Printed from https://ideas.repec.org/s/kap/jrefec.html
Content
July 2021, Volume 63, Issue 1
- 1-39 The Role of Target Termination Fees in REIT Mergers
by Sridhar Gogineni & Pawan Jain - 40-81 The Effect of Legal Environment and Regulatory Structure on Performance: Cross-Country Evidence from REITs
by Chinmoy Ghosh & Milena Petrova - 82-121 Trade-offs between Asset Location and Proximity to Home: Evidence from REIT Property Sell-offs
by Chongyu Wang & Tingyu Zhou - 122-142 Did Real Estate Professionals Anticipate the 2007-2008 Financial Crisis? Evidence from Insider Trading in the REITs
by Jianfu Shen & Eddie C.M. Hui & Kwokyuen Fan - 143-160 On the Consequences of the Discontinuation of the Eleventh District Cost of Funds Index
by Jerry Nickelsburg & William Yu
May 2021, Volume 62, Issue 4
- 481-507 Urbanity, Financial Crisis and the Timing of Homebuying Decisions by Young Households
by Dongshin Kim & Youngme Seo & Julia Freybote - 508-547 Geographic Heterogeneity in Housing Market Risk and Portfolio Choice
by Tong-yob Nam - 548-577 Does Proximity to School Still Matter Once Access to Your Preferred School Zone Has Already Been Secured?
by Yi Huang & Sandy Dall’erba - 578-628 Are Housing Wealth Effects Asymmetric in Booms and Busts?
by Mairead Roiste & Apostolos Fasianos & Robert Kirkby & Fang Yao - 629-664 The Effect of Bilingual Education on Housing Price-a Case Study of Bilingual School Conversion
by Kang Mo Koo & Jerry Liang - 665-690 Managerial Skill and European PERE Fund Performance
by Maiia Sleptcova & Heidi Falkenbach
April 2021, Volume 62, Issue 3
- 319-341 Announcement Effects: Taxation of Housing Capital Gains in Seoul
by Patric H. Hendershott & Kyung-Hwan Kim & Jin Man Lee & James D. Shilling - 342-369 Retirement, Unretirement, and Housing Wealth during the Great Recession
by Lingxiao Zhao & Gregory Burge - 370-401 Life Cycles and Gender in Residential Mobility Decisions
by Jun Nagayasu - 402-422 Why Are Small and Medium Multifamily Properties So Inexpensive?
by Brian Y. An & Raphael W. Bostic & Andrew Jakabovics & Anthony W. Orlando & Seva Rodnyansky - 423-454 Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw
by Min Qi & Harald Scheule & Yan Zhang - 455-480 Distress Risk and Stock Returns on Equity REITs
by Jianfu Shen
February 2021, Volume 62, Issue 2
- 165-186 Price Discovery Limits in the Credit Default Swap Market in the Financial Crisis
by Andrey Pavlov & Eduardo Schwartz & Susan Wachter - 187-219 Sub-National PPPs Based on House and Real Income Disparity across China: a Distinctive Spatial Deflator
by Menggen Chen - 220-241 What Drives the Premium for Energy-Efficient Apartments – Green Awareness or Purchasing Power?
by Carolin Pommeranz & Bertram I. Steininger - 242-257 Gone with the Wind: Declines in Property Values as Harmful Algal Blooms Are Blown Towards the Shore
by Andrew Bechard - 258-282 The Road to Higher Prices: Will Improved Road Standards Lead to Higher Housing Prices?
