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Publications

by members of

University of Cincinnati → College of Business → Department of Finance - Real Estate

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

Working papers

2026

  1. Eunjee Kwon & Marcel Henkel & Pierre Magontier, 2026, "The Unintended Consequences of Post-Disaster Policies for Spatial Sorting," Working Papers, Barcelona School of Economics, number 1566, Mar.

2021

  1. Gary V. Engelhardt & Michael D. Eriksen, 2021, "Intended Bequests and Housing Equity in Older Age," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number 2021-02, Jan.
  2. Jordi Jofre-Monseny & Elisabet Viladecans-Marsal & Brindusa Anghel & Aitor Lacuesta & Eunjee Kwon & Josep Maria Raya, 2021, "COVID-19, Working from Home and the Future of Cities / La COVID-19, el teletrabajo y el futuro de las ciudades / La COVID-19, el teletreball i el futur de les ciutats," IEB Reports, Institut d'Economia de Barcelona (IEB), number ieb_report_1_2021.

2016

  1. Michael Eriksen, 2016, "Difficult Developments Areas and the Supply of Low-Income Housing Tax Credit Units," ERES, European Real Estate Society (ERES), number eres2016_271, Jan.

2014

  1. Michael D. Eriksen & Amanda Ross, 2014, "Housing Vouchers and the Price of Rental Housing," Working Papers, Department of Economics, West Virginia University, number 14-15, Jun.

2006

  1. Hui Guo, 2006, "On the risk-return relation in international stock markets," Working Papers, Federal Reserve Bank of St. Louis, number 2003-012, DOI: 10.20955/wp.2003.012.
  2. Hui Guo & Jason Higbee & Christopher J. Neely, 2006, "Foreign exchange volatility is priced in equities," Working Papers, Federal Reserve Bank of St. Louis, number 2004-029, DOI: 10.20955/wp.2004.029.
  3. Hui Guo & Robert Savickas, 2006, "Idiosyncratic volatility, economic fundamentals, and foreign exchange rates," Working Papers, Federal Reserve Bank of St. Louis, number 2005-025, DOI: 10.20955/wp.2005.025.
  4. Hui Guo & Robert Savickas, 2006, "Aggregate idiosyncratic volatility in G7 countries," Working Papers, Federal Reserve Bank of St. Louis, number 2004-027, DOI: 10.20955/wp.2004.027.
  5. Hui Guo & Robert Savickas & Zijun Wang & Jian Yang, 2006, "Is value premium a proxy for time-varying investment opportunities: some time series evidence," Working Papers, Federal Reserve Bank of St. Louis, number 2005-026, DOI: 10.20955/wp.2005.026.
  6. Hui Guo & Jason Higbee, 2006, "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers, Federal Reserve Bank of St. Louis, number 2005-073, DOI: 10.20955/wp.2005.073.
  7. Hui Guo & Christopher J. Neely, 2006, "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Working Papers, Federal Reserve Bank of St. Louis, number 2006-006, DOI: 10.20955/wp.2006.006.
  8. Long Chen & Hui Guo & Lu Zhang, 2006, "Equity market volatility and expected risk premium," Working Papers, Federal Reserve Bank of St. Louis, number 2006-007, DOI: 10.20955/wp.2006.007.
  9. Hui Guo & Robert Savickas, 2006, "Understanding stock return predictability," Working Papers, Federal Reserve Bank of St. Louis, number 2006-019, DOI: 10.20955/wp.2006.019.
  10. Hui Guo & Robert Savickas, 2006, "The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries," Working Papers, Federal Reserve Bank of St. Louis, number 2006-036, DOI: 10.20955/wp.2006.036.
  11. Hui Guo & Zijun Wang & Jian Yang, 2006, "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers, Federal Reserve Bank of St. Louis, number 2006-047, DOI: 10.20955/wp.2006.047.

2005

  1. Hui Guo, 2005, "Time-varying risk premia and the cross section of stock returns," Working Papers, Federal Reserve Bank of St. Louis, number 2002-013, DOI: 10.20955/wp.2002.013.
  2. Hui Guo & Robert Whitelaw, 2005, "Uncovering the risk-return relation in the stock market," Working Papers, Federal Reserve Bank of St. Louis, number 2001-001, DOI: 10.20955/wp.2001.001.
  3. Hui Guo & Robert Savickas, 2005, "Idiosyncratic volatility, stock market volatility, and expected stock returns," Working Papers, Federal Reserve Bank of St. Louis, number 2003-028, DOI: 10.20955/wp.2003.028.

2004

  1. Hui Guo & Zijun Wang & Jian Yang, 2004, "International transmission of inflation among G-7 countries: a data-determined VAR analysis," Working Papers, Federal Reserve Bank of St. Louis, number 2004-028, DOI: 10.20955/wp.2004.028.

