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Citations of
Dennis R. Capozza

For current contact information and a more complete listing of works, please see here

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Working papers

  1. 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. [Downloadable!] (restricted)

    Cited by:

    1. Wei Li, 2008. "Property tax and speculative bubble: An empirical analysis of Tianjin," Psychometrika, Springer, vol. 3(4), pages 627-643, December. [Downloadable!] (restricted)
    2. Albert Saiz, 2006. "Immigration and Housing Rents in American Cities," IZA Discussion Papers 2189, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    3. Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    4. Gavin Cameron & John Muellbauer & Anthony Murphy, 2006. "Was There A British House Price Bubble? Evidence from a Regional Panel," Economics Series Working Papers 276, University of Oxford, Department of Economics. [Downloadable!]
      Other versions:
    5. Joshua Gallin, 2003. "The long-run relationship between house prices and income: evidence from local housing markets," Finance and Economics Discussion Series 2003-17, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    6. Isabel Vansteenkiste, 2007. "Regional housing market spillovers in the US - lessons from regional divergences in a common monetary policy setting," Working Paper Series 708, European Central Bank. [Downloadable!]
    7. Ceron, Jose A. & Suarez, Javier, 2006. "Hot and Cold Housing Markets: International Evidence," CEPR Discussion Papers 5411, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    8. Arthur Grimes & Suzi Kerr & Andrew Aitken, 2003. "Housing and Economic Adjustment," Urban/Regional 0310006, EconWPA. [Downloadable!]
      Other versions:
    9. Steven Stillman & David C. Maré, 2008. "Housing Markets and Migration: Evidence from New Zealand," Working Papers 08_06, Motu Economic and Public Policy Research. [Downloadable!]
    10. François Ortalo-Magné & Sven Rady, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraint," Discussion Papers 50, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
      Other versions:
    11. Quan Gan & Robert J. Hill, 2008. "A New Perspective on the Relationship Between House Prices and Income," Discussion Papers 2008-13, School of Economics, The University of New South Wales. [Downloadable!]
    12. Robert Edelstein & Desmond Tsang, 2007. "Dynamic Residential Housing Cycles Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 295-313, October. [Downloadable!] (restricted)
    13. Ortalo-Magné, François & Rady, Sven, 2005. "Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints (Revised Version)," Discussion Papers in Economics 494, University of Munich, Department of Economics. [Downloadable!]
    14. Christophe Blot, 2006. "Peut-on parler de bulle sur le marché immobilier au Luxembourg ?," BCL working papers 20, Central Bank of Luxembourg. [Downloadable!]
    15. Richard J. Buttimer Jr. & Anthony Yanxiang Gu & Tyler T. Yang, 2004. "The Chinese Housing Provident Fund," International Real Estate Review, Asian Real Estate Society, vol. 7(1), pages 1-30. [Downloadable!]
    16. Su Han Chan & Ko Wang & Jing Yang, 2003. "Pricing Factors in Real Estate Markets: A Simple Preference Based Approach," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 102-120. [Downloadable!]
    17. Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August. [Downloadable!] (restricted)

  2. 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. [Downloadable!]

    Cited by:

    1. Marsha J. Courchane & Judith A. Giles, 2002. "A Comparison of U.S. and Canadian Residential Mortgage Markets," Econometrics Working Papers 0201, Department of Economics, University of Victoria. [Downloadable!]
    2. Judith Yates, 2003. "'The more things change?' An overview of Australia's recent home ownership policies," European Journal of Housing Policy, Taylor and Francis Journals, vol. 3(1), pages 1-33, January. [Downloadable!] (restricted)

  3. Dennis R. Capozza & Paul J. Seguin, 1995. "Expectations, Efficiency, and Euphoria in the Housing Market," NBER Working Papers 5179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Department of City and Regional Development, Vienna University of Economics and Business Administration. [Downloadable!]
    2. Arthur Grimes & Suzi Kerr & Andrew Aitken, 2004. "Bi-Directions Impacts of Economic, Social and Environmental Changes and the New Zealand Housing Market," Working Papers 04_09, Motu Economic and Public Policy Research. [Downloadable!]
      Other versions:
    3. Suzi Kerr & Andrew Aitken & Arthur Grimes, 2004. "Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand," Working Papers 04_02, Motu Economic and Public Policy Research. [Downloadable!]
      Other versions:
    4. Patric H. Hendershott, . "Uses of Equilibrium Models in Real Estate Research," Research in Financial Economics 9612, Ohio State University. [Downloadable!]
    5. W. Erwin Diewert & Alice O. Nakamura, 2009. "Accounting for housing in a CPI," Working Papers 09-4, Federal Reserve Bank of Philadelphia. [Downloadable!]
      Other versions:
    6. Min Hwang & John Quigley & Jae Son, 2006. "The Dividend Pricing Model: New Evidence from the Korean Housing Market," Berkeley Program on Housing and Urban Policy, Working Paper Series 1067, Berkeley Program on Housing and Urban Policy. [Downloadable!]
      Other versions:
    7. Arthur Grimes & Robert Sourell & Andrew Aitken, 2005. "Regional Variation in Rental Costs for Larger Households," Working Papers 05_02, Motu Economic and Public Policy Research. [Downloadable!]
      Other versions:
    8. Arthur Grimes & Andrew Aitken & Suzi Kerr, 2004. "House Price Efficiency: Expectations, Sales, Symmetry," Urban/Regional 0408001, EconWPA. [Downloadable!]
    9. Joshua Gallin, 2004. "The long-run relationship between house prices and rents," Finance and Economics Discussion Series 2004-50, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    10. Arthur Grimes & Andrew Aitken, 2007. "House Prices and Rents: Socio-Economic Impacts and Prospects," Working Papers 07_01, Motu Economic and Public Policy Research. [Downloadable!]
    11. 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. [Downloadable!] (restricted)
    12. Jim Clayton, 1998. "Further Evidence on Real Estate Market Efficiency," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 41-58. [Downloadable!]

Articles

  1. Dennis Capozza & Thomas Thomson, 2006. "Subprime Transitions: Lingering or Malingering in Default?," The Journal of Real Estate Finance and Economics, Springer, vol. 33(3), pages 241-258, November. [Downloadable!] (restricted)

    Cited by:

    1. Anthony Pennington-Cross, 2006. "The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing," Working Papers 2006-027, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Sarah W. Carroll & Wenli Li, 2008. "The homeownership experience of households in bankruptcy," Working Papers 08-14, Federal Reserve Bank of Philadelphia. [Downloadable!]

  2. Dennis R. Capozza & Ryan D. Israelsen & Thomas A. Thomson, 2005. "Appraisal, Agency and Atypicality: Evidence from Manufactured Homes," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(3), pages 509-537, 09. [Downloadable!] (restricted)

    Cited by:

    1. Hud - Pd&R, 2005. "The Relationship Between Homeowner Age and House Price Appreciation," Economic Development Publications 39137, HUD USER, Economic Development. [Downloadable!]
    2. Steven Bourassa & Donald Haurin & Jessica Haurin & Martin Hoesli & Jian Sun, 2007. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," Working Papers 07-03, Ohio State University, Department of Economics. [Downloadable!]
      Other versions:
    3. Neil Bhutta, 2008. "Giving credit where credit is due? the Community Reinvestment Act and mortgage lending in lower-income neighborhoods," Finance and Economics Discussion Series 2008-61, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  3. Dennis Capozza & Thomas Thomson, 2004. "Optimal Stopping and Losses on Subprime Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 30(2), pages 115-131, November. [Downloadable!] (restricted)

    Cited by:

    1. Anthony Pennington-Cross, 2006. "The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing," Working Papers 2006-027, Federal Reserve Bank of St. Louis. [Downloadable!]
    2. Michelle A. Danis & Anthony Pennington-Cross, 2005. "The delinquency of subprime mortgages," Working Papers 2005-022, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    3. Michelle A. Danis & Anthony Pennington-Cross, 2005. "A dynamic look at subprime loan performance," Working Papers 2005-029, Federal Reserve Bank of St. Louis. [Downloadable!]