by Theis Theisen & Anne Wenche Emblem - 283-317 High-Frequency Volatility Forecasting of US Housing Markets
by Mawuli Segnon & Rangan Gupta & Keagile Lesame & Mark E. Wohar
January 2021, Volume 62, Issue 1
- 1-24 Spatial Dependence in Subprime Mortgage Defaults
by Andréas Heinen & James B. Kau & Donald C. Keenan & Mi Lim Kim - 25-47 House Price Expectations, Labour Market Developments and the House Price to Rent Ratio: A User Cost of Capital Approach
by Kieran McQuinn & Teresa Monteiro & Conor O’Toole - 48-80 Specialization and Institutional Investors’ Performance – Evidence from Publicly Traded Real Estate
by Eli Beracha & George D. Cashman & Hilla Skiba - 81-107 What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data
by Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar - 108-138 Economies of Scale and the Operating Efficiency of REITs: A Revisit
by Michael J. Highfield & Lily Shen & Thomas M. Springer - 139-163 Real Estate Dictionaries Across Space and Time
by Adam D. Nowak & Bradley S. Price & Patrick S. Smith - 164-164 Correction to: How Low Can House Prices Go? Estimating a Conservative Lower Bound
by Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner
November 2020, Volume 61, Issue 4
- 549-575 Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default
by Andrew Linn & Ronan C. Lyons - 576-606 The Chicken and Egg Problem: Obesity and the Urban Monocentric Model
by Yuval Arbel & Chaim Fialkoff & Amichai Kerner - 607-670 The Housing Cycle: What Role for Mortgage Market Development and Housing Finance?
by Luca Agnello & Vitor Castro & Ricardo M. Sousa - 671-697 Global Cities and Local Housing Market Cycles
by Alessandra Canepa & Emilio Zanetti Chini & Huthaifa Alqaralleh - 698-729 Are Government Owned Investment Funds Created Equal? Evidence from Sovereign Wealth Fund Real Estate Acquisitions
by Peng Liu & Nathan Mauck & S. McKay Price - 730-731 Correction to: Appraisal Accuracy and Automated Valuation Models in Rural Areas
by Alexander N. Bogin & Jessica Shui - 732-733 Correction to: Local House Price Paths: Accelerations, Declines, and Recoveries
by Alexander N. Bogin & William M. Doerner & William D. Larson
October 2020, Volume 61, Issue 3
- 313-315 2016–2017 Real Estate Finance & Investment Symposium
by Joseph T.L. Ooi & Thies Lindenthal & David C. Ling - 316-368 Corporate Diversification and the Cost of Debt
by Irem Demirci & Piet Eichholtz & Erkan Yönder - 369-407 Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study
by Martin Hoesli & Stanimira Milcheva & Alex Moss - 408-442 Investors’ Limited Attention: Evidence from REITs
by Honghui Chen & David M. Harrison & Mahsa Khoshnoud - 443-475 The Pricing of Spatial Linkages in Companies’ Underlying Assets
by Bing Zhu & Stanimira Milcheva - 476-504 Reputation, Information, and Herding in Credit Ratings: Evidence from CMBS
by Xudong An & Larry Cordell & Joseph B. Nichols - 505-547 A Tale of Two Countries: Comparing the US and Chinese Housing Markets
by Rose Neng Lai & Robert A. Van Order
August 2020, Volume 61, Issue 2
- 151-182 Achieving Effective Mortgage Modifications: The Importance of Household Characteristics
by Thomas P. Boehm & Alan M. Schlottmann - 183-207 Combining Property Price Predictions from Repeat Sales and Spatially Enhanced Hedonic Regressions
by Are Oust & Simen N. Hansen & Tobias R. Pettrem - 208-246 Liquidity Constraints, Home Equity and Residential Mortgage Losses
by Hung Xuan Do & Daniel Rösch & Harald Scheule - 247-274 Active Management in Real Estate Mutual Funds
by Viktoriya Lantushenko & Edward Nelling - 275-287 The Impact of Density Rezoning in a Small College Town
by Russ Kashian & Ronald Tittle & Summer Cliff - 288-312 A Microeconomic Model for the Decision of Reverse Mortgage Borrowers to Sell their House Early and its Application on the Estimation of Termination Rates
by Shu Ling Chiang & Ming Shann Tsai