2003

  1. Hui Guo, 2003, "On the real-time forecasting ability of the consumption-wealth ratio," Working Papers, Federal Reserve Bank of St. Louis, number 2003-007, DOI: 10.20955/wp.2003.007.
  2. Hui Guo & Robert Savickas, 2003, "On the cross section of conditionally expected stock returns," Working Papers, Federal Reserve Bank of St. Louis, number 2003-043, DOI: 10.20955/wp.2003.043.
  3. Hui Guo, 2003, "On the out-of-sample predictability of stock market returns," Working Papers, Federal Reserve Bank of St. Louis, number 2002-008, DOI: 10.20955/wp.2002.008.
  4. Hui Guo, 2003, "Limited stock market participation and asset prices in a dynamic economy," Working Papers, Federal Reserve Bank of St. Louis, number 2000-031, DOI: 10.20955/wp.2000.031.
  5. Hui Guo & Robert Savickas, 2003, "Does idiosyncratic risk matter: another look," Working Papers, Federal Reserve Bank of St. Louis, number 2003-025, DOI: 10.20955/wp.2003.025.
  6. Hui Guo, 2003, "Stock prices, firm size, and changes in the federal funds rate target," Working Papers, Federal Reserve Bank of St. Louis, number 2002-004, DOI: 10.20955/wp.2002.004.

2002

  1. Hui Guo, 2002, "Understanding the risk-return tradeoff in the stock market," Working Papers, Federal Reserve Bank of St. Louis, number 2002-001, DOI: 10.20955/wp.2002.001.

Journal articles

2024

  1. Eriksen, Michael D. & Orlando, Anthony W., 2024, "A cost decomposition of break-even rents for new multifamily housing development," Journal of Housing Economics, Elsevier, volume 66, issue C, DOI: 10.1016/j.jhe.2024.102012.
  2. Michael D Eriksen & Chun Kuang & Wenyu Zhu, 2024, "Attribute misreporting and appraisal bias," Review of Finance, European Finance Association, volume 28, issue 5, pages 1663-1686.
  3. Chun, Hyunbae & Kwon, Eunjee & Yang, Dongyun, 2024, "The rise of e-commerce and generational consumption inequality: Evidence from COVID-19 in South Korea," Regional Science and Urban Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.regsciurbeco.2023.103971.

2022

  1. Michael D. Eriksen & Anthony W. Orlando, 2022, "Returns to Scale in Residential Construction: The Marginal Impact of Building Height," Real Estate Economics, American Real Estate and Urban Economics Association, volume 50, issue 2, pages 534-564, June, DOI: 10.1111/1540-6229.12357.
  2. Engelhardt, Gary V. & Eriksen, Michael D., 2022, "Homeownership in old age and at the time of death," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110340.
  3. Chin Seungwoo & Kwon Eunjee, 2022, "Learning with Differing-Ability Peers: Evidence from a Natural Experiment in South Korea," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 22, issue 4, pages 859-887, October, DOI: 10.1515/bejeap-2021-0306.
  4. Delventhal, Matthew J. & Kwon, Eunjee & Parkhomenko, Andrii, 2022, "JUE Insight: How do cities change when we work from home?," Journal of Urban Economics, Elsevier, volume 127, issue C, DOI: 10.1016/j.jue.2021.103331.

2021

  1. Shaun A. Bond & Michael D. Eriksen, 2021, "The role of parents on the home ownership experience of their children: Evidence from the health and retirement study," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 2, pages 433-458, June, DOI: 10.1111/1540-6229.12332.

2020

  1. Eriksen, Michael D. & Lang, Bree J., 2020, "Overview and proposed reforms of the low-income housing tax credit program," Regional Science and Urban Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.regsciurbeco.2018.07.002.
  2. Michael D. Eriksen & Hamilton B. Fout & Mark Palim & Eric Rosenblatt, 2020, "Contract Price Confirmation Bias: Evidence from Repeat Appraisals," The Journal of Real Estate Finance and Economics, Springer, volume 60, issue 1, pages 77-98, February, DOI: 10.1007/s11146-019-09716-w.

2019

  1. Gary V. Engelhardt & Michael D. Eriksen & Nadia Greenhalgh‐Stanley, 2019, "The Impact of Employment on Parental Coresidence," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 4, pages 1055-1088, December, DOI: 10.1111/1540-6229.12152.
  2. Eriksen, Michael D. & Fout, Hamilton B. & Palim, Mark & Rosenblatt, Eric, 2019, "The influence of contract prices and relationships on appraisal bias," Journal of Urban Economics, Elsevier, volume 111, issue C, pages 132-143, DOI: 10.1016/j.jue.2019.04.007.

