4. Gwilym Pryce & Patric H. Hendershott, 2002. "Estimating the Price Elasticity of Demand in the UK: Incorporating the Impact of Mortgage Interest Tax Relief and Credit Rationing Sample Selection Effects," ERES eres2002_202, European Real Estate Society (ERES).
  5. Patric H. Hendershott & Gwilyn Pryce & Michael White, 2002. "Household Leverage and the Deductibility of Home Mortgage Interest: Evidence from UK House Purchasers," NBER Working Papers 9207, National Bureau of Economic Research, Inc.
  6. Patric H. Hendershott & Charles W.R. Ward, 2002. "Valuing and Pricing Retail Leases with Renewal and Overage Options," NBER Working Papers 9214, National Bureau of Economic Research, Inc.
  7. Dennis R. Capozza & Patric H. Hendershott & Charlotte Mack & Christopher J. Mayer, 2002. "Determinants of Real House Price Dynamics," NBER Working Papers 9262, National Bureau of Economic Research, Inc.

2001

  1. Patric H. Hendershott & Bryan D. Macgregor & Raymond Y.C. Tse, 2001. "Estimation of the Rental Adjustment Process," ERES eres2001_178, European Real Estate Society (ERES).

2000

  1. Barry Feldman, 2000. "The Proportional Value of a Cooperative Game," Econometric Society World Congress 2000 Contributed Papers 1140, Econometric Society.
  2. Ann E. Sherman & Sheridan Titman, 2000. "Building the IPO Order Book: Underpricing and Participation Limits With Costly Information," NBER Working Papers 7786, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott & Bryan D. Macgregor & Michael White, 2000. "Explaining Commercial Rents Using An Error Correction Model With Panel Data," ERES eres2000_075, European Real Estate Society (ERES).
  4. Brent W. Ambrose & Patric H. Hendershott & Malgorzata M. Klosek, 2000. "Pricing Upward-Only Adjusting Leases," NBER Working Papers 7622, National Bureau of Economic Research, Inc.
  5. Patric H. Hendershott & Bryan D. MacGregor & Raymond Y.C. Tse, 2000. "Estimating the Rental Adjustment Process," NBER Working Papers 7912, National Bureau of Economic Research, Inc.
  6. Patric H. Hendershott & Michael White, 2000. "Taxing and Subsidizing Housing Investment: The Rise and Fall of Housing's Favored Status," NBER Working Papers 7928, National Bureau of Economic Research, Inc.

1999

  1. Richard K. Green & Patric H. Hendershott, 1999. "Home Ownership and Unemployment in the U.S," Wisconsin-Madison CULER working papers 99-15, University of Wisconsin Center for Urban Land Economic Research.

1998

  1. Tommy Berger & Peter Englund & Patric H. Hendershott & Bengt Turner, 1998. "Another Look at the Capitalization of Interest Subsidies: Evidence from Sweden," NBER Working Papers 6365, National Bureau of Economic Research, Inc.

1997

  1. Richard K. Green & Dennis R. Capozza & Patric H. Hendershott, 1997. "Income Taxes and House Prices," Wisconsin-Madison CULER working papers 97-05, University of Wisconsin Center for Urban Land Economic Research.

1996

  1. Patric H. Hendershott & Steve Bourassa, 1996. "House Prices Down Under," ERES eres1996_118, European Real Estate Society (ERES).
  2. Patric H. Hendershott & Richard Green, 1996. "Taxes and House Prices," ERES eres1996_154, European Real Estate Society (ERES).
  3. Donald R. Haurin & Patric H. Hendershott & Susan M. Wachter, 1996. "Expected Home Ownership and Real Wealth Accumulation of Youth," NBER Working Papers 5629, National Bureau of Economic Research, Inc.
  4. Donald R. Haurin & Patric H. Hendershott & Susan M. Wachter, 1996. "Borrowing Constraints and the Tenure Choice of Young Households," NBER Working Papers 5630, National Bureau of Economic Research, Inc.
  5. Richard K. Green & Patric H. Hendershott & Dennis R. Capozza, 1996. "Taxes, Mortgage Borrowing and House Prices," Wisconsin-Madison CULER working papers 96-06, University of Wisconsin Center for Urban Land Economic Research.

1995

  1. Jose Maria Liberti, 1995. "Un Analisis Dinamico del Comportamiento de la Inversión en Capital Humano," Working Papers 8, Universidad de San Andres, Departamento de Economia, revised Jul 1995.
  2. Bengt Turner & Peter Englund & Patric H. Hendershott, 1995. "Loan-to-Value Ratios in Sweden - The Impact of Financial Deregulation," ERES eres1995_174, European Real Estate Society (ERES).
  3. Englund, P. & Hendershott, P.H. & Turner, B., 1995. "The Tax Reform and the Housing Market," Papers 20, Uppsala - Working Paper Series.
  4. Patric H. Hendershott & William C. LaFayette, 1995. "Debt Usage and Mortgage Choice: Sensitivity to Default Insurance Costs," NBER Working Papers 5069, National Bureau of Economic Research, Inc.
  5. Donald R. Haurin & Susan M. Wachter & Patric H. Hendershott, 1995. "Wealth Accumulation and Housing Choices of Young Households: An Exploratory Investigation," NBER Working Papers 5070, National Bureau of Economic Research, Inc.
  6. Michel Glower & Donald R. Haurin & Patric H. Hendershott, 1995. "Selling Price and Selling Time: The Impact of Seller Motivation," NBER Working Papers 5071, National Bureau of Economic Research, Inc.
  7. William C. LaFayette & Donald R. Haurin & Patric H. Hendershott, 1995. "Endogenous Mortgage Choice, Borrowing Constraints and the Tenure Decision," NBER Working Papers 5074, National Bureau of Economic Research, Inc.
  8. Richard K. Green & Patric H. Hendershott, 1995. "Age, Housing Demand, and Real House Prices," Wisconsin-Madison CULER working papers 96-09, University of Wisconsin Center for Urban Land Economic Research.

1994

  1. Patric H. Hendershott, 1994. "Rental adjustment and valuation of real estate in overbuilt markets: fundamental versus reported office market values in Sydney, Australia," ERES eres1994_138, European Real Estate Society (ERES).
  2. Jesse M. Abraham & Patric H. Hendershott, 1994. "Bubbles in Metropolitan Housing Markets," NBER Working Papers 4774, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott, 1994. "Rental Adjustment & Valuation of Real Estate in Overbuilt Markets: Fundamental vs. Reported Office Market Values in Sydney Australia," NBER Working Papers 4775, National Bureau of Economic Research, Inc.