  4. 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, 03. [Downloadable!] (restricted)

    Cited by:

    1. Gianluca Marcato & Charles Ward, 2006. "Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity," Real Estate & Planning Working Papers rep-wp2006-15, Henley Business School, Reading University. [Downloadable!]
    2. 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. [Downloadable!] (restricted)
    3. John Krainer & Mark Spiegel & Nobuyoshi Yamori, 2005. "Asset price declines and real estate market illiquidity: evidence from Japanese land values," Working Paper Series 2004-16, Federal Reserve Bank of San Francisco. [Downloadable!]
    4. Jan Rouwendal, 2009. "Housing Wealth and Household Portfolios in an Ageing Society," De Economist, Springer, vol. 157(1), pages 1-48, March. [Downloadable!] (restricted)
    5. Gianluca Marcato & Charles Ward, 2007. "Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets," Real Estate & Planning Working Papers rep-wp2007-07, Henley Business School, Reading University. [Downloadable!]
    6. Haavio, Markus & Kauppi, Heikki, 2009. "House price fluctuations and residential sorting," Research Discussion Papers 14/2009, Bank of Finland. [Downloadable!]
    7. Jan Rouwendal & Simonetta Longhi, 2007. "The Effect of Consumers' Expectations in a Booming Housing Market," Tinbergen Institute Discussion Papers 07-078/3, Tinbergen Institute. [Downloadable!]
    8. Markus Haavio & Heikki Kauppi, 2009. "House Price Fluctuations and Residential Sorting," Discussion Papers 48, Aboa Centre for Economics. [Downloadable!]
    9. Patricia Fraser & Martin Hoesli & Lynn McAlevey, 2008. "House Prices and Bubbles in New Zealand," The Journal of Real Estate Finance and Economics, Springer, vol. 37(1), pages 71-91, July. [Downloadable!] (restricted)
    10. David E. Frame, 2008. "Regional Migration and House Price Appreciation," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 96-112. [Downloadable!]
    11. Murphy, Anthony & Strobl, Eric, 2009. "The Impact of Hurricanes on Housing Prices: Evidence from US Coastal Cities," MPRA Paper 19353, University Library of Munich, Germany. [Downloadable!]
    12. Jim Clayton & Greg MacKinnon & Liang Peng, 2008. "Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation," Journal of Real Estate Research, American Real Estate Society, vol. 30(2), pages 125-160. [Downloadable!]
    13. Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August. [Downloadable!] (restricted)

  5. Dennis R. Capozza & Paul J. Seguin, 2003. "Inside Ownership, Risk Sharing and Tobin's q-Ratios: Evidence from REITs," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(3), pages 367-404, 09. [Downloadable!] (restricted)

    Cited by:

    1. William M. Gentry & Charles M. Jones & Christopher J. Mayer, 2004. "Do Stock Prices Really Reflect Fundamental Values? The Case of REITs," NBER Working Papers 10850, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. Capozza, Dennis R. & Li, Yuming, 2002. "Optimal Land Development Decisions," Journal of Urban Economics, Elsevier, vol. 51(1), pages 123-142, January. [Downloadable!] (restricted)

    Cited by:

    1. Kovacs, Kent F., 2009. "The Timing of Rapid Farmland Conversion Events: Evidence from California's Differential Assessment Program," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49252, Agricultural and Applied Economics Association. [Downloadable!]
    2. Jason Winfree & Jill McCluskey & Ron Mittelhammer, 2006. "Buyer-Type Effects in Conservation and Preservation Property Values," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 167-179, September. [Downloadable!] (restricted)
    3. Elias Oikarinen, 2009. "Dynamic linkages between housing and lot prices: Empirical evidence from Helsinki," Discussion Papers 53, Aboa Centre for Economics. [Downloadable!]
    4. 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. [Downloadable!] (restricted)

  7. Dennis R. Capozza & Yuming Li, 2001. "Residential Investment and Interest Rates: An Empirical Test of Land Development as a Real Option," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 29(3), pages 503-519. [Downloadable!] (restricted)

    Cited by:

    1. Yuming Fu & Maarten Jennen, 2009. "Office Construction in Singapore and Hong Kong: Testing Real Option Implications," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 39-58, January. [Downloadable!] (restricted)
    2. Robert Fourt & Gianluca Marcato & Charles Ward, 2007. "Real Option Pricing in Mixed-use Development Projects," Real Estate & Planning Working Papers rep-wp2007-09, Henley Business School, Reading University. [Downloadable!]
    3. Flavia Cortelezzi & Giovanni Villani, 2007. "Strategic Technology Adoption and Market Dynamics as Option Games," Quaderni DSEMS 14-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia. [Downloadable!]
    4. Andrea Beccarini, 2007. "Investment sensitivity to interest rates in an uncertain context: is a positive relationship possible?," Economic Change and Restructuring, Springer, vol. 40(3), pages 223-234, September. [Downloadable!] (restricted)

  8. Lawrence Benveniste & Dennis R. Capozza & Paul J. Seguin, 2001. "The Value of Liquidity," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 29(4), pages 633-660. [Downloadable!] (restricted)

    Cited by:

    1. Yoshiki Kago & Charles Ward, 2008. "Hedging Effectiveness of Total Returns Swaps: Application to the Japanese Market," Real Estate & Planning Working Papers rep-wp2008-05, Henley Business School, Reading University. [Downloadable!]
    2. Erik Devos & Seow Ong & Andrew Spieler, 2007. "Analyst Activity and Firm Value: Evidence from the REIT Sector," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 333-356, October. [Downloadable!] (restricted)

  9. Capozza, Dennis R & Seguin, Paul J, 2000. "Debt, Agency, and Management Contracts in REITs: The External Advisor Puzzle," The Journal of Real Estate Finance and Economics, Springer, vol. 20(2), pages 91-116, March. [Downloadable!] (restricted)

    Cited by:

    1. William Hardin & Michael Highfield & Matthew Hill & G. Kelly, 2009. "The Determinants of REIT Cash Holdings," The Journal of Real Estate Finance and Economics, Springer, vol. 39(1), pages 39-57, July. [Downloadable!] (restricted)
    2. Stephen M. Miller & Thomas M. Springer, 2007. "Cost Improvements, Returns to Scale, and Cost Inefficiencies for Real Estate Investment Trusts," Working papers 2007-05, University of Connecticut, Department of Economics. [Downloadable!]
    3. Han, Bing, 2004. "Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust," Working Paper Series 2004-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    4. Chinmoy Ghosh & C. Sirmans, 2005. "On REIT CEO Compensation: Does Board Structure Matter?," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 397-428, June. [Downloadable!] (restricted)
    5. 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. [Downloadable!]