2017

  1. Michael D. Eriksen & James M. Carson, 2017, "A Burning Question: Does Arson Increase When Local House Prices Decline?," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue 1, pages 7-34, March.
  2. Eriksen, Michael D., 2017, "Difficult Development Areas and the supply of subsidized housing," Regional Science and Urban Economics, Elsevier, volume 64, issue C, pages 68-80, DOI: 10.1016/j.regsciurbeco.2017.02.004.

2016

  1. Eriksen, Michael D. & Kniesner, Thomas J. & Rohlfs, Chris & Sullivan, Ryan, 2016, "Toward more general hedonic estimation: Clarifying the roles of alternative experimental designs with an application to a housing attribute," Regional Science and Urban Economics, Elsevier, volume 57, issue C, pages 54-62, DOI: 10.1016/j.regsciurbeco.2016.01.001.

2015

  1. Michael D. Eriksen & Amanda Ross, 2015, "Housing Vouchers and the Price of Rental Housing," American Economic Journal: Economic Policy, American Economic Association, volume 7, issue 3, pages 154-176, August.
  2. Eriksen, Michael D. & Greenhalgh-Stanley, Nadia & Engelhardt, Gary V., 2015, "Home safety, accessibility, and elderly health: Evidence from falls," Journal of Urban Economics, Elsevier, volume 87, issue C, pages 14-24, DOI: 10.1016/j.jue.2015.02.003.

2013

  1. Michael D. Eriksen & Amanda Ross, 2013, "The Impact of Housing Vouchers on Mobility and Neighborhood Attributes," Real Estate Economics, American Real Estate and Urban Economics Association, volume 41, issue 2, pages 255-277, June.
  2. Michael D. Eriksen & James B. Kau & Donald C. Keenan, 2013, "The Impact of Second Loans on Subprime Mortgage Defaults," Real Estate Economics, American Real Estate and Urban Economics Association, volume 41, issue 4, pages 858-886, December.

2012

  1. A. Adam Ding & Shaonan Tian & Yan Yu & Hui Guo, 2012, "A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction," Journal of the American Statistical Association, Taylor & Francis Journals, volume 107, issue 499, pages 990-1003, September, DOI: 10.1080/01621459.2012.682806.

2011

  1. Hui Guo & Xiaowen Jiang, 2011, "Accruals and the Conditional Equity Premium," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 49, issue 1, pages 187-221, March, DOI: 10.1111/j.1475-679X.2010.00393.x.
  2. Guo, Hui, 2011, "IPO First-Day Return and Ex Ante Equity Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 46, issue 3, pages 871-905, June.

2010

  1. Engelhardt, Gary V. & Eriksen, Michael D. & Gale, William G. & Mills, Gregory B., 2010, "What are the social benefits of homeownership? Experimental evidence for low-income households," Journal of Urban Economics, Elsevier, volume 67, issue 3, pages 249-258, May.
  2. Eriksen, Michael D. & Rosenthal, Stuart S., 2010, "Crowd out effects of place-based subsidized rental housing: New evidence from the LIHTC program," Journal of Public Economics, Elsevier, volume 94, issue 11-12, pages 953-966, December.
  3. Eriksen, Michael D., 2010, "Homeownership subsidies and the marriage decisions of low-income households," Regional Science and Urban Economics, Elsevier, volume 40, issue 6, pages 490-497, November.
  4. Guo, Hui & Savickas, Robert, 2010, "Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns," Journal of Banking & Finance, Elsevier, volume 34, issue 7, pages 1637-1649, July.

2009

  1. Eriksen, Michael D., 2009, "The market price of Low-Income Housing Tax Credits," Journal of Urban Economics, Elsevier, volume 66, issue 2, pages 141-149, September.
  2. Hui Guo, 2009, "Data Revisions And Out‐Of‐Sample Stock Return Predictability," Economic Inquiry, Western Economic Association International, volume 47, issue 1, pages 81-97, January, DOI: 10.1111/j.1465-7295.2008.00169.x.
  3. Guo, Hui & Savickas, Robert & Wang, Zijun & Yang, Jian, 2009, "Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 44, issue 1, pages 133-154, February.