1993

  1. Richard K. Green & Patric H. Hendershott, 1993. "Demographic Factors and Real House Prices," Working Paper 9100, USC Lusk Center for Real Estate.
  2. Patric H. Hendershott & William R. Schultz, 1993. "Equity and Nonequity Determinants of FHA Single-Family Mortgage Foreclosures in the 1980s," NBER Working Papers 4440, National Bureau of Economic Research, Inc.
  3. Steven C. Bourassa & Donald R. Haurin & R. Jean Haurin & Patric H. Hendershott, 1993. "Independent Living and Homeownership: An Analysis of Australian Youth," NBER Working Papers 4450, National Bureau of Economic Research, Inc.

1992

  1. Bourassa, S.C. & Hendershott, P.H., 1992. "Over Investment in Australian Housing : Implications for Tax Policy," CEPR Discussion Papers 272, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  2. Patric Hendershott & Edward J. Kane, 1992. "Office Market Values During the Past Decade: How Distorted Have Appraisals Been?," NBER Working Papers 4128, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott & Jesse M. Abraham, 1992. "Patterns and Determinants of Metropolitan House Prices, 1977-91," NBER Working Papers 4196, National Bureau of Economic Research, Inc.

1991

  1. Patric H. Hendershott & Joe Peek, 1991. "Treasury bill rates in the 1970s and 1980s," Working Papers 91-6, Federal Reserve Bank of Boston.
  2. Patric H. Hendershott & James A. Waddell, 1991. "The Changing Fortunes of FHA's Mutual Mortgage Insurance Fund and the Legislative Response," NBER Working Papers 3592, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott, 1991. "An Altered U.S. Housing Finance System: Implications for Housing," NBER Working Papers 3770, National Bureau of Economic Research, Inc.
  4. Patric H. Hendershott, 1991. "Are Real House Prices Likely to Decline by 47 Percent?," NBER Working Papers 3880, National Bureau of Economic Research, Inc.
  5. Donald Haurin & Patric Hendershott & Dongwook Kim, 1991. "Local House Price Indexes: 1982-1991," NBER Working Papers 3933, National Bureau of Economic Research, Inc.

1990

  1. Donald R. Haurin & Patric H. Hendershott & Dongwook Kim, 1990. "Real Rents and Household Formation: The Effect of the 1986 Tax Reform Act," NBER Working Papers 3309, National Bureau of Economic Research, Inc.
  2. Donald R. Haurin & Patric H. Hendershott & Dongwook Kim, 1990. "Tenure Choice of American Youth," NBER Working Papers 3310, National Bureau of Economic Research, Inc.
  3. K.C. Chan & Patric H. Hendershott & Anthony B. Sanders, 1990. "Risk and Return on Real Estate: Evidence from Equity REITs," NBER Working Papers 3311, National Bureau of Economic Research, Inc.
  4. Patric H. Hendershott & Eric Toder & Yunhi Won, 1990. "Revenue and Welfare Implications for a Capital Gains Tax Cut," NBER Working Papers 3386, National Bureau of Economic Research, Inc.
  5. Patric H. Hendershott & James D. Shilling, 1990. "The Continued Interest Rate Vulnerability of Thrifts," NBER Working Papers 3415, National Bureau of Economic Research, Inc.
  6. Patric H. Hendershott, 1990. "The Market for Home Mortgage Credit: Recent Changes and Future Prospects," NBER Working Papers 3548, National Bureau of Economic Research, Inc.

1989

  1. Patric H. Hendershott & Robert Van Order, 1989. "Integration of Mortgage and Capital Markets and the Accumulation of Residential Capital," NBER Working Papers 2847, National Bureau of Economic Research, Inc.
  2. Patric H. Hendershott & Yunhi Won, 1989. "The Long-Run Impact on Federal Tax Revenues and Capital Allocation of A Cut in the Capital Gains Tax Rate," NBER Working Papers 2962, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott & James D. Shilling, 1989. "Reforming Conforming Loan Limits: The Impact on Thrift Earnings and Taxpayer Outlays," NBER Working Papers 3010, National Bureau of Economic Research, Inc.
  4. Patric H. Hendershott & Joe Peek, 1989. "Interest Rates in the Reagan Years," NBER Working Papers 3037, National Bureau of Economic Research, Inc.
  5. Patric H. Hendershott & Yunhi Won, 1989. "Introducing Risky Housing and Endogenous Tenure Choice into Portfolio- Based General Equilibrium Models," NBER Working Papers 3114, National Bureau of Economic Research, Inc.

1988

  1. Stephen A. Buser & Patric H. Hendershott & Anthony B. Sanders, 1988. "On the Determinants of the Value of Call Options on Default-Free Bonds," NBER Working Papers 2529, National Bureau of Economic Research, Inc.
  2. Patric H. Hendershott, 1988. "The Tax Reform Act Of 1986 And Economic Growth," NBER Working Papers 2553, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott & James D. Shilling, 1988. "The Impact of the Agencies on Conventional Fixed-Rate Mortgage Yields," NBER Working Papers 2646, National Bureau of Economic Research, Inc.

1987

  1. Patric H Hendershott & Joe Peek, 1987. "Private Saving in the United States: 1950-85," Boston College Working Papers in Economics 134, Boston College Department of Economics.
  2. Patric H. Hendershott, 1987. "Home Ownership and Real House Prices: Sources of Change, 1965-85," NBER Working Papers 2245, National Bureau of Economic Research, Inc.
  3. James R. Follain & Patric H. Hendershott & David C. Ling, 1987. "Understanding the Real Estate Provisions of Tax Reform: Motivation and Impact," NBER Working Papers 2289, National Bureau of Economic Research, Inc.
  4. Patric H. Hendershott & Robert Van Order, 1987. "Pricing Mortgages: An Interpretation of the Models and Results," NBER Working Papers 2290, National Bureau of Economic Research, Inc.
  5. Donald R. Haurin & Patric H. Hendershott & David C. Ling, 1987. "Homeownership Rates of Married Couples: An Econometric Investigation," NBER Working Papers 2305, National Bureau of Economic Research, Inc.
  6. Patric H. Hendershott, 1987. "Household Formation and Home Ownership: The Impacts of Demographics andTaxes," NBER Working Papers 2375, National Bureau of Economic Research, Inc.

1986

  1. Patric H. Hendershott, 1986. "Tax Reform and the Slope of the Playing Field," NBER Working Papers 1909, National Bureau of Economic Research, Inc.
  2. Patric H. Hendershott, 1986. "Tax Changes and Capital Allocation in the 1980s," NBER Working Papers 1911, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott, 1986. "Mortgage Pricing: What Have We Learned So Far?," NBER Working Papers 1959, National Bureau of Economic Research, Inc.
  4. Thomas Downs & Patric H. Hendershott, 1986. "Tax Policy and Stock Prices," NBER Working Papers 2094, National Bureau of Economic Research, Inc.
  5. Patric H. Hendershott & James R. Follain & David C. Ling, 1986. "Real Estate and the Tax Reform Act of 1986," NBER Working Papers 2098, National Bureau of Economic Research, Inc.