  10. Dennis R. Capozza & Paul J. Seguin, 1999. "Focus, Transparency and Value: The REIT Evidence," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(4), pages 587-619. [Downloadable!] (restricted)

    Cited by:

    1. Owen Lamont & Christopher Polk, 1999. "The Diversification Discount: Cash Flows vs. Returns," NBER Working Papers 7396, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Han, Bing, 2004. "Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust," Working Paper Series 2004-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]

  11. Michael Bradley & Dennis R. Capozza & Paul J. Seguin, 1998. "Dividend Policy and Cash-Flow Uncertainty," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(4), pages 555-580. [Downloadable!] (restricted)

    Cited by:

    1. Elias Oikarinen, 2006. "Price Linkages between Stock, Bond and Housing Markets - Evidence from Finnish Data," Discussion Papers 1004, The Research Institute of the Finnish Economy. [Downloadable!]
    2. Zhilan Feng & Chinmoy Ghosh & C. Sirmans, 2007. "CEO Involvement in Director Selection: Implications for REIT Dividend Policy," The Journal of Real Estate Finance and Economics, Springer, vol. 35(4), pages 385-410, November. [Downloadable!] (restricted)
    3. James C. Brau & Andrew Holmes, 2006. "Why Do REITs Repurchase Stock? Extricating the Effect of Managerial Signaling in Open Market Share Repurchase Announcements," Journal of Real Estate Research, American Real Estate Society, vol. 28(1), pages 1-24. [Downloadable!]
    4. Zhilan Feng & Chinmoy Ghosh & C. Sirmans, 2007. "Director Compensation and CEO Bargaining Power in REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 225-251, October. [Downloadable!] (restricted)
    5. Bing Han, 2006. "Insider Ownership and Firm Value: Evidence from Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 32(4), pages 471-493, June. [Downloadable!] (restricted)
    6. Qiang Li & Hua Sun & Seow Ong, 2006. "REIT Splits and Dividend Changes: Tests of Signaling and Information Substitutability," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 127-150, September. [Downloadable!] (restricted)
    7. Mine Ertugrul & Özcan Sezer & C. Sirmans, 2008. "Financial Leverage, CEO Compensation,and Corporate Hedging: Evidence from Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 53-80, January. [Downloadable!] (restricted)
    8. William Hardin & Michael Highfield & Matthew Hill & G. Kelly, 2009. "The Determinants of REIT Cash Holdings," The Journal of Real Estate Finance and Economics, Springer, vol. 39(1), pages 39-57, July. [Downloadable!] (restricted)
    9. William Hardin & Kartono Liano & Gow-Cheng Huang, 2005. "REIT Stock Splits and Market Efficiency," The Journal of Real Estate Finance and Economics, Springer, vol. 30(3), pages 297-315, April. [Downloadable!] (restricted)
    10. Han, Bing, 2004. "Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust," Working Paper Series 2004-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    11. Daunfeldt, Sven-Olov & Selander, Carina & Wikström, Magnus, 2006. "Taxation, Dividend Payments and Ex-Day Price Changes," UmeÃ¥ Economic Studies 684, Umeå University, Department of Economics. [Downloadable!]
    12. Erasmo Giambona & Joseph Golec & Carmelo Giaccotto, 2006. "The Conditional Performance of REIT Stock Repurchases," The Journal of Real Estate Finance and Economics, Springer, vol. 32(2), pages 129-149, March. [Downloadable!] (restricted)

  12. Dennis R. Capozza & Paul J. Seguin, 1998. "Managerial Style and Firm Value," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(1), pages 131-150. [Downloadable!] (restricted)

    Cited by:

    1. James C. Brau & Andrew Holmes, 2006. "Why Do REITs Repurchase Stock? Extricating the Effect of Managerial Signaling in Open Market Share Repurchase Announcements," Journal of Real Estate Research, American Real Estate Society, vol. 28(1), pages 1-24. [Downloadable!]

  13. Dennis R. Capozza & Dick Kazarian & Thomas A. Thomson, 1998. "The Conditional Probability of Mortgage Default," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 26(3), pages 259-289. [Downloadable!] (restricted)

    Cited by:

    1. Eddie Lam, 2002. "A Risk Management Model for MBS Issuers," International Real Estate Review, Asian Real Estate Society, vol. 5(1), pages 169-195. [Downloadable!]
    2. Ozgur Emre Ergungor, 2007. "Foreclosures in Ohio: does lender type matter?," Working Paper 0724, Federal Reserve Bank of Cleveland. [Downloadable!]
    3. Mikkel Svenstrup & Soren Willemann, 2006. "Reforming Housing Finance - Perspectives from Denmark," Journal of Real Estate Research, American Real Estate Society, vol. 28(2), pages 105-130. [Downloadable!]
    4. Hartarska, Valentina & Gonzalez-Vega, Claudio, 2001. "Credit Counseling And Mortgage Loan Default By Rural And Urban Low Income Households," 2001 Annual meeting, August 5-8, Chicago, IL 20740, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    5. Willemann, Søren, 2005. "GSE Funding Advantages and Mortgagor Benefits: Answers from Asset Pricing," Finance Research Group Working Papers F-2005-04, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    6. Hartarska, Valentina & Gonzalez-Vega, Claudio, 2002. "A Comparison Of Option-Theoretic And Choice-Theoretic Approaches To Evaluating Alternative Financial Technologies For Mortgage Loans To Low-Income Households," 2002 Annual meeting, July 28-31, Long Beach, CA 19645, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    7. Dennis Capozza & Thomas Thomson, 2004. "Optimal Stopping and Losses on Subprime Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 30(2), pages 115-131, November. [Downloadable!] (restricted)
    8. David M. Harrison & Thomas G. Noordewier & K. Ramagopal, 2002. "Mortgage Terminations: The Role of Conditional Volatility," Journal of Real Estate Research, American Real Estate Society, vol. 23(1/2), pages 89-110. [Downloadable!]
    9. Wilson Sy, 2007. "A Causal Framework for Credit Default Theory," Research Paper Series 204, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    10. David Feldman & Shulamith Gross, 2005. "Mortgage Default: Classification Trees Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 369-396, June. [Downloadable!] (restricted)

  14. Dennis R. Capozza & Dick Kazarian & Thomas A. Thomson, 1997. "Mortgage Default in Local Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 25(4), pages 631-655. [Downloadable!] (restricted)

    Cited by:

    1. Eddie Lam, 2002. "A Risk Management Model for MBS Issuers," International Real Estate Review, Asian Real Estate Society, vol. 5(1), pages 169-195. [Downloadable!]
    2. Danny Ben-Shahar, 2008. "Default, Credit Scoring, and Loan-to-Value: a Theoretical Analysis under Competitive and Non-Competitive Mortgage Markets," Journal of Real Estate Research, American Real Estate Society, vol. 30(2), pages 161-190. [Downloadable!]
    3. Ozgur Emre Ergungor, 2007. "Foreclosures in Ohio: does lender type matter?," Working Paper 0724, Federal Reserve Bank of Cleveland. [Downloadable!]
    4. Dennis Capozza & Thomas Thomson, 2004. "Optimal Stopping and Losses on Subprime Mortgages," The Journal of Real Estate Finance and Economics, Springer, vol. 30(2), pages 115-131, November. [Downloadable!] (restricted)
    5. Danny Ben-Shahar, 2006. "Screening Mortgage Default Risk: A Unified Theoretical Framework," Journal of Real Estate Research, American Real Estate Society, vol. 28(3), pages 215-240. [Downloadable!]
    6. Andra C. Ghent & Marianna Kudlyak, 2009. "Recourse and residential mortgage default: theory and evidence from U.S. states," Working Paper 09-10, Federal Reserve Bank of Richmond. [Downloadable!]
    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. [Downloadable!] (restricted)
    8. David Feldman & Shulamith Gross, 2005. "Mortgage Default: Classification Trees Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 30(4), pages 369-396, June. [Downloadable!] (restricted)
    9. James Kau & Donald Keenan & Yildiray Yildirim, 2009. "Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 107-117, August. [Downloadable!] (restricted)
    10. Benjamin Liu & Donghui Li & Eduardo Roca, . "What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Discussion Papers in Finance 2009-01, Griffith University, Department of Accounting, Finance and Economics. [Downloadable!]
    11. Dennis Capozza & Thomas Thomson, 2006. "Subprime Transitions: Lingering or Malingering in Default?," The Journal of Real Estate Finance and Economics, Springer, vol. 33(3), pages 241-258, November. [Downloadable!] (restricted)
    12. Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August. [Downloadable!] (restricted)

  15. Dennis R. Capozza & Sohan Lee, 1996. "Portfolio Characteristics and Net Asset Values in REITs," Canadian Journal of Economics, Canadian Economics Association, vol. 29(s1), pages 520-26, April.

    Cited by:

    1. Richard J. Barkham & Charles W. R. Ward, 1999. "Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 291-312. [Downloadable!]
    2. Giacomo Morri & Pat McAllister & Charles Ward, 2005. "Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality," Real Estate & Planning Working Papers rep-wp2005-20, Henley Business School, Reading University. [Downloadable!]

  16. Capozza, Dennis R. & Seguin, Paul J., 1996. "Expectations, efficiency, and euphoria in the housing market," Regional Science and Urban Economics, Elsevier, vol. 26(3-4), pages 369-386, June. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  17. Dennis R. Capozza & Sohan Lee, 1995. "Property Type, Size, and REIT Value," Journal of Real Estate Research, American Real Estate Society, vol. 10(4), pages 363-380. [Downloadable!]

    Cited by:

    1. Piet Eichholtz & Hans Op t Veld & Mark Schweitzer, . "Outperformance: Does Managerial Specialization Pay?," Center for Financial Institutions Working Papers 97-31, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    2. Han, Bing, 2004. "Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust," Working Paper Series 2004-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]
    3. H. Swint Friday & G. Stacy Sirmans & C. Mitchell Conover, 1999. "Ownership Structure and the Value of the Firm: The Case of REITs," Journal of Real Estate Research, American Real Estate Society, vol. 17(1), pages 71-90. [Downloadable!]

  18. Larry Benveniste & Dennis R. Capozza & Roger Kormendi & William Wilhelm, 1994. "Contract Design for Problem Asset Disposition," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 22(1), pages 149-167. [Downloadable!] (restricted)

    Cited by:

    1. Mark M. Spiegel, 2001. "The disposition of failed bank assets: put guarantees or loss-sharing arrangements?," Working Papers in Applied Economic Theory 2001-12, Federal Reserve Bank of San Francisco. [Downloadable!]
    2. Tracy R. Lewis & David E. M. Sappington, 2000. "Motivating Wealth-Constrained Actors," American Economic Review, American Economic Association, vol. 90(4), pages 944-960, September. [Downloadable!] (restricted)

  19. Capozza, Dennis & Li, Yuming, 1994. "The Intensity and Timing of Investment: The Case of Land," American Economic Review, American Economic Association, vol. 84(4), pages 889-904, September. [Downloadable!] (restricted)

    Cited by:

    1. Winfree, Jason A. & McCluskey, Jill J. & Mittelhammer, Ron C., 2002. "An Option Value Approach To Valuing Preservation Properties," 2002 Annual Meeting, July 28-31, 2002, Long Beach, California 36619, Western Agricultural Economics Association. [Downloadable!]
    2. Bun Lee & Eui-Chul Chung & Yong Kim, 2004. "Dwelling Age, Redevelopment, and Housing Prices: The Case of Apartment Complexes in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 55-80, October. [Downloadable!] (restricted)
    3. Kovacs, Kent F., 2009. "The Timing of Rapid Farmland Conversion Events: Evidence from California's Differential Assessment Program," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49252, Agricultural and Applied Economics Association. [Downloadable!]
    4. Li, Man & Wu, JunJie & Deng, Xiangzheng, 2009. "Empirical Analysis of Land-use Change and Soil Carbon Sequestration Cost in China," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49568, Agricultural and Applied Economics Association. [Downloadable!]
    5. Hilber, Christian A. L., 2007. "New Housing Supply and the Dilution of Social Capital," MPRA Paper 11620, University Library of Munich, Germany, revised 14 Nov 2008. [Downloadable!]
      Other versions:
    6. Teemu Lyytikäinen, 2007. "The Effect of Three-rate Property Taxation on Housing Construction," Discussion Papers 419, Government Institute for Economic Research Finland (VATT). [Downloadable!]
    7. Jason Winfree & Jill McCluskey & Ron Mittelhammer, 2006. "Buyer-Type Effects in Conservation and Preservation Property Values," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 167-179, September. [Downloadable!] (restricted)
    8. Yuming Fu & Maarten Jennen, 2009. "Office Construction in Singapore and Hong Kong: Testing Real Option Implications," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 39-58, January. [Downloadable!] (restricted)
    9. Richard Arnott & Petia Petrova, 2002. "The Property Tax as a Tax on Value: Deadweight Loss," Boston College Working Papers in Economics 532, Boston College Department of Economics. [Downloadable!]
      Other versions:
    10. Byron F. Lutz, 2009. "Fiscal amenities, school finance reform and the supply side of the Tiebout market," Finance and Economics Discussion Series 2009-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    11. Dominik Weiß, 2009. "Keeping the Bubble Alive! The Effects of Urban Renewal and Demolition Subsidies in the East German Housing Market," IWH Discussion Papers 11-09, Halle Institute for Economic Research. [Downloadable!]
    12. Jyh-Bang Jou & Tan Lee, 2008. "Neutral Property Taxation Under Uncertainty," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 211-231, October. [Downloadable!] (restricted)
    13. Langpap, Christian & Hascic, Ivan & Wu, Junjie, 2006. "Predicting Watershed Ecosystems Through Targeted Local Land Use Policies," 2006 Annual meeting, July 23-26, Long Beach, CA 21262, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    14. Jack Ochs & S.K. Han, 2006. "Tax Increment Financing," Working Papers 237, University of Pittsburgh, Department of Economics, revised Jan 2006. [Downloadable!]
    15. Mark S. Coleman & Ralph Gentile, 2001. "Exploring the Dynamics of Building Supply: A Duration Model of the Development Cycle," Journal of Real Estate Research, American Real Estate Society, vol. 21(1/2), pages 21-42. [Downloadable!]
    16. Chen, Xiaoxuan & Ando, Amy Whritenour, 2006. "Optimal Contract Length for Voluntary Land Conservation Programs," 2006 Annual meeting, July 23-26, Long Beach, CA 21259, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    17. Towe, Charles & Nickerson, Cynthia & Bockstael, Nancy, 2005. "An Empirical Examination of Real Options and the Timing of Land Conversions," 2005 Annual meeting, July 24-27, Providence, RI 19125, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    18. Sohngen, Brent & Hite, Diane & Templeton, Josh, 2001. "Land Use Change And Property Taxes: An Empirical Study Of The Effect Of Property Taxes On The Timing Of Land Conversion From Agricultural To Residential Development," 2001 Annual meeting, August 5-8, Chicago, IL 20773, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    19. Richard Arnott, 1998. "Neutral Property Taxation," Boston College Working Papers in Economics 411., Boston College Department of Economics. [Downloadable!]
      Other versions:
    20. 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. [Downloadable!] (restricted)
    21. Norman G. Miller & Steven T. Jones & Stephen E. Roulac, 1995. "In Defense of the Land Residual Theory and the Absence of a Business Value Component for Retail Property," Journal of Real Estate Research, American Real Estate Society, vol. 10(2), pages 203-216. [Downloadable!]
    22. Templeton, Scott R., 2004. "Demographic, Economic, And Political Determinants Of Land Development In The U.S," 2004 Annual meeting, August 1-4, Denver, CO 20052, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    23. Jyh-Bang Jou & Tan Lee, 2007. "Do Tighter Restrictions on Density Retard Development?," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 225-232, February. [Downloadable!] (restricted)
    24. Emily Wiemers & Jasmina Behan, 2004. "Farm Forestry Investment in Ireland Under Uncertainty," The Economic and Social Review, Economic and Social Studies, vol. 35(3), pages 305-320. [Downloadable!]
    25. Jyh-Bang Jou & Tan Lee, 2008. "Taxation on Land Value and Development When There Are Negative Externalities from Development," The Journal of Real Estate Finance and Economics, Springer, vol. 36(1), pages 103-120, January. [Downloadable!] (restricted)
    26. Flavia Cortelezzi & Giovanni Villani, 2007. "Strategic Technology Adoption and Market Dynamics as Option Games," Quaderni DSEMS 14-2007, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia. [Downloadable!]