2008

  1. Mills, Gregory & Gale, William G. & Patterson, Rhiannon & Engelhardt, Gary V. & Eriksen, Michael D. & Apostolov, Emil, 2008, "Effects of individual development accounts on asset purchases and saving behavior: Evidence from a controlled experiment," Journal of Public Economics, Elsevier, volume 92, issue 5-6, pages 1509-1530, June.
  2. Guo, Hui & Neely, Christopher J., 2008, "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Economics Letters, Elsevier, volume 99, issue 2, pages 371-374, May.
  3. Guo, Hui & Savickas, Robert, 2008, "Forecasting foreign exchange rates using idiosyncratic volatility," Journal of Banking & Finance, Elsevier, volume 32, issue 7, pages 1322-1332, July.
  4. Hui Guo & Robert Savickas, 2008, "Average Idiosyncratic Volatility in G7 Countries," The Review of Financial Studies, Society for Financial Studies, volume 21, issue 3, pages 1259-1296, May.
  5. Hui Guo & Christopher J. Neely & Jason Higbee, 2008, "Foreign Exchange Volatility Is Priced in Equities," Financial Management, Financial Management Association International, volume 37, issue 4, pages 769-790, December, DOI: 10.1111/j.1755-053X.2008.00034.x.

2007

  1. Hui Guo, 2007, "Stock market dispersion and unemployment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  2. Hui Guo, 2007, "Higher risk does bring higher returns in stock markets worldwide," International Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.

2006

  1. Hui Guo & Robert F. Whitelaw, 2006, "Uncovering the Risk–Return Relation in the Stock Market," Journal of Finance, American Finance Association, volume 61, issue 3, pages 1433-1463, June, DOI: 10.1111/j.1540-6261.2006.00877.x.
  2. Guo, Hui, 2006, "Time-varying risk premia and the cross section of stock returns," Journal of Banking & Finance, Elsevier, volume 30, issue 7, pages 2087-2107, July.
  3. Yang, Jian & Guo, Hui & Wang, Zijun, 2006, "International transmission of inflation among G-7 countries: A data-determined VAR analysis," Journal of Banking & Finance, Elsevier, volume 30, issue 10, pages 2681-2700, October.
  4. Hui Guo, 2006, "The Risk‐Return Relation in International Stock Markets," The Financial Review, Eastern Finance Association, volume 41, issue 4, pages 565-587, November, DOI: 10.1111/j.1540-6288.2006.00157.x.
  5. Hui Guo, 2006, "Are investors more risk-averse during recessions?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Oct.
  6. Guo, Hui & Savickas, Robert, 2006, "Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns," Journal of Business & Economic Statistics, American Statistical Association, volume 24, pages 43-56, January.
  7. Hui Guo, 2006, "On the Out-of-Sample Predictability of Stock Market Returns," The Journal of Business, University of Chicago Press, volume 79, issue 2, pages 645-670, March, DOI: 10.1086/499134.

2005

  1. Hui Guo & Kevin L. Kliesen, 2005, "Oil price volatility and U.S. macroeconomic activity," Review, Federal Reserve Bank of St. Louis, volume 87, issue Nov, pages 669-684.
  2. Hui Guo, 2005, "Foreign exchange rates are predictable!," National Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  3. Hui Guo & Kevin L. Kliesen, 2005, "Reading inflation expectations from CPI futures," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.

2004

  1. Guo, Hui, 2004, "Stock prices, firm size, and changes in the federal funds rate target," The Quarterly Review of Economics and Finance, Elsevier, volume 44, issue 4, pages 487-507, September.
  2. Hui Guo, 2004, "A rational pricing explanation for the failure of CAPM," Review, Federal Reserve Bank of St. Louis, volume 86, issue May, pages 23-34.
  3. Hui Guo, 2004, "Why do stock prices react to the Fed?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
  4. Hui Guo, 2004, "Volatile firms, stable economy," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.
  5. Guo, Hui, 2004, "Limited Stock Market Participation and Asset Prices in a Dynamic Economy," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 39, issue 3, pages 495-516, September.

2003

  1. Hui Guo, 2003, "The less volatile U.S. economy," National Economic Trends, Federal Reserve Bank of St. Louis, issue Oct.
  2. Hui Guo, 2003, "Does stock market volatility forecast returns?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Feb.

2002

  1. Hui Guo, 2002, "Stock market returns, volatility, and future output," Review, Federal Reserve Bank of St. Louis, volume 84, issue Sep, pages 75-86.
  2. Hui Guo, 2002, "Expected stock market returns and business investment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jul.
  3. Hui Guo, 2002, "Stock market volatility: reading the meter," Monetary Trends, Federal Reserve Bank of St. Louis, issue Mar.
  4. Hui Guo, 2002, "Why are stock market returns correlated with future economic activities?," Review, Federal Reserve Bank of St. Louis, volume 84, issue Mar., pages 19-34.

2001

  1. Hui Guo, 2001, "Stockholding is still highly concentrated," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun.
  2. Hui Guo, 2001, "A simple model of limited stock market participation," Review, Federal Reserve Bank of St. Louis, volume 83, issue May, pages 37-47.

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