1985

  1. Patric H. Hendershott, 1985. "Pricing Adjustable Rate Mortgages," NBER Working Papers 1548, National Bureau of Economic Research, Inc.
  2. Donald R. Haurin & Patric H. Hendershott, 1985. "Affordability and the Value of Seller Financing," NBER Working Papers 1695, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott, 1985. "Tax Reform and Financial Markets," NBER Working Papers 1707, National Bureau of Economic Research, Inc.
  4. Patric H. Hendershott, 1985. "Tax Reform, Interest Rates and Capital Allocation," NBER Working Papers 1708, National Bureau of Economic Research, Inc.
  5. Patric H. Hendershott & David C. Ling, 1985. "The Administration Tax Reform Proposal and Housing," NBER Working Papers 1740, National Bureau of Economic Research, Inc.

1984

  1. Patric H. Hendershott & David C. Ling, 1984. "Trading and the Tax Shelter Value of Depreciable Real Estate," NBER Working Papers 1267, National Bureau of Economic Research, Inc.
  2. Patric H. Hendershott, 1984. "Expectations, Surprises and Treasury Bill Rates: 1960-82," NBER Working Papers 1268, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott & David C. Ling, 1984. "Prospective Changes in Tax Law and the Value of Depreciable Real Estate," NBER Working Papers 1352, National Bureau of Economic Research, Inc.
  4. Donald F. Cunningham & Patric H. Hendershott, 1984. "Pricing FHA Mortgage Default Insurance," NBER Working Papers 1382, National Bureau of Economic Research, Inc.
  5. Patric H. Hendershott & Joe Peek, 1984. "Household Saving: An Econometric Investigation," NBER Working Papers 1383, National Bureau of Economic Research, Inc.
  6. Patric H. Hendershott & Marc Smith, 1984. "Household Formations," NBER Working Papers 1390, National Bureau of Economic Research, Inc.
  7. Stephen A. Buser & Patric H. Hendershott, 1984. "The Pricing of Default-Free Mortgages," NBER Working Papers 1408, National Bureau of Economic Research, Inc.
  8. Peter J. Elmer & Patric H. Hendershott, 1984. "Relative Factor Price Changes and Equity Prices," NBER Working Papers 1449, National Bureau of Economic Research, Inc.
  9. Patric H. Hendershott, 1984. "Debt and Equity Returns Revisited," NBER Working Papers 1521, National Bureau of Economic Research, Inc.
  10. Patric H. Hendershott & David C. Ling, 1984. "Tax Reform and Housing," NBER Working Papers 1524, National Bureau of Economic Research, Inc.
  11. Stephen A. Buser & Patric H. Hendershott & Anthony B. Sanders, 1984. "Pricing Rate Caps on Default-Free Adjustable-Rate Mortgages," NBER Working Papers 1525, National Bureau of Economic Research, Inc.

1983

  1. Patric H. Hendershott & Roger D. Huang, 1983. "Debt and Equity Yields: 1926-80," NBER Working Papers 1142, National Bureau of Economic Research, Inc.

1982

  1. Patric H. Hendershott & Sheng Cheng Hu & Kevin E. Villani, 1982. "The Economics of Mortgage Terminations: Implications for Mortgage Lenders and Mortgage Terms," NBER Working Papers 0918, National Bureau of Economic Research, Inc.
  2. Patric H. Hendershott & Joel Slemrod, 1982. "Taxes and the User Cost of Capital for Owner-Occupied Housing," NBER Working Papers 0929, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott, 1982. "Government Policies and the Allocation of Capital Between Residential and Industrial Uses," NBER Working Papers 1036, National Bureau of Economic Research, Inc.

1981

  1. Patric H. Hendershott, 1981. "Inflation, Resource Utilization, and Debt and Equity Returns," NBER Working Papers 0699, National Bureau of Economic Research, Inc.
  2. Patric H. Hendershott & Sheng Cheng Hu, 1981. "The Allocation of Capital Between Residential and Nonresidential Uses: Taxes, Inflation and Capital Market Constraints," NBER Working Papers 0718, National Bureau of Economic Research, Inc.
  3. Patric H. Hendershott & Kevin E. Villani, 1981. "Savings and Loan Usage of the Authority to Invest in Corporate Debt," NBER Working Papers 0725, National Bureau of Economic Research, Inc.
  4. Patric H. Hendershott & Kevin E. Villani, 1981. "The Terminations Premium in Mortgage Coupon Rates: Evidence on the Integration of Mortgage and Bond Markets," NBER Working Papers 0738, National Bureau of Economic Research, Inc.
  5. Patric H. Hendershott & Kevin E. Villani, 1981. "Housing Finance in the United States in the Year 2001," NBER Working Papers 0739, National Bureau of Economic Research, Inc.
  6. Patric H. Hendershott & Sheng Cheng Hu, 1981. "Accelerating Inflation, Nonassumable Fixed-Rate Mortgages, and Consumer Choice and Welfare," NBER Working Papers 0755, National Bureau of Economic Research, Inc.
  7. Patric H. Hendershott & James D. Shilling, 1981. "The Impacts on Capital Allocation of Some Aspects of the Economic Recovery Tax Act of 1981," NBER Working Papers 0825, National Bureau of Economic Research, Inc.

1980

  1. Patric H. Hendershott, 1980. "Mortgage Revenue Bonds: Tax Exemption with a Vengeance," NBER Working Papers 0447, National Bureau of Economic Research, Inc.
  2. Patric H. Hendershott & James D. Shilling, 1980. "The Economics of Tenure Choice: 1955-79," NBER Working Papers 0543, National Bureau of Economic Research, Inc.

1979

  1. Patric H. Hendershott, 1979. "The Decline in Aggregate Share Values: Inflation, Taxation, Risk and Profitability," NBER Working Papers 0370, National Bureau of Economic Research, Inc.
  2. Patric H. Hendershott & Sheng Cheng Hu, 1979. "Inflation and the Benefits from Owner-Occupied Housing," NBER Working Papers 0383, National Bureau of Economic Research, Inc.

1977

  1. Timothy Q. Cook & Patric H. Hendershott, 1977. "The risk-free U.S. bond rate : errors in construction and use in econometric work," Working Paper 77-03, Federal Reserve Bank of Richmond.

1966

  1. Patric H. Hendershott, 1966. "The demand for money: speed of adjustment, interest rates, and wealth: a sequel," Staff Studies 11, Board of Governors of the Federal Reserve System (U.S.).

Undated

  1. Patric H. Hendershott, "undated". "Systematic Valuation Errors and Property Cycles: A Clinical Study of the Sydney Office Market," Research in Financial Economics 9611, Ohio State University.
  2. Patric H. Hendershott, "undated". "Uses of Equilibrium Models in Real Estate Research," Research in Financial Economics 9612, Ohio State University.

Journal articles

2023

  1. Liu, Laura Xiaolei & Lu, Ruichang & Sherman, Ann E. & Zhang, Yong, 2023. "IPO underpricing and limited attention: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 154(C).

