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Content
December 2017, Volume 45, Issue 4
- 791-828 Real Estate Fund Openings and Cannibalization
by David H. Downs & Steffen P. Sebastian & René-Ojas Woltering - 829-860 Estimating the Value of Proximity to Water, When Ceteris Really Is Paribus
by Jan Rouwendal & Or Levkovich & Ramona Marwijk - 861-897 Anchoring under Currency Substitution: A Ratchet Price Mechanism in the Housing Market
by Danny Ben-Shahar & Roni Golan - 898-929 Mortgage Shoppers: How Much Do They Save?
by Sven Damen & Erik Buyst - 930-978 REIT Leverage and Return Performance: Keep Your Eye on the Target
by Emanuela Giacomini & David C. Ling & Andy Naranjo - 979-997 Why Are Foreclosures Contagious?
by Lingxiao Li
July 2017, Volume 45, Issue 3
- 521-590 Product Market Competition and Corporate Real Estate Investment under Demand Uncertainty
by Brent W. Ambrose & Moussa Diop & Jiro Yoshida - 591-627 Determinants of Differential Rent Changes: Mean Reversion versus the Usual Suspects
by Randal Verbrugge & Alan Dorfman & William Johnson & Fred Marsh III & Robert Poole & Owen Shoemaker - 628-649 On the Nature of Self-Assessed House Prices
by Morris A. Davis & Erwan Quintin - 650-678 Searching for Goldilocks: The Distance-Based Capitalization Effects of Local Public Services
by Trey Dronyk-Trosper - 679-712 Appraisers and Valuation Bias: An Empirical Analysis
by Konstantinos Tzioumis - 713-760 The Subsequent Market Value of Former REO Properties
by Jessica Rutherford & Ronald C. Rutherford & Elizabeth Strom & Lei Wedge - 761-784 Optimal Sharing of Interest-Rate Risk in Mortgage Contracts: The Effects of Potential Prepayment and Default
by Jan K. Brueckner & Kangoh Lee
April 2017, Volume 45, Issue 2
- 237-258 Assessment Inequity in a Declining Housing Market: The Case of Detroit
by Timothy R. Hodge & Daniel P. McMillen & Gary Sands & Mark Skidmore - 259-300 U.S. House Prices over the Last 30 Years: Bubbles, Regime Shifts and Market (In)Efficiency
by Rose Neng Lai & Robert Order - 301-339 The Economic Implications of House Price Capitalization: A Synthesis
by Christian A. L. Hilber - 340-375 Idiosyncratic Risk of House Prices: Evidence from 26 Million Home Sales
by Liang Peng & Thomas G. Thibodeau - 376-414 Financial Literacy, Broker–Borrower Interaction and Mortgage Default
by James N. Conklin - 415-451 Land, Structure and Depreciation
by Marc K. Francke & Alex M. Minne - 452-477 REIT Stock Price Volatility and the Effects of Leverage
by Yuichiro Kawaguchi & Jarjisu Sa-Aadu & James D. Shilling - 478-513 Price Expectations, Distressed Mortgage Markets and the Housing Wealth Effect
by Yvonne McCarthy & Kieran McQuinn
February 2017, Volume 45, Issue 1
- 7-27 The Economics of Style: Measuring the Price Effect of Neo-Traditional Architecture in Housing
by Edwin Buitelaar & Frans Schilder - 28-74 Why Mortgage Borrowers Persevere: An Explanation of First and Second Lien Performance Mismatch
by Paul S. Calem & Robert F. Sarama Jr. - 75-132 Another Take on Real Estate's Role in Mixed-Asset Portfolio Allocations
by Joseph L. Pagliari Jr. - 133-153 Short Sales and Price Discovery in the Hong Kong Real Estate Market
by Siu Kei Wong & Thomas C. C. Lai & Kuang Kuang Deng - 154-176 Heterogeneous Investor Sentiment and Institutional Real Estate Investments
by Julia Freybote & Philip A. Seagraves - 177-203 Hedging House Price Risk in China
by Jia He & Jing Wu & Haishi Li - 204-230 Do Liquidated Damages Clauses Affect Strategic Mortgage Default Morality? A Test of the Disjunctive Thesis
by Michael J. Seiler
October 2016, Volume 44, Issue 4
- 771-813 Mortgage Loan Characteristics, Unobserved Heterogeneity and the Performance of United Kingdom Securitized Subprime Loans
by Gauthier Lanot & David Leece - 814-845 Investor Confidence as a Determinant of China's Urban Housing Market Dynamics
by Siqi Zheng & Weizeng Sun & Matthew E. Kahn - 846-877 A Spatiotemporal Solution for the Simultaneous Sale Price and Time-on-the-Market Problem
by Jean Dubé & Diègo Legros - 878-917 Negative Externalities of Rail Noise and Housing Values: Evidence from the Cessation of Railway Operations in Singapore
by Mi Diao & Yu Qin & Tien Foo Sing - 918-967 Do Laws Influence the Cost of Real Estate Brokerage Services? A State Fixed Effects Approach
by Anupam Nanda & John M. Clapp & Katherine A. Pancak - 968-995 REIT Stock Market Volatility and Expected Returns
by Richard Chung & Scott Fung & James D. Shilling & Tammie X. Simmons–Mosley
July 2016, Volume 44, Issue 3
- 555-583 The Risk and Return of Commercial Real Estate: A Property Level Analysis
by Liang Peng - 584-605 –Nonrecourse Mortgage and Housing Price Boom, Bust, and Rebound
by Te Bao & Li Ding - 606-626 The Borrower's Perceived Risk in Mortgage Choice
by Dongshin Kim & Alan J. Ziobrowski - 627-657 Do Homeowners Mark to Market? A Comparison of Self-Reported and Estimated Market Home Values During the Housing Boom and Bust
by Sewin Chan & Samuel Dastrup & Ingrid Gould Ellen - 658-690 The Impact of the Home Valuation Code of Conduct on Appraisal and Mortgage Outcomes
by Lei Ding & Leonard Nakamura - 691-725 How Do Land Auction Formats Influence the Market Structure and Aggregate Surplus of Real Estate Development?
by Zhi Dong & Tien Foo Sing - 726-763 Do Conspicuous Consumers Pay Higher Housing Premiums? Spatial and Temporal Variation in the United States
by Kwan Ok Lee & Masaki Mori
April 2016, Volume 44, Issue 2
- 307-354 Is Timing Everything? Race, Homeownership and Net Worth in the Tumultuous 2000s
by Sandra J. Newman & C. Scott Holupka - 355-377 Down Payment Saving in the United States: Evidence from the Panel Study of Income Dynamics
by A. Talha Yalta - 378-410 Commercial Real Estate Rental Index: A Dynamic Panel Data Model Estimation
by Xudong An & Yongheng Deng & Jeffrey D. Fisher & Maggie Rong Hu - 411-461 The Disciplining Effect of Concern for Referrals: Evidence from Real Estate Agents
by Lan Shi & Christina Tapia - 462-489 Servicers and Mortgage-Backed Securities Default: Theory and Evidence
by Brent W. Ambrose & Anthony B. Sanders & Abdullah Yavas - 490-520 The Cap Rate Spread: A New Metric for Commercial Underwriting
by Philip A. Seagraves & Jonathan A. Wiley - 521-547 Corporate Real Estate Ownership and Productivity Uncertainty
by Daxuan Zhao & Tien Foo Sing
February 2016, Volume 44, Issue 1
- 7-40 The Long and the Short of Household Formation
by Andrew Paciorek - 41-86 Estimating Loan-to-Value Distributions
by Arthur Korteweg & Morten Sorensen - 87-154 How Subprime Borrowers and Mortgage Brokers Shared the Pie
by Antje Berndt & Burton Hollifield & Patrik Sandås - 155-197 Commuting with Lost Housing Services as the Opportunity Cost
by Joseph Williams - 198-235 Immigrants and Mortgage Delinquency
by Zhenguo Lin & Yingchun Liu & Jia Xie - 236-257 House Price Expectations: Unbiasedness and Efficiency of Forecasters
by Jing Zhang - 258-300 Wages, Housing Prices and Commutes
by Tom Mayock
November 2015, Volume 43, Issue 4
- 807-819 Introduction to Special Issue: Government Involvement in Residential Mortgage Markets
by W. Scott Frame - 820-854 Did Affordable Housing Legislation Contribute to the Subprime Securities Boom?