  20. Capozza Dennis R. & Sick Gordon A., 1994. "The Risk Structure of Land Markets," Journal of Urban Economics, Elsevier, vol. 35(3), pages 297-319, May. [Downloadable!] (restricted)

    Cited by:

    1. Dennis R. Capozza & Paul J. Seguin, 1995. "Expectations, Efficiency, and Euphoria in the Housing Market," NBER Working Papers 5179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Elias Oikarinen, 2009. "Dynamic linkages between housing and lot prices: Empirical evidence from Helsinki," Discussion Papers 53, Aboa Centre for Economics. [Downloadable!]
    3. Yuming Fu & Maarten Jennen, 2009. "Office Construction in Singapore and Hong Kong: Testing Real Option Implications," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 39-58, January. [Downloadable!] (restricted)
    4. Turvey, Calum, 2002. "Can Hysteresis And Real Options Explain The Farmland Valuation Puzzle?," Working Papers 34131, University of Guelph, Department of Food, Agricultural and Resource Economics. [Downloadable!]
    5. Shultz, Steven & Taff, Steven J., 2003. "Implicit Prices Of Wetland Easements," 2003 Annual meeting, July 27-30, Montreal, Canada 22163, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    6. 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. [Downloadable!] (restricted)
    7. Hoag, Dana L. & Bastian, Chris & Keske-Handley, Catherine & McLeod, Don & Marshall, Andrew, 2005. "Evolving Conservation Easement Markets In The West," Western Economics Forum, Western Agricultural Economics Association, vol. 4(01). [Downloadable!]
    8. Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen, 2009. "Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?," Discussion Papers 52, Aboa Centre for Economics. [Downloadable!]

  21. Capozza, Dennis R, 1994. "Race, Redlining, and Residential Mortgage Loan Performance: Comments," The Journal of Real Estate Finance and Economics, Springer, vol. 9(3), pages 295-98, November.

    Cited by:

    1. Richard Anderson & James VanderHoff, 1999. "Mortgage Default Rates and Borrower Race," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 279-290. [Downloadable!]

  22. Amin Kaushik & Capozza Dennis R., 1993. "Sequential Development," Journal of Urban Economics, Elsevier, vol. 34(2), pages 142-158, September. [Downloadable!] (restricted)

    Cited by:

    1. Alastair McFarlane, 2001. "Rent stabilization and the long-run supply of housing," Urban/Regional 0109001, EconWPA. [Downloadable!]

  23. Capozza, Dennis R & Sick, Gordon A, 1991. "Valuing Long-Term Leases: The Option to Redevelop," The Journal of Real Estate Finance and Economics, Springer, vol. 4(2), pages 209-23, June.

    Cited by:

    1. Bun Lee & Eui-Chul Chung & Yong Kim, 2004. "Dwelling Age, Redevelopment, and Housing Prices: The Case of Apartment Complexes in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 55-80, October. [Downloadable!] (restricted)
    2. Abdullah Yavas & C. Sirmans, 2005. "Real Options: Experimental Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 31(1), pages 27-52, August. [Downloadable!] (restricted)
    3. Jason Winfree & Jill McCluskey & Ron Mittelhammer, 2006. "Buyer-Type Effects in Conservation and Preservation Property Values," The Journal of Real Estate Finance and Economics, Springer, vol. 33(2), pages 167-179, September. [Downloadable!] (restricted)
    4. Steven R. Grenadier, 2003. "An Equilibrium Analysis of Real Estate," NBER Working Papers 9475, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Patric H. Hendershott, . "Uses of Equilibrium Models in Real Estate Research," Research in Financial Economics 9612, Ohio State University. [Downloadable!]
    6. Matthew Clayton & David Yermack, 1999. "Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-051, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    7. Shinichiro Iwata & Hisaki Yamaga, 2007. "Land Tenure Security and Home Maintenance: Evidence from Japan," CIRJE F-Series CIRJE-F-520, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
      Other versions:
    8. 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. [Downloadable!] (restricted)
    9. YongQiang Chu & Tien Sing, 2007. "Optimal Timing of Real Estate Investment under an Asymmetric Duopoly," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 327-345, April. [Downloadable!] (restricted)

  24. Capozza, Dennis R. & Helsley, Robert W., 1990. "The stochastic city," Journal of Urban Economics, Elsevier, vol. 28(2), pages 187-203, September. [Downloadable!] (restricted)

    Cited by:

    1. Batabyal, Amitrajeet A. & Yoo, Seung Jick, 2004. "Indivisibility And Divisibility In Land Development Decisions Over Time And Under Uncertainty," 2004 Annual meeting, August 1-4, Denver, CO 20278, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Kovacs, Kent F., 2009. "The Timing of Rapid Farmland Conversion Events: Evidence from California's Differential Assessment Program," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49252, Agricultural and Applied Economics Association. [Downloadable!]
    3. Li, Man & Wu, JunJie & Deng, Xiangzheng, 2009. "Empirical Analysis of Land-use Change and Soil Carbon Sequestration Cost in China," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49568, Agricultural and Applied Economics Association. [Downloadable!]
    4. Stavins, Robert & Plantinga, Andrew & Lubowski, Ruben, 2002. "The Effects of Potential Land Development on Agricultural Land Prices," Discussion Papers dp-02-11-, Resources For the Future. [Downloadable!]
      Other versions:
    5. Dennis R. Capozza & Paul J. Seguin, 1995. "Expectations, Efficiency, and Euphoria in the Housing Market," NBER Working Papers 5179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    6. Batabyal, Amitrajeet A., 2004. "Endogenizing The Reservation Value In Models Of Land Development Over Time And Under Uncertainty," Economics Research Institute, ERI Series 28340, Utah State University, Economics Department. [Downloadable!]
      Other versions:
    7. Hilber, Christian A. L., 2007. "New Housing Supply and the Dilution of Social Capital," MPRA Paper 11620, University Library of Munich, Germany, revised 14 Nov 2008. [Downloadable!]
      Other versions:
    8. Paul Cheshire & Stephen Sheppard, 2005. "Introducing Price Signals into Land Use Planning Decision-making - a Proposal," ERSA conference papers ersa05p42, European Regional Science Association. [Downloadable!]
    9. Elias Oikarinen, 2009. "Dynamic linkages between housing and lot prices: Empirical evidence from Helsinki," Discussion Papers 53, Aboa Centre for Economics. [Downloadable!]
    10. Patric H. Hendershott, . "Uses of Equilibrium Models in Real Estate Research," Research in Financial Economics 9612, Ohio State University. [Downloadable!]
    11. Yuming Fu & Maarten Jennen, 2009. "Office Construction in Singapore and Hong Kong: Testing Real Option Implications," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 39-58, January. [Downloadable!] (restricted)
    12. Byron F. Lutz, 2009. "Fiscal amenities, school finance reform and the supply side of the Tiebout market," Finance and Economics Discussion Series 2009-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    13. Donald Haurin & David Brasington, 1996. "The Impact of School Quality on Real House Prices: Interjurisdictional Effects," Working Papers 010, Ohio State University, Department of Economics. [Downloadable!]
    14. Paul Cheshire & Stephen Sheppard, 2004. "The Introduction of Price Signals into Land Use Planning," Urban/Regional 0410002, EconWPA. [Downloadable!]
    15. Livanis, Grigorios & Moss, Charles B. & Breneman, Vincent E. & Nehring, Richard F., 2005. "Urban Sprawl and Farmland Prices," Working Papers 15657, University of Florida, International Agricultural Trade and Policy Center. [Downloadable!]
      Other versions:
    16. Langpap, Christian & Hascic, Ivan & Wu, Junjie, 2006. "Predicting Watershed Ecosystems Through Targeted Local Land Use Policies," 2006 Annual meeting, July 23-26, Long Beach, CA 21262, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    17. Turvey, Calum, 2002. "Can Hysteresis And Real Options Explain The Farmland Valuation Puzzle?," Working Papers 34131, University of Guelph, Department of Food, Agricultural and Resource Economics. [Downloadable!]
    18. Langpap, Christian & Wu, Junjie, 2004. "Predicting The Effect Of Local Land Use Regulations On Biodiversity In The Western United States," 2004 Annual meeting, August 1-4, Denver, CO 20038, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    19. Marcy Burchfield & Henry G. Overman & Diego Puga & Matthew A. Turner, 2005. "Causes of sprawl: A portrait from space," Working Papers tecipa-192, University of Toronto, Department of Economics. [Downloadable!]
      Other versions:
    20. Bayoh, Isaac & Irwin, Elena G. & Haab, Timothy, 2002. "Flight From Blight Vs. Natural Evolution: Determinats Of Household Residential Location Choice And Suburbanization," 2002 Annual meeting, July 28-31, Long Beach, CA 19668, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    21. YongQiang Chu & Tien Sing, 2007. "Optimal Timing of Real Estate Investment under an Asymmetric Duopoly," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 327-345, April. [Downloadable!] (restricted)
    22. Avner Bar-Ilan, 2000. "Investment with an arithmetic process and lags," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 21(5), pages 203-206. [Downloadable!]
    23. Christopher J. Mayer & C. Tsuriel Somerville, 1996. "Unifying empirical and theoretical models of housing supply," Working Papers 96-12, Federal Reserve Bank of Boston. [Downloadable!]
    24. John Quigley, 2006. "Urban Economics," Berkeley Program on Housing and Urban Policy, Working Paper Series 1072, Berkeley Program on Housing and Urban Policy. [Downloadable!]
    25. Moreno-Sanchez, Rocio & Irwin, Elena G., 2004. "Does Distance Make Good Neighbors? The Role Of Spatial Externalities And Income In Residential Development Patterns," 2004 Annual meeting, August 1-4, Denver, CO 19973, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    26. David E. Frame, 2008. "Regional Migration and House Price Appreciation," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 96-112. [Downloadable!]
    27. Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen, 2009. "Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?," Discussion Papers 52, Aboa Centre for Economics. [Downloadable!]
    28. John A. List & Michael Margolis & Daniel E. Osgood, 2006. "Is the Endangered Species Act Endangering Species?," NBER Working Papers 12777, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  25. Capozza, Dennis R & Schwann, Gregory M, 1990. "The Value of Risk in Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 3(2), pages 117-40, June.

    Cited by:

    1. Dennis R. Capozza & Paul J. Seguin, 1995. "Expectations, Efficiency, and Euphoria in the Housing Market," NBER Working Papers 5179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Joseph Ooi & Jingliang Wang & James Webb, 2009. "Idiosyncratic Risk and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 38(4), pages 420-442, May. [Downloadable!] (restricted)
    3. Leon G. Shilton & Janet K. Tandy, 1993. "The Information Precision of CBD Office Vacancy Rates," Journal of Real Estate Research, American Real Estate Society, vol. 8(3), pages 421-444. [Downloadable!]
    4. David E. Frame, 2008. "Regional Migration and House Price Appreciation," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 96-112. [Downloadable!]

  26. Dennis R. Capozza & Gregory M. Schwann, 1989. "The Asset Approach to Pricing Urban Land: Empirical Evidence," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 17(2), pages 161-174. [Downloadable!] (restricted)

    Cited by:

    1. Dennis R. Capozza & Paul J. Seguin, 1995. "Expectations, Efficiency, and Euphoria in the Housing Market," NBER Working Papers 5179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Elias Oikarinen, 2009. "Dynamic linkages between housing and lot prices: Empirical evidence from Helsinki," Discussion Papers 53, Aboa Centre for Economics. [Downloadable!]
    3. Yuming Fu & Maarten Jennen, 2009. "Office Construction in Singapore and Hong Kong: Testing Real Option Implications," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 39-58, January. [Downloadable!] (restricted)
    4. Donald Haurin & David Brasington, 1996. "The Impact of School Quality on Real House Prices: Interjurisdictional Effects," Working Papers 010, Ohio State University, Department of Economics. [Downloadable!]
    5. Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen, 2009. "Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?," Discussion Papers 52, Aboa Centre for Economics. [Downloadable!]
    6. Theodore M. Crone & Richard P. Voith, 1996. "Risk and return in the single-family housing market," Working Papers 96-16, Federal Reserve Bank of Philadelphia. [Downloadable!]