2022

  1. Yaqing Xiao & Hongjun Yan & Jinfan Zhang, 2022. "A Global Version of Samuelson's Dictum," American Economic Review: Insights, American Economic Association, vol. 4(2), pages 239-254, June.
  2. Brent W. Ambrose & Patric H. Hendershott & David C. Ling & Gary A. McGill, 2022. "Homeownership and taxes: How the TCJA altered the tax code's treatment of housing," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(5), pages 1167-1200, September.

2021

  1. Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2021. "Under-reaction in the sovereign CDS market," Journal of Banking & Finance, Elsevier, vol. 130(C).
  2. Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021. "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, vol. 139(2), pages 545-560.
  3. Steven Malliaris & Hongjun Yan, 2021. "Reputation Concerns and Slow-Moving Capital," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(3), pages 580-609.
  4. Li Liao & Zhengwei Wang & Jia Xiang & Hongjun Yan & Jun Yang & LaurenCohen, 2021. "User Interface and Firsthand Experience in Retail Investing," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4486-4523.
  5. Patric H. Hendershott & Kyung-Hwan Kim & Jin Man Lee & James D. Shilling, 2021. "Announcement Effects: Taxation of Housing Capital Gains in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 319-341, April.

2019

  1. Charles R. Schnitzlein & Minjie Shao & Ann E. Sherman, 2019. "Come On In, The Water'S Fine! An Experimental Examination Of Hybrid Ipo Auctions With A Public Pool," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 42(1), pages 5-39, March.
  2. Gao, George P. & Lu, Xiaomeng & Song, Zhaogang & Yan, Hongjun, 2019. "Disagreement beta," Journal of Monetary Economics, Elsevier, vol. 107(C), pages 96-113.

2017

  1. John V. Duca & Patric H. Hendershott & David C. Ling, 2017. "How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades," National Tax Journal, National Tax Association;National Tax Journal, vol. 70(3), pages 549-584, September.

2016

  1. Byun, Suk Joon & Lim, Sonya S. & Yun, Sang Hyun, 2016. "Continuing Overreaction and Stock Return Predictability," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(6), pages 2015-2046, December.
  2. Cremers, Martijn & Yan, Hongjun, 2016. "Uncertainty and Valuations," Critical Finance Review, now publishers, vol. 5(1), pages 85-128, May.

2015

  1. Jagannathan, Ravi & Jirnyi, Andrei & Sherman, Ann Guenther, 2015. "Share auctions of initial public offerings: Global evidence," Journal of Financial Intermediation, Elsevier, vol. 24(3), pages 283-311.
  2. Patric H. Hendershott & Jin Man Lee & James D. Shilling, 2015. "The 2005-11 Housing Boom and Bust: Impacts on Housing Turnover and Implications for the Recovery," Journal of Real Estate Research, American Real Estate Society, vol. 37(4), pages 471-498.

2014

  1. Laura Xiaolei Liu & Ann E. Sherman & Yong Zhang, 2014. "The Long-Run Role of the Media: Evidence from Initial Public Offerings," Management Science, INFORMS, vol. 60(8), pages 1945-1964, August.
  2. Ji Shen & Hongjun Yan & Jinfan Zhang, 2014. "Collateral-Motivated Financial Innovation," The Review of Financial Studies, Society for Financial Studies, vol. 27(10), pages 2961-2997.

2013

  1. James J. Choi & Li Jin & Hongjun Yan, 2013. "What Does Stock Ownership Breadth Measure?," Review of Finance, European Finance Association, vol. 17(4), pages 1239-1278.
  2. Dong Lou & Hongjun Yan & Jinfan Zhang, 2013. "Anticipated and Repeated Shocks in Liquid Markets," The Review of Financial Studies, Society for Financial Studies, vol. 26(8), pages 1891-1912.
  3. Patric Hendershott & Maarten Jennen & Bryan MacGregor, 2013. "Modeling Space Market Dynamics: An Illustration Using Panel Data for US Retail," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 659-687, November.

2011

  1. Andrew Hertzberg & José María Liberti & Daniel Paravisini, 2011. "Public Information and Coordination: Evidence from a Credit Registry Expansion," Journal of Finance, American Finance Association, vol. 66(2), pages 379-412, April.
  2. Yao-Min Chiang & David Hirshleifer & Yiming Qian & Ann E. Sherman, 2011. "Do Investors Learn from Experience? Evidence from Frequent IPO Investors," The Review of Financial Studies, Society for Financial Studies, vol. 24(5), pages 1560-1589.

2010

  1. Andrew Hertzberg & Jose Maria Liberti & Daniel Paravisini, 2010. "Information and Incentives Inside the Firm: Evidence from Loan Officer Rotation," Journal of Finance, American Finance Association, vol. 65(3), pages 795-828, June.
  2. José M. Liberti & Atif R. Mian, 2010. "Collateral Spread and Financial Development," Journal of Finance, American Finance Association, vol. 65(1), pages 147-177, February.
  3. Yao-Min Chiang & Yiming Qian & Ann E. Sherman, 2010. "Endogenous Entry and Partial Adjustment in IPO Auctions: Are Institutional Investors Better Informed?," The Review of Financial Studies, Society for Financial Studies, vol. 23(3), pages 1200-1230, March.
  4. Arkes, Hal R. & Hirshleifer, David & Jiang, Danling & Lim, Sonya S., 2010. "A cross-cultural study of reference point adaptation: Evidence from China, Korea, and the US," Organizational Behavior and Human Decision Processes, Elsevier, vol. 112(2), pages 99-111, July.
  5. Hongjun Yan, 2010. "Is Noise Trading Cancelled Out by Aggregation?," Management Science, INFORMS, vol. 56(7), pages 1047-1059, July.
  6. Suleyman Basak & Hongjun Yan, 2010. "Equilibrium Asset Prices and Investor Behaviour in the Presence of Money Illusion," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(3), pages 914-936.
  7. Wei Xiong & Hongjun Yan, 2010. "Heterogeneous Expectations and Bond Markets," The Review of Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
  8. Patric Hendershott & Colin Lizieri & Bryan MacGregor, 2010. "Asymmetric Adjustment in the City of London Office Market," The Journal of Real Estate Finance and Economics, Springer, vol. 41(1), pages 80-101, July.

2009

  1. Jose M. Liberti & Atif R. Mian, 2009. "Estimating the Effect of Hierarchies on Information Use," The Review of Financial Studies, Society for Financial Studies, vol. 22(10), pages 4057-4090, October.
  2. David Hirshleifer & Sonya Seongyeon Lim & Siew Hong Teoh, 2009. "Driven to Distraction: Extraneous Events and Underreaction to Earnings News," Journal of Finance, American Finance Association, vol. 64(5), pages 2289-2325, October.
  3. Patric H. Hendershott & Thomas G. Thibodeau & Halbert C. Smith, 2009. "Evolution of the American Real Estate and Urban Economics Association1," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(4), pages 559-598, December.
  4. Hendershott, Patric H. & Ong, Rachel & Wood, Gavin A. & Flatau, Paul, 2009. "Marital history and home ownership: Evidence from Australia," Journal of Housing Economics, Elsevier, vol. 18(1), pages 13-24, March.

2008

  1. Arkes, Hal R. & Hirshleifer, David & Jiang, Danling & Lim, Sonya, 2008. "Reference point adaptation: Tests in the domain of security trading," Organizational Behavior and Human Decision Processes, Elsevier, vol. 105(1), pages 67-81, January.
  2. Alok Kumar & Sonya Seongyeon Lim, 2008. "How Do Decision Frames Influence the Stock Investment Choices of Individual Investors?," Management Science, INFORMS, vol. 54(6), pages 1052-1064, June.
  3. Hongjun Yan, 2008. "Natural Selection in Financial Markets: Does It Work?," Management Science, INFORMS, vol. 54(11), pages 1935-1950, November.
  4. Peter Englund & Åke Gunnelin & Patric H. Hendershott & Bo Söderberg, 2008. "Adjustment in Property Space Markets: Taking Long‐Term Leases and Transaction Costs Seriously," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(1), pages 81-109, March.

2007

  1. Lim, Sonya Seongyeon & Wang, Heli, 2007. "The effect of financial hedging on the incentives for corporate diversification: The role of stakeholder firm-specific investments," Journal of Economic Behavior & Organization, Elsevier, vol. 62(4), pages 640-656, April.

2006

  1. Sonya Seongyeon Lim, 2006. "Do Investors Integrate Losses and Segregate Gains? Mental Accounting and Investor Trading Decisions," The Journal of Business, University of Chicago Press, vol. 79(5), pages 2539-2574, September.
  2. Hendershott, Patric H. & Pryce, Gwilym, 2006. "The sensitivity of homeowner leverage to the deductibility of home mortgage interest," Journal of Urban Economics, Elsevier, vol. 60(1), pages 50-68, July.

2005

  1. Ravi Jagannathan & Ann E. Sherman, 2005. "Reforming the Bookbuilding Process for IPOs," Journal of Applied Corporate Finance, Morgan Stanley, vol. 17(1), pages 67-72, January.
  2. Sherman, Ann E., 2005. "Global trends in IPO methods: Book building versus auctions with endogenous entry," Journal of Financial Economics, Elsevier, vol. 78(3), pages 615-649, December.
  3. Patric H. Hendershott & Bryan D. MacGregor, 2005. "Investor Rationality: An Analysis of NCREIF Commercial Property Data," Journal of Real Estate Research, American Real Estate Society, vol. 27(4), pages 445-475.

2004

  1. Dennis R. Capozza & Patric H. Hendershott & Charlotte Mack, 2004. "An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(1), pages 1-32, March.
  2. Patric H. Hendershott & Bryan D. MacGregor & Charles W.R. Ward, 2004. "Introduction," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(2), pages 181-182, June.
  3. Åke Gunnelin & Patric H. Hendershott & Martin Hoesli & Bo Söderberg, 2004. "Determinants of Cross‐Sectional Variation in Discount Rates, Growth Rates and Exit Cap Rates," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(2), pages 217-237, June.
  4. Ron Donohue & Patric H. Hendershott, 2004. "Fund Flows and Commercial Real Estate Investment: Evidence from the Commercial Mortgage Market," Journal of Real Estate Research, American Real Estate Society, vol. 26(4), pages 417-442.

2003

  1. James Ang & Beni Lauterbach & Joseph Vu, 2003. "Efficient Labor and Capital Markets: Evidence from CEO Appointments," Financial Management, Financial Management Association, vol. 32(2), Summer.
  2. Hendershott, Patric H & Ward, Charles W R, 2003. "Valuing and Pricing Retail Leases with Renewal and Overage Options," The Journal of Real Estate Finance and Economics, Springer, vol. 26(2-3), pages 223-240, March-May.
  3. Patric H. Hendershott & Robert J. Hendershott & Charles R. W. Ward, 2003. "Corporate Equity and Commercial Property Market 'Bubbles'," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 993-1009, May.

2002

  1. Sherman, Ann E. & Titman, Sheridan, 2002. "Building the IPO order book: underpricing and participation limits with costly information," Journal of Financial Economics, Elsevier, vol. 65(1), pages 3-29, July.
  2. Patric H. Hendershott & John C. Weicher, 2002. "Forecasting Housing Markets: Lessons Learned," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(1), pages 1-11.
  3. Patric H. Hendershott & Bryan D. MacGregor & Raymond Y.C. Tse, 2002. "Estimation of the Rental Adjustment Process," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(2), pages 165-183.
  4. Patric H. Hendershott, 2002. "A comparison of upward‐only and turnover leases," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 20(6), pages 513-524, December.
  5. Hendershott, Patric & MacGregor, Bryan & White, Michael, 2002. "Explaining Real Commercial Rents Using an Error Correction Model with Panel Data," The Journal of Real Estate Finance and Economics, Springer, vol. 24(1-2), pages 59-87, Jan.-Marc.
  6. Ambrose, Brent W & Hendershott, Patric H & Klosek, Malgorzata, 2002. "Pricing Upward-Only Adjusting Leases," The Journal of Real Estate Finance and Economics, Springer, vol. 25(1), pages 33-49, July.

2001

  1. Richard K. Green & Patric H. Hendershott, 2001. "Home-ownership and Unemployment in the US," Urban Studies, Urban Studies Journal Limited, vol. 38(9), pages 1509-1520, August.
  2. Steven C. Bourassa & Patric H. Hendershott & James Murphy, 2001. "Further evidence on the existence of housing market bubbles," Journal of Property Research, Taylor & Francis Journals, vol. 18(1), pages 1-19.

2000

  1. Sherman, Ann E, 2000. "IPOs and Long-Term Relationships: An Advantage of Book Building," The Review of Financial Studies, Society for Financial Studies, vol. 13(3), pages 697-714.
  2. Hendershott, Patric H, 2000. "Property Asset Bubbles: Evidence from the Sydney Office Market," The Journal of Real Estate Finance and Economics, Springer, vol. 20(1), pages 67-81, January.
  3. Brickman, David M & Hendershott, Patric H, 2000. "Mortgage Refinancing, Adverse Selection, and FHA's Streamline Program," The Journal of Real Estate Finance and Economics, Springer, vol. 21(2), pages 153-174, September.

1999

  1. Ann E. Sherman, 1999. "Underwriter Certification and the Effect of Shelf Registration on Due Diligence," Financial Management, Financial Management Association, vol. 28(1), Spring.
  2. Ann E. Sherman, 1999. "Best Efforts vs. Firm Commitment Initial Public Offerings: Evidence on the Market Feedback Theory," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 2(03), pages 399-417.
  3. Patric H. Hendershott & Colin M. Lizieri & George A. Matysiak, 1999. "The Workings of the London Office Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(2), pages 365-387, June.
  4. Patric H. Hendershott & Bengt Turner, 1999. "Estimating constant-quality capitalization rates and capitalization effects of below market financing," Journal of Property Research, Taylor & Francis Journals, vol. 16(2), pages 109-122, January.

1998

  1. Vu, Joseph D, 1998. "The Effect of Junk Bond Defaults on Common Stock Returns," The Financial Review, Eastern Finance Association, vol. 33(4), pages 47-60, November.
  2. Kim, Chang-Soo & Mauer, David C. & Sherman, Ann E., 1998. "The Determinants of Corporate Liquidity: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 33(3), pages 335-359, September.
  3. Michel Glower & Donald R. Haurin & Patric H. Hendershott, 1998. "Selling Time and Selling Price: The Influence of Seller Motivation," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(4), pages 719-740, December.

1997

  1. Hendershott, Patric H. & LaFayette, William C. & Haurin, Donald R., 1997. "Debt Usage and Mortgage Choice: The FHA-Conventional Decision," Journal of Urban Economics, Elsevier, vol. 41(2), pages 202-217, March.
  2. Patric H. Hendershott, 1997. "Uses of equilibrium models in real estate research," Journal of Property Research, Taylor & Francis Journals, vol. 14(1), pages 1-13, January.

1996

  1. Chowdhry, Bhagwan & Sherman, Ann, 1996. "International differences in oversubscription and underpricing of IPOs," Journal of Corporate Finance, Elsevier, vol. 2(4), pages 359-381, July.
  2. Chowdhry, Bhagwan & Sherman, Ann, 1996. "The winner's curse and international methods of allocating initial public offerings," Pacific-Basin Finance Journal, Elsevier, vol. 4(1), pages 15-30, May.
  3. Hendershott, Patric H., 1996. "Rental Adjustment and Valuation in Overbuilt Markets: Evidence from the Sydney Office Market," Journal of Urban Economics, Elsevier, vol. 39(1), pages 51-67, January.
  4. Hendershott, Patric H., 1996. "Introduction and overview," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 227-234, June.
  5. Green, Richard & Hendershott, Patric H., 1996. "Age, housing demand, and real house prices," Regional Science and Urban Economics, Elsevier, vol. 26(5), pages 465-480, August.

1995

  1. Steven C. Bourassa & Patric H. Hendershott, 1995. "Australian Capital City Real House Prices, 1979–1993," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 28(3), pages 16-26, July.
  2. Patric H. Hendershott & Edward J. Kane, 1995. "U.S. Office Market Values During the Past Decade: How Distorted Have Appraisals Been?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 23(2), pages 101-116, June.
  3. Buckley, Robert M & Hendershott, Patric H & Villani, Kevin E, 1995. "Rapid Housing Privatization in Reforming Economies: Pay the Special Dividend Now," The Journal of Real Estate Finance and Economics, Springer, vol. 10(1), pages 63-80, January.

1994

  1. Steven C. Bourassa & Donald R. Haurin & R. Jean Haurin & Patric H. Hendershott, 1994. "Independent Living and Home Ownership: An Analysis of Australian Youth," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 27(3), pages 29-44, July.
  2. Haurin Donald R. & Hendershott Patric H. & Kim Dongwook, 1994. "Housing Decisions of American Youth," Journal of Urban Economics, Elsevier, vol. 35(1), pages 28-45, January.

1993

  1. Patric H. Hendershott & William R. Schultz, 1993. "Equity and Nonequity Determinants of FHA Single‐Family Mortgage Foreclosures in the 1980s," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 21(4), pages 405-430, December.
  2. Haurin, Donald R & Hendershott, Patric H & Kim, Dongwook, 1993. "The Impact of Real Rents and Wages on Household Formation," The Review of Economics and Statistics, MIT Press, vol. 75(2), pages 284-293, May.

1992

  1. Sherman, Ann Guenther, 1992. "The Pricing of Best Efforts New Issues," Journal of Finance, American Finance Association, vol. 47(2), pages 781-790, June.
  2. Patric H. Hendershott & Edward J. Kane, 1992. "CAUSES AND CONSEQUENCES OF THE 1980s COMMERCIAL CONSTRUCTION BOOM," Journal of Applied Corporate Finance, Morgan Stanley, vol. 5(1), pages 61-70, March.
  3. Bourassa, Steven C. & Hendershott, Patric H., 1992. "Changes in the relative incentives to invest in housing: Australia, Sweden, and the United States," Journal of Housing Economics, Elsevier, vol. 2(1), pages 60-83, March.
  4. Hendershott, Patric H. & Won, Yunhi, 1992. "Introducing risky housing and endogenous tenure choice into a portfolio-based general equilibrium model," Journal of Public Economics, Elsevier, vol. 48(3), pages 293-316, August.
  5. Jesse M. Abraham & Patric H. Hendershott, 1992. "Patterns and determinants of metropolitan house prices, 1977 to 1991," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 36, pages 18-56.
  6. Patric H. Hendershott & Herbert M. Kaufman (ary), 1992. "The market for home mortgage credit: recent changes and future prospects," Proceedings, Federal Reserve Bank of St. Louis, pages 99-127.
  7. Hendershott, Patric H & Waddell, James A, 1992. "The Changing Fortunes of FHA's Mutual Mortgage Insurance Fund and the Legislative Response," The Journal of Real Estate Finance and Economics, Springer, vol. 5(2), pages 119-132, June.
  8. Hendershott, Patric H & Peek, Joe, 1992. "Treasury Bill Rates in the 1970s and 1980s," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 195-214, May.
  9. Follain, James R. & Hendershott, Patric H. & Ling, David C., 1992. "Real Estate Markets Since 1980: What Role Have Tax Changes Played?," National Tax Journal, National Tax Association;National Tax Journal, vol. 45(3), pages 253-266, September.

1991

  1. Donald R. Haurin & Patric H. Hendershott, 1991. "House Price Indexes: Issues and Results," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(3), pages 259-269, September.
  2. Donald R. Haurin & Patric H. Hendershott & Dongwook Kim, 1991. "Local House Price Indexes: 1982–1991," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 19(3), pages 451-472, September.
  3. Hendershott, Patric H., 1991. "Are real house prices likely to decline by 47 percent?," Regional Science and Urban Economics, Elsevier, vol. 21(4), pages 553-563, December.
  4. Hendershott, Patric H. & Toder, Eric J. & Won, Yunhi, 1991. "Effects of Capital Gains Taxes on Revenue and Economic Efficiency," National Tax Journal, National Tax Association;National Tax Journal, vol. 44(1), pages 21-40, March.
  5. Patric H. Hendershott & Yunhi Won, 1991. "The Long-Run Impact on Federal Tax Revenues and Capital Allocation of a Cut in the Capital Gains Tax Rate," Public Finance Review, , vol. 19(1), pages 3-21, January.