by Andra C. Ghent & Rubén Hernández-Murillo & Michael T. Owyang - 855-890 How Does the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates?
by Diana Hancock & Wayne Passmore - 891-915 The Subprime Virus
by Sumit Agarwal & Brent W. Ambrose & Yildiray Yildirim - 916-956 The Cost of Foreclosure Delay
by Larry Cordell & Liang Geng & Laurie S. Goodman & Lidan Yang - 957-992 Is the FHA Creating Sustainable Homeownership?
by Andrew Caplin & Anna Cororaton & Joseph Tracy - 993-1034 A Tale of Two Tensions: Balancing Access to Credit and Credit Risk in Mortgage Underwriting
by Marsha J. Courchane & Leonard C. Kiefer & Peter M. Zorn - 1035-1054 The Effect of Mortgage Payment Reduction on Default: Evidence from the Home Affordable Refinance Program
by Jun Zhu & Jared Janowiak & Lu Ji & Kadiri Karamon & Douglas McManus
September 2015, Volume 43, Issue 3
- 537-585 Correlation Dynamics and Determinants in International Securitized Real Estate Markets
by Kim Hiang Liow & Xiaoxia Zhou & Qing Ye - 586-608 The Impact of LEED Neighborhood Certification on Condo Prices
by Julia Freybote & Hua Sun & Xi Yang - 609-651 Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the United States and the Netherlands
by Paul E. Carrillo & Eric R. Wit & William Larson - 652-682 Hedonic Amenity Valuation and Housing Renovations
by Stephen B. Billings - 683-718 Foreclosure Discount: Definition and Dynamic Patterns
by Hanqing Zhou & Yuan Yuan & Christopher Lako & Michael Sklarz & Charles McKinney - 719-749 Information Externalities, Neighborhood Characteristics and Home Mortgage Pricing and Underwriting
by Ioan Voicu & Irina Paley & Andres E. Lopez & Irene Fang - 750-781 Home Ownership, Household Leverage and Hyperbolic Discounting
by Andra Ghent - 782-806 Do House Price Levels Anticipate Subsequent Price Changes within Metropolitan Areas?
by Nai Jia Lee & Tracey N. Seslen & William C. Wheaton
June 2015, Volume 43, Issue 2
- 271-299 Strategic Mortgage Default: The Effect of Neighborhood Factors
by Michael G. Bradley & Amy Crews Cutts & Wei Liu - 300-333 The Effects of Changes in Property Tax Rates and School Spending on Residential and Business Property Value Growth
by Sung Hoon Kang & Mark Skidmore & Laura Reese - 334-374 The Boom, the Bust and the Future of Homeownership
by Stuart A. Gabriel & Stuart S. Rosenthal - 375-402 The Role of Undisclosed Reserves in English Open Outcry Auctions
by Simon Stevenson & James Young - 403-431 House Prices and Rents: Microevidence from a Matched Data Set in Central London
by Philippe Bracke - 432-470 Auction versus Negotiated Sale: Evidence from Real Estate Sales
by Yuen Leng Chow & Isa E. Hafalir & Abdullah Yavas - 471-506 The Impact of a Multiple Listing Service
by Lingxiao Li & Abdullah Yavas - 507-536 Dual Agent Distortions in Real Estate Transactions
by Ken H. Johnson & Zhenguo Lin & Jia Xie
March 2015, Volume 43, Issue 1
- 1-7 Introduction to the Special Issue
by Brent W. Ambrose & Brad Case & Seow Eng Ong - 8-36 REIT and Commercial Real Estate Returns: A Postmortem of the Financial Crisis
by Libo Sun & Sheridan D. Titman & Garry J. Twite - 37-66 The Impact of Leveraged and Inverse ETFs on Underlying Real Estate Returns
by Qing Bai & Shaun A. Bond & Brian Hatch - 67-100 The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity
by Zeno Adams & Roland Füss & Felix Schindler - 101-138 Contagion Channels between Real Estate and Financial Markets
by Martin Hoesli & Kustrim Reka - 139-162 CEO Overconfidence, REIT Investment Activity and Performance
by Piet Eichholtz & Erkan Yönder - 163-208 Returns and Information Transmission Dynamics in Public and Private Real Estate Markets