June 2020, Volume 61, Issue 1
- 1-38 Competition and Appraisal Inflation
by James Conklin & N. Edward Coulson & Moussa Diop & Thao Le - 39-54 Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada
by Mobeen Ur Rehman & Sajid Ali & Syed Jawad Hussain Shahzad - 55-79 Housing Market Response to New Flood Risk Information and the Impact on Poor Tenant
by Donggyu Yi & Hyundo Choi - 80-114 The Discount to NAV of Distressed Open-End Real Estate Funds
by Sebastian Schnejdar & Michael Heinrich & René-Ojas Woltering & Steffen Sebastian - 115-128 Paying for a Name? Comparing the Performance of Franchised Real Estate Brokerage Firms
by Stephen L. Locke - 129-149 The Continuing Overreaction in the REIT Market
by Ming-Yu Liu & Chiuling Lu
May 2020, Volume 60, Issue 4
- 421-468 Mortgage Risk Premiums during the Housing Bubble
by Adam J. Levitin & Desen Lin & Susan M. Wachter - 469-513 Detecting Bubbles in the US and UK Real Estate Markets
by Frank J. Fabozzi & Iason Kynigakis & Ekaterini Panopoulou & Radu S. Tunaru - 514-553 Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models
by Alex Minne & Marc Francke & David Geltner & Robert White - 554-586 Interest Rates and Investment: Evidence from Commercial Real Estate
by Liang Peng & Thomas G. Thibodeau - 587-610 The Impact of Exogenous Shocks on House Prices: the Case of the Volkswagen Emissions Scandal
by Heiko Kirchhain & Jan Mutl & Joachim Zietz
April 2020, Volume 60, Issue 3
- 239-269 Mortgage Pricing Implications of Prepayment: Separating Pecuniary and Non-pecuniary Prepayment
by Lu Fang - 270-307 Fannie Mae and Freddie Mac: Risk-Taking and the Option to Change Strategy
by Jason Thomas & Robert Order - 308-337 The Wealth Effects of REIT Property Acquisitions and Dispositions: the Creditors’ Perspective
by Qing Li & David C. Ling & Masaki Mori & Seow Eng Ong - 338-374 The Impact of Default and Foreclosure on Housing Values: Rings Vs. Neighborhoods Approach
by Ying Huang & Ronald W. Spahr & Mark A. Sunderman - 375-395 Underwriting Limits and Optimal Leverage in Commercial Real Estate
by Leo Cremer - 396-419 Urban Land: Price Indices, Performance, and Leading Indicators
by Mark Fitzgerald & David J. Hansen & Will McIntosh & Barrett A. Slade
February 2020, Volume 60, Issue 1
- 1-2 New Perspectives on Real Estate Valuation
by Jeffrey P. Cohen & Michael LaCour-Little - 3-39 Assumable Financing Redux: A New Challenge for Appraisal?
by Michael LaCour-Little & Zhenguo Lin & Wei Yu - 40-52 Appraisal Accuracy and Automated Valuation Models in Rural Areas
by Alexander N. Bogin & Jessica Shui - 53-76 Properties that Sell at or above Listing Price: Strategic Pricing, Better Broker or Just Dumb Luck?
by Velma Zahirovic-Herbert & Bennie D. Waller & Geoffrey K. Turnbull - 77-98 Contract Price Confirmation Bias: Evidence from Repeat Appraisals
by Michael D. Eriksen & Hamilton B. Fout & Mark Palim & Eric Rosenblatt - 99-110 Beyond the Cap Rate: Valuation of Multifamily Properties
by Jun Li & Xiaoli Liang - 111-133 Valuing Curb Appeal
by Erik B Johnson & Alan Tidwell & Sriram V Villupuram - 134-154 Time-Geographically Weighted Regressions and Residential Property Value Assessment
by Jeffrey P. Cohen & Cletus C. Coughlin & Jeffrey Zabel - 155-169 Assessment Regressivity and Property Taxation
by Daniel McMillen & Ruchi Singh - 170-180 Examining the Information Content of Residuals from Hedonic and Spatial Models Using Trees and Forests
by R. Kelley Pace & Darren Hayunga - 181-204 Energy Efficiency Information and Valuation Practices in Rental Housing
by Andrea Chegut & Piet Eichholtz & Rogier Holtermans & Juan Palacios - 205-237 The Effect of Fair Value Method Adoption: Evidence from Real Estate Firms in the EU
by Chinmoy Ghosh & Mingwei Liang & Milena T Petrova
November 2019, Volume 59, Issue 4
- 515-548 Risk and Performance of Mutual Funds’ Securitized Mortgage Investments
by Brent W. Ambrose & Moussa Diop & