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Brent W. Ambrose

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Personal Details

First Name: Brent
Middle Name: W.
Last Name: Ambrose
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RePEc Short-ID: pam25

Email: [This author has chosen not to make the email address public]
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Affiliation

Smeal College of Business Administration
Pennsylvania State University
Location: State College, Pennsylvania (United States)
Homepage: http://www.smeal.psu.edu/
Email:
Phone:
Fax: 814/863-8393
Postal: University Park, PA 16802-1912
Handle: RePEc:edi:bapsuus (more details at EDIRC)

Works

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Working papers

  1. Muzaffer Akat & Brent W. Ambrose & Orhan Erdem & Yildiray Yildirim, 2012. "Valuing Default and Defeasence Option for Commercial Mortgage Backed Securities," Working Paper 01, Research and Business Development Department, Borsa Istanbul.
  2. Sumit Agarwal & Brent W. Ambrose, 2008. "Does it pay to read your junk mail? evidence of the effect of advertising on home equity credit choices," Working Paper Series WP-08-09, Federal Reserve Bank of Chicago.
  3. 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.
  4. Brent W. Ambrose & Richard J. Buttimer Jr., 1998. "Embedded Options in the Mortgage Contract," Zell/Lurie Center Working Papers 305, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
  5. Brent W. Ambrose & Steven R. Ehrlich & William T. Hughes & Susan M. Wachter, 1998. "REIT Economies of Scale: Fact or Fiction?," Zell/Lurie Center Working Papers 313, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
  6. William N. Goetzmann & Brent W. Ambrose, 1996. "Risks and Incentives in Underserved Mortgage Markets," Yale School of Management Working Papers ysm62, Yale School of Management.
  7. Brent W. Ambrose & Michael J. Highfield & Peter Linneman, . "Economies Of Scale," Zell/Lurie Center Working Papers 358, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
  8. Brent W. Ambrose & Charles A. Capone, . "The Hazard Rates of First and Second Default," Zell/Lurie Center Working Papers 301, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
  9. Brent Ambrose & William Grigsby, . "Mixed Income Housing Initiatives in Public Housing," Zell/Lurie Center Working Papers 315, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
  10. Brent W. Ambrose & Peter Linneman, . "Old REITs and New REITs," Zell/Lurie Center Working Papers 300, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
  11. Brent W. Ambrose & William Grigsby, . "Mixing Income Groups In Public Housing," Zell/Lurie Center Working Papers 354, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.

Articles

  1. Ambrose, Brent W. & Diop, Moussa, 2014. "Spillover effects of subprime mortgage originations: The effects of single-family mortgage credit expansion on the multifamily rental market," Journal of Urban Economics, Elsevier, vol. 81(C), pages 114-135.
  2. Brent W. Ambrose & Piet Eichholtz & Thies Lindenthal, 2013. "House Prices and Fundamentals: 355 Years of Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 477-491, 03.
  3. Brent W. Ambrose & Richard J. Buttimer Jr., 2012. "The Adjustable Balance Mortgage: Reducing the Value of the Put," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(3), pages 536-565, 09.
  4. Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Anthony B. Sanders, 2012. "Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default?," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 1-22, 03.
  5. Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Chunlin Liu, 2011. "The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 633-655, 06.
  6. Agarwal, Sumit & Ambrose, Brent W. & Huang, Hongming & Yildirim, Yildiray, 2011. "The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(02), pages 553-584, April.
  7. Brent Ambrose & Xun Bian, 2010. "Stock Market Information and REIT Earnings Management," Journal of Real Estate Research, American Real Estate Society, vol. 32(1), pages 101-138.
  8. Brent W. Ambrose & Dong Wook Lee, 2009. "REIT Capital Budgeting and Equity Marginal "q"," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 483-514.
  9. Brent Ambrose & Yildiray Yildirim, 2008. "Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 281-298, October.
  10. Brent W. Ambrose & Joe Peek, 2008. "Credit Availability and the Structure of the Homebuilding Industry," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(4), pages 659-692, December.
  11. Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet, 2008. "Determinants of automobile loan default and prepayment," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 17-28.
  12. Brent W. Ambrose & Dong Wook Lee & Joe Peek, 2007. "Comovement After Joining an Index: Spillovers of Nonfundamental Effects," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(1), pages 57-90, 03.
  13. Agarwal, Sumit & Ambrose, Brent W. & Liu, Chunlin, 2006. "Credit Lines and Credit Utilization," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(1), pages 1-22, February.
  14. Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin, 2006. "An empirical analysis of home equity loan and line performance," Journal of Financial Intermediation, Elsevier, vol. 15(4), pages 444-469, October.
  15. Brent Ambrose, 2005. "Forced Development and Urban Land Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 30(3), pages 245-265, April.
  16. Brent W. Ambrose & Michael J. Highfield & Peter D. Linneman, 2005. "Real Estate and Economies of Scale: The Case of REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(2), pages 323-350, 06.
  17. Brent W. Ambrose & Michael LaCour-Little & Zsuzsa R. Huszar, 2005. "A Note on Hybrid Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(4), pages 765-782, December.
  18. Brent Ambrose & Michael LaCour-Little & Anthony Sanders, 2005. "Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?," Journal of Financial Services Research, Springer, vol. 28(1), pages 113-133, October.
  19. Ambrose, Brent W. & Buttimer, Richard Jr., 2005. "GSE impact on rural mortgage markets," Regional Science and Urban Economics, Elsevier, vol. 35(4), pages 417-443, July.
  20. Brent Ambrose & Anthony Sanders, 2004. "Legal Restrictions in Personal Loan Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 30(2), pages 133-151, November.
  21. Ambrose, Brent W. & Thibodeau, Thomas G., 2004. "Have the GSE affordable housing goals increased the supply of mortgage credit?," Regional Science and Urban Economics, Elsevier, vol. 34(3), pages 263-273, May.
  22. Brent W. Ambrose & Michael LaCour-Little & Anthony B. Sanders, 2004. "The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 32(4), pages 541-569, December.
  23. Brent W. Ambrose & Sunwoong Kim, 2003. "Modeling the Korean Chonsei Lease Contract," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(1), pages 53-74, 03.
  24. Ambrose, Brent W & Sanders, Anthony B, 2003. "Commercial Mortgage-Backed Securities: Prepayment and Default," The Journal of Real Estate Finance and Economics, Springer, vol. 26(2-3), pages 179-96, March-May.
  25. Ambrose, Brent W & Benjamin, John D & Chinloy, Peter, 2003. "Bank and Nonbank Lenders and the Commercial Mortgage Market," The Journal of Real Estate Finance and Economics, Springer, vol. 26(1), pages 81-94, January.
  26. Ambrose, Brent W. & Pennington-Cross, Anthony & Yezer, Anthony M., 2002. "Credit Rationing in the U.S. Mortgage Market: Evidence from Variation in FHA Market Shares," Journal of Urban Economics, Elsevier, vol. 51(2), pages 272-294, March.
  27. 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.
  28. Ambrose, Brent W & Dolly King, Tao-Hsien, 2002. "GSE Debt and the Decline in the Treasury Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 812-39, August.
  29. Brent W. Ambrose & Tao-Hsien Dolly King, 2002. "GSE debt and the decline in the Treasury debt market," Proceedings, Federal Reserve Bank of Cleveland, pages 812-847.
  30. Ambrose, Brent W & Warga, Arthur, 2002. "Measuring Potential GSE Funding Advantages," The Journal of Real Estate Finance and Economics, Springer, vol. 25(2-3), pages 129-50, Sept.-Dec.
  31. Brent W. Ambrose & Peter Linneman, 2001. "Reit Organizational Structure and Operating Characteristics," Journal of Real Estate Research, American Real Estate Society, vol. 21(3), pages 141-162.
  32. Ambrose, Brent W & Buttimer, Richard & Thibodeau, Thomas, 2001. "A New Spin on the Jumbo/Conforming Loan Rate Differential," The Journal of Real Estate Finance and Economics, Springer, vol. 23(3), pages 309-35, November.
  33. Brent W. Ambrose & Michael LaCour-Little, 2001. "Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 29(2), pages 305-327.
  34. Ambrose, Brent W & Capone, Charles A, Jr & Deng, Yongheng, 2001. "Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure," The Journal of Real Estate Finance and Economics, Springer, vol. 23(2), pages 213-34, September.
  35. Ambrose, Brent W, et al, 2000. "REIT Economies of Scale: Fact or Fiction?," The Journal of Real Estate Finance and Economics, Springer, vol. 20(2), pages 211-24, March.
  36. Ambrose, Brent W & Buttimer, Richard J, Jr, 2000. "Embedded Options in the Mortgage Contract," The Journal of Real Estate Finance and Economics, Springer, vol. 21(2), pages 95-111, September.
  37. Ambrose, Brent W. & Pennington-Cross, Anthony, 2000. "Local economic risk factors and the primary and secondary mortgage markets," Regional Science and Urban Economics, Elsevier, vol. 30(6), pages 683-701, December.
  38. Ambrose, Brent W & Capone, Charles A, 2000. "The Hazard Rates of First and Second Defaults," The Journal of Real Estate Finance and Economics, Springer, vol. 20(3), pages 275-93, May.
  39. Brent W. Ambrose & Charles A. Capone, 1998. "Modeling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(3), pages 391-429.
  40. Ambrose, Brent W. & Goetzmann, William N., 1998. "Risks and Incentives in Underserved Mortgage Markets," Journal of Housing Economics, Elsevier, vol. 7(3), pages 274-285, September.
  41. Ambrose, Brent W & Buttimer, Richard J, Jr & Capone, Charles A, 1997. "Pricing Mortgage Default and Foreclosure Delay," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 314-25, August.
  42. Brent W. Ambrose & John Benjamin & Peter Chinloy, 1996. "Credit Restrictions and the Market for Commercial Real Estate Loans," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 24(1), pages 1-22.
  43. Ambrose, Brent W & Capone, Charles A, Jr, 1996. "Cost-Benefit Analysis of Single-Family Foreclosure Alternatives," The Journal of Real Estate Finance and Economics, Springer, vol. 13(2), pages 105-20, September.
  44. Ambrose, Brent W & Warga, Arthur, 1995. "Pricing Effects in Fannie Mae Agency Bonds," The Journal of Real Estate Finance and Economics, Springer, vol. 11(3), pages 235-49, November.
  45. Ambrose, Brent W & Springer, Thomas M, 1993. "Spatial Variation of Nonmetropolitan Industrial Location," The Journal of Real Estate Finance and Economics, Springer, vol. 7(1), pages 17-27, July.
  46. Brent W. Ambrose & Thomas M. Springer, 1993. "Rural Industrial Location: The Impact of Firm Size," Journal of Real Estate Research, American Real Estate Society, vol. 8(3), pages 387-400.
  47. Brent W. Ambrose & Hugh O. Nourse, 1993. "Factors Influencing Capitalization Rates," Journal of Real Estate Research, American Real Estate Society, vol. 8(2), pages 221-238.
  48. Brent W. Ambrose & Esther Ancel & Mark D. Griffiths, 1992. "The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 20(1), pages 25-54.
  49. Ambrose, Brent W. & Megginson, William L., 1992. "The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 27(04), pages 575-589, December.
  50. Brent W. Ambrose & Drew B. Winters, 1992. "Does an Industry Effect Exist for Leveraged Buyouts?," Financial Management, Financial Management Association, vol. 21(1), Spring.
  51. Brent W. Ambrose, 1990. "An Analysis of the Factors Affecting Light Industrial Property Valuation," Journal of Real Estate Research, American Real Estate Society, vol. 5(3), pages 355-370.
  52. Ambrose, Brent William, 1990. "Corporate Real Estate's Impact on the Takeover Market," The Journal of Real Estate Finance and Economics, Springer, vol. 3(4), pages 307-22, December.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-MKT: Marketing (1) 2008-12-07
  2. NEP-URE: Urban & Real Estate Economics (1) 2008-12-07

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Number of Authors
  2. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  3. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  5. h-index
  6. Number of Journal Pages
  7. Number of Journal Pages, Weighted by Number of Authors
  8. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors

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