by David C. Ling & Andy Naranjo - 209-240 A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics
by John Cotter & Richard Roll - 241-270 Macroeconomic Risk Factors and the Role of Mispriced Credit in the Returns from International Real Estate Securities
by Andrey Pavlov & Eva Steiner & Susan Wachter
December 2014, Volume 42, Issue 4
- 791-828 Percentage Rents with Agency
by Joseph Williams - 829-868 Demand Uncertainty, Development Timing and Leasehold Land Valuation: Empirical Testing of Real Options in Residential Real Estate Development
by Huimin Yao & Frederik Pretorius - 869-899 The Impact of the Taxpayer Relief Act of 1997 on Housing Turnover in the U.S. Single-Family Residential Market
by Andrea J. Heuson & Gary Painter - 900-937 The Effects of Property Tax Protests on the Assessment Uniformity of Residential Properties
by Elizabeth Plummer - 938-976 Bankruptcy Exemption, Home Equity and Mortgage Credit
by Qianqian Cao - 977-1007 Speculators and Price Overreaction in the Housing Market
by Yuming Fu & Wenlan Qian - 1008-1041 It Makes a Village: Residential Relocation after Charter School Admission
by Bartley R. Danielsen & David M. Harrison & Jing Zhao - 1042-1066 The Leveraged City
by Seung Dong You
September 2014, Volume 42, Issue 3
- 531-577 Investor Sentiment, Limits to Arbitrage and Private Market Returns
by David C. Ling & Andy Naranjo & Benjamin Scheick - 578-605 Debt Capacity of Real Estate Collateral
by Erasmo Giambona & Joseph Golec & Armin Schwienbacher - 606-626 Gross Lease Premiums
by Jonathan A. Wiley - 627-661 Government Policies, Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices
by Marius Ascheberg & Robert A. Jarrow & Holger Kraft & Yildiray Yildirim - 662-689 Inflation Protection from Homeownership: Long-Run Evidence, 1814–2008
by Dirk Brounen & Piet Eichholtz & Stefan Staetmans & Marcel Theebe - 690-723 Refinancing Trends among Lower Income and Minority Homeowners during the Housing Boom and Bust
by Ryan M. Goodstein - 724-755 The Government-Sponsored Enterprises and the Mortgage Crisis: The Role of the Affordable Housing Goals
by Valentin Bolotnyy - 756-790 Estimating the Excess Returns to Housing at a Disaggregated Level: An Application to Sydney 2003–2011
by Daniel Melser & Adrian D. Lee
June 2014, Volume 42, Issue 2
- 253-278 First-Price Sealed-Bid Tender versus English Open Auction: Evidence from Land Auctions
by Yuen Leng Chow & Joseph T.L. Ooi - 279-342 Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance
by Brad Case & Massimo Guidolin & Yildiray Yildirim - 343-362 Securitization, Risk-Taking and the Option to Change Strategy
by Rose Neng Lai & Robert Order - 363-421 Mortgage Brokers, Origination Fees, Price Transparency and Competition
by Brent W. Ambrose & James N. Conklin - 422-456 Housing Regulation, Externalities and Residential Property Prices
by Henry J. Munneke & C.F. Sirmans & Barrett A. Slade & Geoffrey K. Turnbull - 457-471 Are Adjustable-Rate Mortgage Borrowers Borrowing Constrained?
by Kathleen W. Johnson & Geng Li - 472-496 The Influence of Fannie and Freddie on Mortgage Loan Terms
by Alex Kaufman - 497-529 The Dynamics of Appraisal Smoothing
by Youngha Cho & Soosung Hwang & Yong-ki Lee
March 2014, Volume 42, Issue 1
- 1-32 Bidding Wars for Houses
by Lu Han & William C. Strange - 33-70 Elective Stock Dividends and REITs: Evidence from the Financial Crisis
by Erik Devos & Andrew Spieler & Desmond Tsang - 71-108 On the Price Comovement of U.S. Residential Real Estate Markets
by Jarl G. Kallberg & Crocker H. Liu & Paolo Pasquariello - 109-152 Housing Tenure Transitions of Older Households: What is the Role of Child Proximity?
by Kwan Ok Lee & Gary Painter - 153-189 The Role of Home Equity Lending in the Recent Mortgage Crisis
by Michael LaCour-Little & Wei Yu & Libo Sun - 190-222 Real Estate Mutual Funds: Herding, Momentum Trading and Performance
by SeungHan Ro & Paul Gallimore - 223-251 Estimating the Effect of Crime Risk on Property Values and Time on Market: Evidence from Megan's Law in Virginia
by Scott Wentland & Bennie Waller & Raymond Brastow
December 2013, Volume 41, Issue 4
- 709-746 The Foreclosure–House Price Nexus: A Panel VAR Model for U.S. States, 1981–2009
by Charles W. Calomiris & Stanley D. Longhofer & William R. Miles - 747-792 Foreclosure's Wake: The Credit Experiences of Individuals Following Foreclosure
by Kenneth P. Brevoort & Cheryl R. Cooper - 793-813 Supply Elasticity and the Housing Cycle of the 2000s
by Thomas Davidoff - 814-857 Why Do REIT Returns Poorly Reflect Property Returns? Unrealizable Appreciation Gains due to Trading Constraints as the Solution to the Short-Term Disparity
by Tobias Mühlhofer - 858-886 The Impact of Second Loans on Subprime Mortgage Defaults
by Michael D. Eriksen & James B. Kau & Donald C. Keenan - 887-924 Is Selection Bias Inherent in Housing Transactions? An Equilibrium Approach
by Anna Chernobai & Ekaterina Chernobai - 925-957 Pricing Relocation–Redevelopment Projects for City Expansion: The Case in China
by Jiajin Chen & Rose N. Lai - 958-985 Unobservable Risks in Mortgage Contract Choice
by Bo Liu & Tien Foo Sing
September 2013, Volume 41, Issue 3
- 449-480 Evidence and Implications of Regime Shifts: Time-Varying Effects of the United States and Japanese Economies on House Prices in Hawaii
by John Krainer & James A. Wilcox - 481-516 Short Sales and Fundamental Value: Explaining the REIT Premium to NAV
by Dirk Brounen & David C. Ling & Melissa Porras Prado - 517-541 Robust Repeat Sales Indexes
by Steven C. Bourassa & Eva Cantoni & Martin Hoesli - 542-568 A Closer Look at the U.S. Housing Market: Modeling Relationships among Regions
by Nafeesa Yunus & Peggy E. Swanson - 569-599 Risk Segmentation of American Homes: Evidence from Denver
by Liang Peng & Thomas Thibodeau - 600-631 The Gender Gap in Real Estate Sales: Negotiation Skill or Agent Selection?
by Philip Seagraves & Paul Gallimore - 632-662 REIT Asset Sales: Opportunistic Versus Liquidation
by Jonathan A. Wiley - 663-708 Long-Term Growth in Housing Prices and Stock Returns
by Henock Louis & Amy X. Sun
June 2013, Volume 41, Issue 2
- 225-254 The Postforeclosure Experience of U.S. Households
by Raven Molloy & Hui Shan - 255-277 The Impact of Housing Vouchers on Mobility and Neighborhood Attributes
by Michael D. Eriksen & Amanda Ross - 278-309 Real Estate Prices During the Roaring Twenties and the Great Depression
by Tom Nicholas & Anna Scherbina - 310-346 To Sell or Not to Sell: Measuring the Heat of the Housing Market
by Paul E. Carrillo - 347-383 Optimal Selling Mechanism, Auction Discounts and Time on Market
by Quan Gan - 384-417 Why Do Sellers Hold Out in the Housing Market? An Option-Based Explanation
by Wenlan Qian - 418-447 State Intervention in Local Land Use Decision Making: The Case of Massachusetts
by Lynn M. Fisher
March 2013, Volume 41, Issue 1
- 1-28 Does Government Investment in Local Public Goods Spur Gentrification? Evidence from Beijing
by Siqi Zheng & Matthew E. Kahn - 29-64 Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets
by Bing Zhu & Roland Füss & Nico B. Rottke - 65-101 Value versus Growth International Real Estate Investment
by Kwame Addae-Dapaah & James R. Webb & David Kim Hin Ho & Kim Hiang Liow - 103-129 Flooding and Liquidity on the Bayou: The Capitalization of Flood Risk into House Value and Ease-of-Sale
by Geoffrey K. Turnbull & Velma Zahirovic-Herbert & Chris Mothorpe - 131-163 Financing Residential Development with Special Districts
by Stephen B. Billings & Thomas G. Thibodeau - 165-191 The Effect of Appeals on Assessment Ratio Distributions: Some Nonparametric Approaches
by Daniel P. McMillen - 193-224 Prepayment Penalty as a Screening Mechanism for Default and Prepayment Risks
by Xun Bian & Abdullah Yavas
December 2012, Volume 40, Issue 4
- 637-661 Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns
by Shaun A. Bond & Soosung Hwang & Gianluca Marcato - 662-707 Origination Channel, Prepayment Penalties and Default
by Morgan J. Rose - 708-742 Fixed Come Hell or High Water? Selection and Prepayment of Fixed-Rate Mortgages Outside the United States
by Toby Daglish & Nimesh Patel - 743-771 Repeat Sales as a Matching Estimator
by Daniel P. McMillen - 772-804 Unsmoothing Real Estate Returns: A Regime-Switching Approach
by Colin Lizieri & Stephen Satchell & Warapong Wongwachara - 805-837 House Search Duration in Hot and Cold Residential Markets
by Ekaterina Chernobai & Tarique Hossain - 838-855 Buy High, Sell Low: Corporate Investors in the Office Market
by Jonathan A. Wiley
September 2012, Volume 40, Issue 3
- 387-421 REIT Dividend Policies and Dividend Announcement Effects During the 2008–2009 Liquidity Crisis
by Brad Case & William G. Hardin III & Zhonghua Wu - 422-460 Concentration and Market Structure in Local Real Estate Markets
by Jason Beck & Frank Scott & Aaron Yelowitz - 461-507 U.S. Monetary Policy Surprises and Mortgage Rates
by Pisun Xu & Yufeng Han & Jian Yang - 508-535 Discount Brokerage in Residential Real Estate Markets
by Ronald Rutherford & Abdullah Yavas - 536-565 The Adjustable Balance Mortgage: Reducing the Value of the Put
by Brent W. Ambrose & Richard J. Buttimer Jr. - 566-602 The Effects of Homeownership on Children's Outcomes: Real Effects or Self-Selection?
by Scott Holupka & Sandra J. Newman - 603-636 Asset Characteristics and Boom and Bust Periods: An Experimental Study
by Nuriddin Ikromov & Abdullah Yavas
June 2012, Volume 40, Issue 2
- 197-216 Hedonic Models with Redevelopment Options under Uncertainty
by John M. Clapp & Jyh-Bang Jou & Tan (Charlene) Lee - 217-247 Lessons from Over 30 Years of Buy versus Rent Decisions: Is the American Dream Always Wise?
by Eli Beracha & Ken H. Johnson - 249-283 The Information Content of REIT Short Interest: Investment Focus and Heterogeneous Beliefs
by Honghui Chen & David H. Downs & Gary A. Patterson - 285-316 Can Bank Lines of Credit Protect REITs against a Credit Crisis?
by Joseph T.L. Ooi & Woei-Chyuan Wong & Seow-Eng Ong - 317-350 A Regime-Switching Approach to Modeling Rental Prices of U.K. Real Estate Sectors
by Roland Füss & Michael Stein & Joachim Zietz - 351-386 Are Investors the Bad Guys? Tenure and Neighborhood Stability in Chelsea, Massachusetts
by Lynn M. Fisher & Lauren Lambie-Hanson
March 2012, Volume 40, Issue 1
- 1-22 Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default?
by Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Anthony B. Sanders - 23-63 Parameter Stability and the Valuation of Mortgages and Mortgage‐Backed Securities
by Michael LaCour‐Little & Yun W. Park & Richard K. Green - 65-95 Real Estate in a Mixed‐Asset Portfolio: The Role of the Investment Horizon
by Christian Rehring - 97-129 Co‐movements and Correlations Across Asian Securitized Real Estate and Stock Markets
by Kim Hiang Liow - 131-166 Repeat‐Sales Indexes: Estimation without Assuming that Errors in Asset Returns Are Independently Distributed
by Kathryn Graddy & Jonathan Hamilton & Rachel Pownall - 167-195 Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis
by Yi Jin & Charles K.Y. Leung & Zhixiong Zeng
December 2012, Volume 40
- 1-7 Introduction to the James Berkovec Memorial Issue
by Stuart A. Gabriel & Frank E. Nothaft - 8-31 Alternative Lending Channels and the Crisis in U.S. Housing Markets
by Jim Berkovec & Yan Chang & Douglas A. McManus - 32-64 The HAMP NPV Model: Development and Early Performance
by Steve Holden & Austin Kelly & Douglas McManus & Therese Scharlemann & Ryan Singer & John D. Worth - 65-114 Does Credit Scoring Produce a Disparate Impact?
by Robert B. Avery & Kenneth P. Brevoort & Glenn Canner - 115-158 Differential Access to and Pricing of Home Mortgages: 2004 through 2009
by Marsha J. Courchane & Peter M. Zorn - 159-198 Mortgage Default and Prepayment Risks among Moderate- and Low-Income Households
by Roberto G. Quercia & Anthony Pennington-Cross & Chao Yue Tian - 199-233 Fear, Shame and Guilt: Economic and Behavioral Motivations for Strategic Default
by Michael J. Seiler & Vicky L. Seiler & Mark A. Lane & David M. Harrison - 234-272 Optimal Pricing Strategy in the Case of Price Dispersion: New Evidence from the Tokyo Housing Market
by Yongheng Deng & Stuart A. Gabriel & Kiyohiko G. Nishimura & Diehang (Della) Zheng
December 2011, Volume 39, Issue 4
- 601-634 An Examination of REIT Dividend Payout Policy
by Walter I. Boudry - 635-670 Loss Aversion and Anchoring in Commercial Real Estate Pricing: Empirical Evidence and Price Index Implications
by Sheharyar Bokhari & David Geltner - 671-700 Residential Mortgage Credit Derivatives
by Jefferson Duarte & Douglas A. McManus - 701-741 Return and Volatility Transmission in U.S. Housing Markets
by Hong Miao & Sanjay Ramchander & Marc W. Simpson - 743-768 Reversing the Trend: The Recent Expansion of the Reverse Mortgage Market
by Hui Shan
September 2011, Volume 39, Issue 3
- 409-428 Performance of Pairs Trading Strategy in the U.S. REIT Market
by Masaki Mori & Alan J. Ziobrowski - 429-454 Corporate Transparency and Firm Growth: Evidence from Real Estate Investment Trusts
by Heng An & Douglas O. Cook & Leonard V. Zumpano - 455-486 Can Fund Managers Select Outperforming REITs? Examining Fund Holdings and Trades
by Gjergji Cici & Jack Corgel & Scott Gibson - 487-505 The Wealth Effects of Property Acquisitions: Evidence from Japanese and Singaporean REITs
by Joseph T.L. Ooi & Seow‐Eng Ong & Poh‐Har Neo - 507-546 Incentive Compensation and the Likelihood of Termination: Theory and Evidence from Real Estate Organizations
by Greg Hallman & Jay C. Hartzell & Christopher A. Parsons - 547-600 Market Conditions and Housing Choices: A Comparison of Homeownership Across Three Decades
by Thomas P. Boehm & Alan M. Schlottmann
June 2011, Volume 39, Issue 2
- 185-219 The Walkability Premium in Commercial Real Estate Investments
by Gary Pivo & Jeffrey D. Fisher - 221-250 Do Tax Increment Finance Districts Stimulate Growth in Real Estate Values?
by David F. Merriman & Mark L. Skidmore & Russ D. Kashian - 251-275 Is There a Link Between Money Illusion and Homeowners’ Expectations of Housing Prices?
by Lucy F. Ackert & Bryan K. Church & Narayanan Jayaraman - 277-311 Integrating Illiquid Assets into the Portfolio Decision Process
by Paul M Anglin & Yanmin Gao - 313-344 Explaining Asset Mispricing Using the Resale Option and Inflation Illusion
by Darren K. Hayunga & Peter P. Lung - 345-378 The Economic Impact of Anticipated House Price Changes—Evidence from Home Sales
by Norman G. Miller & Liang Peng & Michael A. Sklarz