1990

  1. Patric H. Hendershott & Thomas G. Thibodeau, 1990. "The Relationship between Median and Constant Quality House Prices: Implications for Setting FHA Loan Limits," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(3), pages 323-334, September.
  2. Patric H. Hendershott & Donald R. Haurin, 1990. "Research on Real Estate Investment," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(4), pages 369-375, December.
  3. K. C. Chan & Patric H. Hendershott & Anthony B. Sanders, 1990. "Risk and Return on Real Estate: Evidence from Equity REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(4), pages 431-452, December.
  4. Buser, Stephen A & Hendershott, Patric H & Sanders, Anthony B, 1990. "Determinants of the Value of Call Options of Default-Free Bonds," The Journal of Business, University of Chicago Press, vol. 63(1), pages 33-50, January.

1989

  1. Hendershott, Patric H & Peek, Joe, 1989. "Household Saving in the United States: Measurement and Behavior," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 11-19, January.
  2. Patric H. Hendershott, 1989. "Social Returns to Housing and Other Fixed Capital," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 17(2), pages 212-217, June.
  3. Hendershott, Patric H. & Van Order, Robert, 1989. "Integration of mortgage and capital markets and the accumulation of residential capital," Regional Science and Urban Economics, Elsevier, vol. 19(2), pages 189-210, May.
  4. Hendershott, Patric H & Shilling, James D, 1989. "The Impact of the Agencies on Conventional Fixed-Rate Mortgage Yields," The Journal of Real Estate Finance and Economics, Springer, vol. 2(2), pages 101-115, June.

1988

  1. Vu, Joseph D, 1988. "An Empirical Analysis of Ben Graham's Net Current Asset Value Rule," The Financial Review, Eastern Finance Association, vol. 23(2), pages 215-225, May.
  2. Patric H. Hendershott & Donald R. Haurin, 1988. "Adjustments in the Real Estate Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 16(4), pages 343-353, December.
  3. Patric H. Hendershott & Marc T. Smith, 1988. "Housing Inventory Change and the Role of Existing Structures, 1961–1985," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 16(4), pages 364-378, December.
  4. Michael Glower & Patric H. Hendershott, 1988. "The Determinants of REALTOR Income," Journal of Real Estate Research, American Real Estate Society, vol. 3(2), pages 53-68.

1986

  1. Vu, Joseph D., 1986. "An empirical investigation of calls of non-convertible bonds," Journal of Financial Economics, Elsevier, vol. 16(2), pages 235-265, June.
  2. Patric H. Hendershott, 1986. "Mortgage Pricing: What Have We Learned So Far?†," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 14(4), pages 497-509, December.

1985

  1. Stephen A. Buser & Patric H. Hendershott & Anthony B. Sanders, 1985. "Pricing Life‐of‐Loan Rate Caps on Default‐Free Adjustable‐Rate Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(3), pages 248-260, September.
  2. Patric H. Hendershott & James D. Shilling, 1985. "Valuing ARM Rate Caps: Implications of 1970–84 Interest Rate Behavior," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 13(3), pages 317-332, September.
  3. Patric H. Hendershott, 1985. "Tax reform and financial markets," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 29, pages 153-186.

1984

  1. Hendershott, Patric H, 1984. "Expectations, Surprises and Treasury Bill Rates: 1960-82," Journal of Finance, American Finance Association, vol. 39(3), pages 685-696, July.
  2. Patric H. Hendershott & David C. Ling, 1984. "Prospective Changes in Tax Law and the Value of Depreciable Real Estate," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(3), pages 297-317, September.

1983

  1. Hendershott, Patric H & Hu, Sheng Cheng, 1983. "The Allocation of Capital between Residential and Nonresidential Uses: Taxes, Inflation and Capital Market Constraints," Journal of Finance, American Finance Association, vol. 38(3), pages 795-812, June.
  2. Patric H. Hendershott & James D. Shilling & Kevin E. Villani, 1983. "Measurement of the Spreads Between Yields on Various Mortgage Contracts and Treasury Securities," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 11(4), pages 476-490, December.

1982

  1. Patric H. Hendershott & Joel Slemrod, 1982. "Taxes and the User Cost of Capital for Owner‐Occupied Housing," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 10(4), pages 375-393, December.
  2. Patric H. Hendershott, 1982. "Overview," Public Finance Review, , vol. 10(2), pages 131-133, April.
  3. Patric H. Hendershott & Sheng Hu, 1982. "Accelerating Inflation and Nonassumable Fixed-Rate Mortgages: Effects On Consumer Choice and Welfare," Public Finance Review, , vol. 10(2), pages 158-184, April.
  4. Patric H. Hendershott & James D. Shilling, 1982. "Capital Allocation and the Economic Recovery Tax Act of 1981," Public Finance Review, , vol. 10(2), pages 242-273, April.

1981

  1. Hendershott, Patric H, 1981. "The Decline in Aggregate Share Values: Taxation, Valuation Errors, Risk and Profitability," American Economic Review, American Economic Association, vol. 71(5), pages 909-922, December.
  2. Hendershott, Patric H. & Cheng Hu, Sheng, 1981. "Inflation and extraordinary returns on owner-occupied housing: Some implications for capital allocation and productivity growth," Journal of Macroeconomics, Elsevier, vol. 3(2), pages 177-203.

1980

  1. Patric H. Hendershott, 1980. "Real User Costs and the Demand for Single-Family Housing," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 11(2), pages 401-452.
  2. Hendershott, Patric H & Koch, Timothy W, 1980. "The Demand for Tax-Exempt Securities by Financial Institutions," Journal of Finance, American Finance Association, vol. 35(3), pages 717-727, June.
  3. Patric H. Hendershott & Chang-tseh Hsieh, 1980. "Inflation And The Growth In Home Mortgage Debt, 1964–78," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(2), pages 189-202, June.
  4. Patric H. Hendershott & Kevin E. Villani, 1980. "Residential Mortgage Markets and the Cost of Mortgage Funds," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 8(1), pages 50-76, March.
  5. Hendershott, Patric H, 1980. "Analysis of the Impact of Capital-Specific Policies or Legislation: Application to Reforms of the Tax-Exempt Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(2), pages 377-399, Special I.

1979

  1. Patric H. Hendershott, 1979. "The Likely Impact of Increases in Deposit Rate Ceilings on Thrift Earnings and Housing Construction," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 7(2), pages 177-189, June.
  2. Hendershott, Patric H. & Winder, James P., 1979. "Commercial bank asset portfolio behavior in the United States : Evidence of a change in structure," Journal of Banking & Finance, Elsevier, vol. 3(2), pages 113-131, July.

1978

  1. Cook, Timothy Q & Hendershott, Patric H, 1978. "The Impact of Taxes, Risk and Relative Security Supplies on Interest Rate Differentials," Journal of Finance, American Finance Association, vol. 33(4), pages 1173-1186, September.
  2. Hendershott, Patric H., 1978. "Dynamics of forecasting financial cycles : Lacy H. Hunt, (JAI Press, Greenwich, Connecticut, 1976) pp. xxiv + 296," Journal of Banking & Finance, Elsevier, vol. 2(2), pages 183-188, August.
  3. Hendershott, Patric H & Kidwell, David S, 1978. "The Impact of Relative Security Supplies: A Test with Data from a Regional Tax-Exempt Bond Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 10(3), pages 337-347, August.

1977

  1. Hendershott, Patric H., 1977. "Model simulations of the impact of selective credit policies and financial reforms : The appropriate monetary-policy assumption," Journal of Banking & Finance, Elsevier, vol. 1(2), pages 173-184, October.
  2. Hendershott, Patric H., 1977. "The GNP gap : An indicator of monetary policy?," Journal of Monetary Economics, Elsevier, vol. 3(3), pages 383-386, July.

1976

  1. Hendershott, Patric H, 1976. "A Tax Cut in a Multiple Security Model: Crowding Out, Pulling In and the Term Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 31(4), pages 1185-1199, September.
  2. Hendershott, Patric H, 1976. "Policy and Statistical Exogeneity: Reply," Journal of Finance, American Finance Association, vol. 31(5), pages 1514-1515, December.
  3. Hendershott, Patric H & Orlando, Frank S, 1976. "The Interest-Rate Behavior of Flow-of-Funds and Bank-Reserves Financial Models," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 8(4), pages 497-512, November.

1975

  1. Hendershott, Patric H, 1975. "Recognizing the Impact of Inflation: Discussion," Journal of Finance, American Finance Association, vol. 30(2), pages 504-507, May.
  2. Hendershott, Patric H & Lemmon, Richard C, 1975. "The Financial Behavior of Households: Some Empirical Estimates," Journal of Finance, American Finance Association, vol. 30(3), pages 733-759, June.

1973

  1. Hendershott, Patric H & Van Horne, James C, 1973. "Expected Inflation Implied by Capital Market Rates," Journal of Finance, American Finance Association, vol. 28(2), pages 301-314, May.
  2. Hendershott, Patric H, 1973. "Financial Disintermediation in a Macroeconomic Framework: Reply," Journal of Finance, American Finance Association, vol. 28(4), pages 1033-1034, September.
  3. Hendershott, Patric H, 1973. "Monetary and Fiscal Influences on U.S. Money Income, 1891-1970: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(1), pages 311-312, Part II F.
  4. Hendershott, Patric H, 1973. "Interest Rates and Prices in the Long Run: A Study of the Gibson Paradox: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(1), pages 454-459, Part II F.

1971

  1. Hendershott, Patric H, 1971. "The Full-Employment Interest Rate and the Neutralized Money Stock: Comment," Journal of Finance, American Finance Association, vol. 26(1), pages 127-136, March.
  2. Hendershott, Patric H, 1971. "Financial Disintermediation in a Macroeconomic Framework," Journal of Finance, American Finance Association, vol. 26(4), pages 843-856, September.
  3. Hendershott, Patric H, 1971. "A Flow-of-Funds Model: Estimates for the Nonbank Finance Sector," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 3(4), pages 815-832, November.

1970

  1. Hendershott, Patric H & De Leeuw, Frank, 1970. "Free Reserves, Interest Rates, and Deposits: A Synthesis," Journal of Finance, American Finance Association, vol. 25(3), pages 599-513, June.
  2. Patric H. Hendershott, 1970. "Neutralization of the money stock," Review, Federal Reserve Bank of St. Louis, vol. 52(May), pages 12-14.

1968

  1. Patric H. Hendershott, 1968. "Recent Development Of The Financial Sector Of Econometric Models," Journal of Finance, American Finance Association, vol. 23(1), pages 41-66, March.

1967

  1. Patric H. Hendershott, 1967. "The Structure Of International Interest Rates: The U.S. Treasury Bill Rate And The Eurodollar Deposit Rate," Journal of Finance, American Finance Association, vol. 22(3), pages 455-465, September.

1966

  1. Patric H. Hendershott, 1966. "The Inside Lag in Monetary Policy: A Comment," Journal of Political Economy, University of Chicago Press, vol. 74(5), pages 519-519.

Books

1996

  1. Patric Hendershott, 1996. "Public Policy and the Housing Market," NBER Books, National Bureau of Economic Research, Inc, number hend96-1, May.

1978

  1. Patric H. Hendershott & Kevin E. Villani, 1978. "Regulation and Reform of the Housing Finance System," Books, American Enterprise Institute, number 937722, September.

Chapters

1994

  1. Patric H. Hendershott, 1994. "Housing Finance in the United States," NBER Chapters, in: Housing Markets in the United States and Japan, pages 65-86, National Bureau of Economic Research, Inc.

1991

  1. Patric H. Hendershott & James D. Shilling, 1991. "The Continued Interest-Rate Vulnerability of Thrifts," NBER Chapters, in: Financial Markets and Financial Crises, pages 259-282, National Bureau of Economic Research, Inc.

1989

  1. Patric H. Hendershott & Joe Peek, 1989. "Aggregate U.S. Private Saving: Conceptual Measures," NBER Chapters, in: The Measurement of Saving, Investment, and Wealth, pages 185-226, National Bureau of Economic Research, Inc.

1987

  1. Patric H. Hendershott, 1987. "Tax Changes and Capital Allocation in the 1980s," NBER Chapters, in: The Effects of Taxation on Capital Accumulation, pages 259-294, National Bureau of Economic Research, Inc.
  2. Patric H. Hendershott, 1987. "Tax Reform and the Slope of the Playing Field," NBER Chapters, in: Taxes and Capital Formation, pages 51-62, National Bureau of Economic Research, Inc.

1986

  1. Patric H. Hendershott, 1986. "Debt and Equity Returns Revisited," NBER Chapters, in: Financing Corporate Capital Formation, pages 35-50, National Bureau of Economic Research, Inc.

1985

  1. Patric H. Hendershott & Roger D. Huang, 1985. "Debt and Equity Yields, 1926-1980," NBER Chapters, in: Corporate Capital Structures in the United States, pages 117-166, National Bureau of Economic Research, Inc.

1982

  1. Patric H. Hendershott, 1982. "Inflation, Resource Utilization, and Debt and Equity Returns," NBER Chapters, in: The Changing Roles of Debt and Equity in Financing U.S. Capital Formation, pages 15-26, National Bureau of Economic Research, Inc.

1972

  1. Ralph C. Bryant & Patric H. Hendershott, 1972. "Empirical Analysis of Capital Flows: Some Consequences of Alternative Specifications," NBER Chapters, in: International Mobility and Movement of Capital, pages 207-252, National Bureau of Economic Research, Inc.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.