  27. Capozza, Dennis R. & Helsley, Robert W., 1989. "The fundamentals of land prices and urban growth," Journal of Urban Economics, Elsevier, vol. 26(3), pages 295-306, November. [Downloadable!] (restricted)

    Cited by:

    1. Batabyal, Amitrajeet A. & Yoo, Seung Jick, 2004. "Indivisibility And Divisibility In Land Development Decisions Over Time And Under Uncertainty," 2004 Annual meeting, August 1-4, Denver, CO 20278, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Lewis, David J. & Provencher, Bill & Butsic, Van, 2008. "The Dynamic Effects of Open-Space Conservation Policies on Residential Development Density," Staff Paper Series 522, University of Wisconsin, Agricultural and Applied Economics. [Downloadable!]
    3. Renee A. Fry & Vance L. Martin & Nicholas Voukelatos, 2009. "Overvaluation In Australian Housing And Equity Markets: Wealth Effects Or Monetary Policy?," CAMA Working Papers 2009-10, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    4. Stavins, Robert & Plantinga, Andrew & Lubowski, Ruben, 2002. "The Effects of Potential Land Development on Agricultural Land Prices," Discussion Papers dp-02-11-, Resources For the Future. [Downloadable!]
      Other versions:
    5. Batabyal, Amitrajeet A., 2004. "Endogenizing The Reservation Value In Models Of Land Development Over Time And Under Uncertainty," Economics Research Institute, ERI Series 28340, Utah State University, Economics Department. [Downloadable!]
      Other versions:
    6. Wouter Vermeulen & Jan Rouwendal, 2007. "Housing Supply and Land Use Regulation in the Netherlands," Tinbergen Institute Discussion Papers 07-058/3, Tinbergen Institute. [Downloadable!]
    7. Arthur Grimes & Andrew Aitken, 2006. "Housing Supply and Price Adjustment," Working Papers 06_01, Motu Economic and Public Policy Research. [Downloadable!]
    8. Paul Cheshire & Stephen Sheppard, 2005. "Introducing Price Signals into Land Use Planning Decision-making - a Proposal," ERSA conference papers ersa05p42, European Regional Science Association. [Downloadable!]
    9. Elias Oikarinen, 2009. "Dynamic linkages between housing and lot prices: Empirical evidence from Helsinki," Discussion Papers 53, Aboa Centre for Economics. [Downloadable!]
    10. Yuming Fu & Maarten Jennen, 2009. "Office Construction in Singapore and Hong Kong: Testing Real Option Implications," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 39-58, January. [Downloadable!] (restricted)
    11. Byron F. Lutz, 2009. "Fiscal amenities, school finance reform and the supply side of the Tiebout market," Finance and Economics Discussion Series 2009-18, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    12. Donald Haurin & David Brasington, 1996. "The Impact of School Quality on Real House Prices: Interjurisdictional Effects," Working Papers 010, Ohio State University, Department of Economics. [Downloadable!]
    13. Paul Cheshire & Stephen Sheppard, 2004. "The Introduction of Price Signals into Land Use Planning," Urban/Regional 0410002, EconWPA. [Downloadable!]
    14. Karl Guntermann, 1997. "Residential Land Prices Prior to Development," Journal of Real Estate Research, American Real Estate Society, vol. 14(1), pages 1-18. [Downloadable!]
    15. Lewis, David & Wu, Junjie, 2005. "Optimal Economic Landscapes with Habitat Fragmentation Effects," 2005 Annual meeting, July 24-27, Providence, RI 19425, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    16. Livanis, Grigorios & Moss, Charles B. & Breneman, Vincent E. & Nehring, Richard F., 2005. "Urban Sprawl and Farmland Prices," Working Papers 15657, University of Florida, International Agricultural Trade and Policy Center. [Downloadable!]
      Other versions:
    17. Charles A. M. de Bartolome & Stephen L. Ross, 2002. "The Race to the Suburb: The Location of the Poor in a Metropolitan Area," Working papers 2002-02, University of Connecticut, Department of Economics, revised May 2008. [Downloadable!]
    18. Christian A. L. Hilber & Christopher J. Mayer, 2004. "Why Do Households Without Children Support Local Public Schools?," NBER Working Papers 10804, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    19. Richard K. Green & Stephen Malpezzi & Stephen K. Mayo, 2005. "Metropolitan-Specific Estimates of the Price Elasticity of Supply of Housing, and Their Sources," American Economic Review, American Economic Association, vol. 95(2), pages 334-339, May. [Downloadable!]
      Other versions:
    20. Jan Rouwendal & Simonetta Longhi, 2007. "The Effect of Consumers' Expectations in a Booming Housing Market," Tinbergen Institute Discussion Papers 07-078/3, Tinbergen Institute. [Downloadable!]
    21. Jeanty, Pierre W. & Kraybill, David S. & Libby, Lawrence W. & Sohngen, Brent, 2002. "Effects Of Local Development Pressure On Land Prices: A Spatial Economic Approach," 2002 Annual meeting, July 28-31, Long Beach, CA 19767, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    22. Lynch, Lori & Gray, Wayne & Geoghegan, Jacqueline, 2007. "An Evaluation of Working Land and Open Space Preservation Programs in Maryland: Are They Paying Too Much?," Working Papers 6887, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    23. Sohngen, Brent & Hite, Diane & Templeton, Josh, 2001. "Land Use Change And Property Taxes: An Empirical Study Of The Effect Of Property Taxes On The Timing Of Land Conversion From Agricultural To Residential Development," 2001 Annual meeting, August 5-8, Chicago, IL 20773, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    24. Brinkman, Blondel A. & Miller, Douglas J. & Nickerson, Cynthia J., 2005. "Impact of Farmland Preservation Programs on the Rate of Urban Development," 2005 Annual meeting, July 24-27, Providence, RI 19384, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    25. Plantinga, Andrew J. & Miller, Douglas J., 1999. "Agricultural Land Values And Future Land Development," 1999 Annual meeting, August 8-11, Nashville, TN 21558, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    26. Alastair McFarlane, 2001. "Rent stabilization and the long-run supply of housing," Urban/Regional 0109001, EconWPA. [Downloadable!]
    27. 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. [Downloadable!] (restricted)
    28. YongQiang Chu & Tien Sing, 2007. "Optimal Timing of Real Estate Investment under an Asymmetric Duopoly," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 327-345, April. [Downloadable!] (restricted)
    29. Christopher J. Mayer & C. Tsuriel Somerville, 1996. "Unifying empirical and theoretical models of housing supply," Working Papers 96-12, Federal Reserve Bank of Boston. [Downloadable!]
    30. Jesse M. Abraham & Patric H. Hendershott, 1994. "Bubbles in Metropolitan Housing Markets," NBER Working Papers 4774, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    31. Moreno-Sanchez, Rocio & Irwin, Elena G., 2004. "Does Distance Make Good Neighbors? The Role Of Spatial Externalities And Income In Residential Development Patterns," 2004 Annual meeting, August 1-4, Denver, CO 19973, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    32. Templeton, Scott R., 2004. "Demographic, Economic, And Political Determinants Of Land Development In The U.S," 2004 Annual meeting, August 1-4, Denver, CO 20052, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    33. Liu, Xiangping & Lynch, Lori, 2006. "Do Agricultural Preservation Programs Affect Farmland Conversion? Evidence from a Propensity Score Matching Estimator," Working Papers 28569, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
    34. Wouter Vermeulen & Jan Rouwendal, 2007. "Housing supply in the Netherlands," CPB Discussion Papers 87, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
    35. Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen, 2009. "Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?," Discussion Papers 52, Aboa Centre for Economics. [Downloadable!]
    36. 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. [Downloadable!] (restricted)
    37. Colin Vance & Rich Iovanna, 2006. "Satellites and Suburbs: A High-resolution Model of Open-space Conversion," RWI Discussion Papers 0050, Rheinisch-Westfälisches Institut für Wirtschaftsforschung. [Downloadable!]

  28. Dennis R. Capozza & George W. Gau, 1984. "Mortgage Rate Insurance and the Canadian Mortgage Market," Canadian Public Policy, University of Toronto Press, vol. 10(3), pages 296-304, September. [Downloadable!] (restricted)

    Cited by:

    1. James E. Pesando & Stuart M. Turnbull, 1985. "Mortgage Rate Insurance and the Canadian Mortgage Market: Some Further Reflections," Canadian Public Policy, University of Toronto Press, vol. 11(1), pages 115-117, March. [Downloadable!] (restricted)
    2. Keith P. Sharp, 1986. "Mortgage Rate Insurance in Canada," Canadian Public Policy, University of Toronto Press, vol. 12(3), pages 432-437, September. [Downloadable!] (restricted)

  29. Capozza, Dennis R & Van Order, Robert, 1980. "Unique Equilibria, Pure Profits, and Efficiency in Location Models," American Economic Review, American Economic Association, vol. 70(5), pages 1046-53, December. [Downloadable!] (restricted)

    Cited by:

    1. Seo, C.S., 1992. "Interior Quality Equilibrium and the Effect of a Government Subsidy," Working Papers 92-05, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
    2. Gerhard Clemenz & Klaus Gugler, 2002. "Locational choice and price competition: Some empirical results for the Austrian retail gasoline market," Vienna Economics Papers 0206, University of Vienna, Department of Economics. [Downloadable!]
    3. Stewart, Hayden & Blisard, Noel, 2006. "Household versus Community Effects: Who Really Pays More for Food?," 2006 Annual meeting, July 23-26, Long Beach, CA 21053, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    4. Stewart, Hayden & Davis, David E., 2005. "Price Dispersion and Accessibility: A Case study of Fast Food," MPRA Paper 7970, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    5. Gerhard Clemenz & Klaus Gugler, 2006. "Locational choice and price competition: some empirical results for the austrian retail gasoline market," Empirical Economics, Springer, vol. 31(2), pages 291-312, June. [Downloadable!] (restricted)
    6. Simon P. Anderson & Maxim Engers, . "Preemptive Entry in Differentiated Product Markets," Virginia Economics Online Papers 334, University of Virginia, Department of Economics. [Downloadable!]

  30. Capozza, Dennis R & Cornell, Bradford, 1979. "Treasury Bill Pricing in the Spot and Futures Markets," The Review of Economics and Statistics, MIT Press, vol. 61(4), pages 513-20, November. [Downloadable!] (restricted)

    Cited by:

    1. Brandford Cornell, 1980. "Taxes and the Pricing of Treasury Bill Futures Contracts," University of California at Los Angeles, Anderson Graduate School of Management 1237, Anderson Graduate School of Management, UCLA. [Downloadable!]
    2. Rodney L. Jacobs & Robert A. Jones, 1978. "The Treasury Bill Futures Market," UCLA Economics Working Papers 116, UCLA Department of Economics. [Downloadable!]
      Other versions:

  31. Capozza, Dennis R & Van Order, Robert, 1978. "A Generalized Model of Spatial Competition," American Economic Review, American Economic Association, vol. 68(5), pages 896-908, December. [Downloadable!] (restricted)

    Cited by:

    1. Helge Sanner, 2005. "Bertrand Wettbewerb im Raum kann zu höheren Preisen führen als ein Monopol," Volkswirtschaftliche Diskussionsbeiträge 75, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät. [Downloadable!]
    2. Markus Ksoll, 2001. "Two stages of uniform delivered pricing and a monopolistic network in competitive electricity markets," ERSA conference papers ersa01p280, European Regional Science Association. [Downloadable!]
    3. Christian Roessler, 2005. "Can Rivalry Increase Prices?," Microeconomics 0509007, EconWPA, revised 27 Sep 2005. [Downloadable!]
    4. Helge Sanner, 2005. "Economy vs History - What Does Actually Determine the Distribution of Shops' Locations in Cities?," ERSA conference papers ersa05p175, European Regional Science Association. [Downloadable!]
    5. Stewart, Hayden & Blisard, Noel, 2006. "Household versus Community Effects: Who Really Pays More for Food?," 2006 Annual meeting, July 23-26, Long Beach, CA 21053, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    6. Stewart, Hayden & Davis, David E., 2005. "Price Dispersion and Accessibility: A Case study of Fast Food," MPRA Paper 7970, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    7. Helge Sanner, 2004. "Economy vs. History: What Does Actually Determine the Distribution of Firms' Locations in Cities?," Volkswirtschaftliche Diskussionsbeiträge 67, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, revised Sep 2004. [Downloadable!]
    8. Masaki Nakagome, 1986. "The spatial labour market and spatial competition," Regional Studies, Taylor and Francis Journals, vol. 20(4), pages 307-312, August. [Downloadable!] (restricted)
    9. Durham, Catherine A. & Sexton, Richard J. & Song, Joo Ho, 1995. "Transportation and Marketing Efficiency in the California Processing Tomato Industry," Research Reports 11923, University of California, Davis, Giannini Foundation. [Downloadable!]
    10. Helge Sanner, 2009. "Economy vs. history," The Annals of Regional Science, Springer, vol. 43(2), pages 283-306, June. [Downloadable!] (restricted)

  32. Findlay, M Chapman, III & Capozza, Dennis R, 1977. "The Variable-Rate Mortgage and Risk in the Mortgage Market: An Option Theory Perspective: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 9(2), pages 356-64, May. [Downloadable!] (restricted)

    Cited by:

    1. Dennis R. Capozza & George W. Gau, 1984. "Mortgage Rate Insurance and the Canadian Mortgage Market," Canadian Public Policy, University of Toronto Press, vol. 10(3), pages 296-304, September. [Downloadable!] (restricted)

  33. Capozza, Dennis R & Van Order, Robert, 1977. "Pricing under Spatial Competition and Spatial Monopoly," Econometrica, Econometric Society, vol. 45(6), pages 1329-38, September. [Downloadable!] (restricted)

    Cited by:

    1. Christian Roessler, 2005. "Can Rivalry Increase Prices?," Microeconomics 0509007, EconWPA, revised 27 Sep 2005. [Downloadable!]
    2. Jen-Te Yao & Fu-Chuan Lai, 2006. "Incentive consistency and the choice of a spatial pricing mode," The Annals of Regional Science, Springer, vol. 40(3), pages 583-601, August. [Downloadable!] (restricted)
    3. Masaki Nakagome, 1986. "The spatial labour market and spatial competition," Regional Studies, Taylor and Francis Journals, vol. 20(4), pages 307-312, August. [Downloadable!] (restricted)

  34. Dennis R. Capozza, 1976. "Forecasting Long-Run Land use Patterns with an Aggregative Model of Urban Housing and Transportation: The Case of Los Angeles," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 4(1), pages 23-39. [Downloadable!] (restricted)

    Cited by:

    1. Mark G. Dotzour & Terry V. Grissom & Crocker H. Liu & Thomas Pearson, 1990. "Highest and Best Use: The Evolving Paradigm," Journal of Real Estate Research, American Real Estate Society, vol. 5(1), pages 17-32. [Downloadable!]

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This page was last updated on 2010-1-5.

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