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Citations for "Urban Land Prices under Uncertainty"

by Titman, Sheridan

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  1. Paul Cheshire & Stephen Sheppard, 2004. "The Introduction of Price Signals into Land Use Planning," Urban/Regional 0410002, EconWPA.
  2. Guido Candela & Massimiliano Castellani & Maurizio Mussoni, 2008. "Tourism Investments Under Uncertainty: an Economic Analysis of “Eco-monsters”," Working Paper Series 07-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  3. Maurice Tse & Frederik Pretorius & K. Chau, 2011. "Market Sentiments, Winner’s Curse and Bidding Outcome in Land Auctions," The Journal of Real Estate Finance and Economics, Springer, vol. 42(3), pages 247-274, April.
  4. 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, Halle Institute for Economic Research.
  5. 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.
  6. Christian A. L. Hilber, 2010. "New Housing Supply and the Dilution of Social Capital," SERC Discussion Papers 0042, Spatial Economics Research Centre, LSE.
  7. Akamatsu, Takashi & Nagae, Takeshi, 2011. "A network of options: Evaluating complex interdependent decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 35(5), pages 714-729, May.
  8. James D. Shilling & Kerry D. Vandell & Ruslan Koesman & Zhenguo Lin, 2006. "How Tax Credits Have Affected the Rehabilitation of the Boston Office Market," Journal of Real Estate Research, American Real Estate Society, vol. 28(4), pages 321-348.
  9. Bulan, Laarni & Mayer, Christopher & Somerville, C. Tsuriel, 2009. "Irreversible investment, real options, and competition: Evidence from real estate development," Journal of Urban Economics, Elsevier, vol. 65(3), pages 237-251, May.
  10. 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.
  11. Rose Lai & Ko Wang & Jing Yang, 2007. "Stickiness of Rental Rates and Developers’ Option Exercise Strategies," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 159-188, January.
  12. Mayer, Christopher J. & Somerville, C. Tsuriel, 2000. "Land use regulation and new construction," Regional Science and Urban Economics, Elsevier, vol. 30(6), pages 639-662, December.
  13. John Clapp & Katsiaryna Bardos & Tingyu Zhou, 2014. "Expansions and Contractions of Major US Shopping Centers," The Journal of Real Estate Finance and Economics, Springer, vol. 48(1), pages 16-56, January.
  14. Elias Oikarinen, 2009. "Dynamic linkages between housing and lot prices: Empirical evidence from Helsinki," Discussion Papers 53, Aboa Centre for Economics.
  15. Duca, John V. & Muellbauer, John & Murphy, Anthony, 2010. "Housing markets and the financial crisis of 2007-2009: Lessons for the future," Journal of Financial Stability, Elsevier, vol. 6(4), pages 203-217, December.
  16. 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.
  17. Robert A. Simons & Ron Throupe, 2012. "Debundling Property Rights for Contaminated Properties: Valuing the Opportunity Cost of the Right to Sell, Using Cumulative Options," International Real Estate Review, Asian Real Estate Society, vol. 15(2), pages 231-252.
  18. Jianjun Miao & Neng Wang, 2006. "Investment, Consumption, and Hedging under Incomplete Markets," CEMA Working Papers 459, China Economics and Management Academy, Central University of Finance and Economics.
  19. Jason Barr, 2010. "Skyscrapers and the Skyline: Manhattan, 1895-2004," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(3), pages 567-597.
  20. Cho, Seong-Hoon & Newman, David H., 2005. "Spatial analysis of rural land development," Forest Policy and Economics, Elsevier, vol. 7(5), pages 732-744, August.
  21. Adesoji O. Adelaja & Yohannes G. Hailu & Ahadu T. Tekle & Saichon Seedang, 2010. "Evidence of land hoarding behavior in US agriculture," Agricultural Finance Review, Emerald Group Publishing, vol. 70(3), pages 377-398, November.
  22. Steven R. Grenadier & Neng Wang, 2005. "Investment Timing, Agency, and Information," NBER Working Papers 11148, National Bureau of Economic Research, Inc.
  23. Pryce, Gwilym & White, Michael, 1999. "Contiguous land use as a driver for land allocation," ERSA conference papers ersa99pa041, European Regional Science Association.
  24. Honglin Wang & Fan Yu & Yinggang Zhou, 2013. "Rental Rates under Housing Price Uncertainty: A Real Options Approach," Working Papers 242013, Hong Kong Institute for Monetary Research.
  25. Coisnon, Thomas & Oueslati, Walid & Salanié, Julien, 2014. "Urban sprawl occurrence under spatially varying agricultural amenities," Regional Science and Urban Economics, Elsevier, vol. 44(C), pages 38-49.
  26. Ozorio, Luiz de Magalhães & Bastian-Pinto, Carlos de Lamare & Baidya, Tara Keshar Nanda & Brandão, Luiz Eduardo Teixeira, 2013. "Investment decision in integrated steel plants under uncertainty," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 55-64.
  27. David Dale-Johnson & W. Jan Brzeski, 2000. "Long-term Public Leaseholds in Poland: Implications of Contractual Incentives," Working Paper 8646, USC Lusk Center for Real Estate.
  28. David Dale-Johnson, 1999. "Long Term Ground Leases, the Redevelopment Option and Contract Incentives," Working Paper 8653, USC Lusk Center for Real Estate.
  29. Andrianos Tsekrekos & George Kanoutos, 2013. "Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 47(1), pages 152-168, July.
  30. Bulan, Laarni T., 2005. "Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 255-279.
  31. Miao, Jianjun & Wang, Neng, 2011. "Risk, uncertainty, and option exercise," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 442-461, April.
  32. Grenadier, Steven R. & Wang, Neng, 2007. "Investment under uncertainty and time-inconsistent preferences," Journal of Financial Economics, Elsevier, vol. 84(1), pages 2-39, April.
  33. Riddiough, Timothy J., 1997. "Debt and Development," Journal of Urban Economics, Elsevier, vol. 42(3), pages 313-338, November.
  34. Wu, JunJie & Cho, Seong-Hoon, 2007. "The effect of local land use regulations on urban development in the Western United States," Regional Science and Urban Economics, Elsevier, vol. 37(1), pages 69-86, January.
  35. Winfree, Jason A. & McCluskey, Jill J. & Mittelhammer, Ronald 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.
  36. Wang, Yizhong & Chen, Carl R. & Huang, Ying Sophie, 2014. "Economic policy uncertainty and corporate investment: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 227-243.
  37. Jason Barr, 2008. "Skyscraper Height," Working Papers Rutgers University, Newark 2008-002, Department of Economics, Rutgers University, Newark.
  38. Geoffrey Turnbull, 2005. "The Investment Incentive Effects of Land Use Regulations," The Journal of Real Estate Finance and Economics, Springer, vol. 31(4), pages 357-395, December.
  39. 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.
  40. Lander, Diane M. & Pinches, George E., 1998. "Challenges to the Practical Implementation of Modeling and Valuing Real Options," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 537-567.
  41. Xie, Feixue, 2009. "Managerial flexibility, uncertainty, and corporate investment: The real options effect," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 643-655, October.
  42. John Clapp & Piet Eichholtz & Thies Lindenthal, 2012. "Real Option Value over a Housing Market Cycle: West Berlin," ERSA conference papers ersa12p264, European Regional Science Association.
  43. Feng Song & Jinhua Zhao & Scott M. Swinton, 2011. "Switching to Perennial Energy Crops Under Uncertainty and Costly Reversibility," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 93(3), pages 764-779.
  44. Belal Fallah & Mark Partridge & M. Olfert, 2012. "Uncertain economic growth and sprawl: evidence from a stochastic growth approach," The Annals of Regional Science, Springer, vol. 49(3), pages 589-617, December.
  45. Scandizzo, Pasquale Lucio & Savastano, Sara, 2009. "Optimal Farm Size under an Uncertain Land Market: the Case of Kyrgyz Republic," 111th Seminar, June 26-27, 2009, Canterbury, UK 52844, European Association of Agricultural Economists.
  46. Kok, Nils & Monkkonen, Paavo & Quigley, John M., 2014. "Land use regulations and the value of land and housing: An intra-metropolitan analysis," Journal of Urban Economics, Elsevier, vol. 81(C), pages 136-148.
  47. Robert Grovenstein & James Kau & Henry Munneke, 2011. "Development Value: A Real Options Approach Using Empirical Data," The Journal of Real Estate Finance and Economics, Springer, vol. 43(3), pages 321-335, October.
  48. Guillaume POUYANNE (GREThA-GRES), 2008. "Economics of discontinuous urban development (In French)," Cahiers du GRES 2008-06, Groupement de Recherches Economiques et Sociales.
  49. Said Boukendour & Rahim Bah, 2001. "The guaranteed maximum price contract as call option," Construction Management and Economics, Taylor & Francis Journals, vol. 19(6), pages 563-567.
  50. Matthew Spiegel, 1999. "Housing Return And Construction Cycles," Yale School of Management Working Papers ysm114, Yale School of Management, revised 01 Mar 2001.
  51. 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.
  52. Nishihara, Michi, 2012. "Real option valuation of abandoned farmland," Review of Financial Economics, Elsevier, vol. 21(4), pages 188-192.
  53. Steven Ott & W. Hughen & Dustin Read, 2012. "Optimal Phasing and Inventory Decisions for Large-Scale Residential Development Projects," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 888-918, November.
  54. Felipe Morandé & Alexandra Petermann & Miguel Vargas, 2010. "Determinants of Urban Vacant Land," The Journal of Real Estate Finance and Economics, Springer, vol. 40(2), pages 188-202, February.
  55. Nadolnyak, Denis & Miranda, Mario J. & Sheldon, Ian, 2011. "Genetically modified crops as real options: Identifying regional and country-specific differences," International Journal of Industrial Organization, Elsevier, vol. 29(4), pages 455-463, July.
  56. P. C. Cheshire & Stephen Charles Sheppard, 2005. "The introduction of price signals into land use planning decision-making : a proposal," LSE Research Online Documents on Economics 568, London School of Economics and Political Science, LSE Library.
  57. Steven R. Grenadier, 2003. "An Equilibrium Analysis of Real Estate," NBER Working Papers 9475, National Bureau of Economic Research, Inc.
  58. 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.
  59. Paul Cheshire & Stephen Sheppard, 2005. "Introducing Price Signals into Land Use Planning Decision-making - a Proposal," ERSA conference papers ersa05p42, European Regional Science Association.
  60. Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan, 2014. "Rationalizing the value premium in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 51-70.
  61. Jonathan B. Berk, 1999. "A Simple Approach for Deciding When to Invest," American Economic Review, American Economic Association, vol. 89(5), pages 1319-1326, December.
  62. Lee, Tan & Jou, Jyh-Bang, 2007. "The regulation of optimal development density," Journal of Housing Economics, Elsevier, vol. 16(1), pages 21-36, March.
  63. Batabyal, Amitrajeet A., 1998. "Land development and preservation over time and under uncertainty: a review and a research agenda," Ecological Economics, Elsevier, vol. 25(3), pages 233-238, June.
  64. Sandri, Serena & Schade, Christian & Musshoff, Oliver & Odening, Martin, 2010. "Holding on for too long? An experimental study on inertia in entrepreneurs’ and non-entrepreneurs’ disinvestment choices," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers 59518, Humboldt University Berlin, Department of Agricultural Economics.
  65. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006. "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers DR 06002, ESSEC Research Center, ESSEC Business School.
  66. Gang-Zhi Fan & Zsuzsa Huszár & Weina Zhang, 2013. "The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 46(4), pages 568-595, May.
  67. Thomas Coisnon & Walid OUESLATI & Julien Salanié, 2012. "Urban sprawl occurrence under spatially varying agricultural bid-rent and amenities," Working Papers halshs-00748681, HAL.
  68. Hoesli, Martin & Oikarinen, Elias, 2012. "Are REITs real estate? Evidence from international sector level data," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1823-1850.
  69. Towe, Charles A. & Nickerson, Cynthia J. & Bockstael, Nancy E., 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).
  70. Mayo, Stephen & Sheppard, Stephen, 2001. "Housing Supply and the Effects of Stochastic Development Control," Journal of Housing Economics, Elsevier, vol. 10(2), pages 109-128, June.
  71. Cunningham, Christopher R., 2006. "House price uncertainty, timing of development, and vacant land prices: Evidence for real options in Seattle," Journal of Urban Economics, Elsevier, vol. 59(1), pages 1-31, January.
  72. Su Han Chan & Ko Wang & Jing Yang, 2011. "A Rational Explanation for Boom-and-Bust Price Patterns in Real Estate Markets," International Real Estate Review, Asian Real Estate Society, vol. 14(3), pages 257-282.
  73. Ghislain Geniaux & Claude Napoléone, 2005. "Rente foncière et anticipations dans le périurbain," Économie et Prévision, Programme National Persée, vol. 168(2), pages 77-95.
  74. Clapp, John M. & Eichholtz, Piet & Lindenthal, Thies, 2013. "Real option value over a housing market cycle," Regional Science and Urban Economics, Elsevier, vol. 43(6), pages 862-874.
  75. Cheng Wee Tan & Dogan Tirtiroglu & Ercan Tirtiroglu, 2013. "Reits' Growth Options and Asset Pricing Dynamics across Time," Koç University-TUSIAD Economic Research Forum Working Papers 1303, Koc University-TUSIAD Economic Research Forum.
  76. Riddiough, Timothy J., 1997. "The Economic Consequences of Regulatory Taking Risk on Land Value and Development Activity," Journal of Urban Economics, Elsevier, vol. 41(1), pages 56-77, January.
  77. Kuhnen, Camelia M. & Oyer, Paul, 2012. "Exploration for human capital: Theory and evidence from the MBA labor market," MPRA Paper 39411, University Library of Munich, Germany.
  78. Kaza, Nikhil & Towe, Charles A. & Ye, Xin, 2011. "A Hybrid Land Conversion Model Incorporating Multiple End Uses," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 40(3), December.
  79. 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.
  80. Tan Lee & Jyh-Bang Jou, 2010. "Urban Spatial Development: a Real Options Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 40(2), pages 161-187, February.
  81. Jonathan B. Berk, 1998. "A Simple Approach for Deciding When to Invest," NBER Working Papers 6678, National Bureau of Economic Research, Inc.
  82. Wu, JunJie, 2006. "Environmental amenities, urban sprawl, and community characteristics," Journal of Environmental Economics and Management, Elsevier, vol. 52(2), pages 527-547, September.
  83. Clapp, John M. & Bardos, Katsiaryna Salavei & Wong, S.K., 2012. "Empirical estimation of the option premium for residential redevelopment," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 240-256.
  84. Spiegel, Matthew, 1999. "Housing Return and Construction Cycles," Research Program in Finance, Working Paper Series qt8647j8gq, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.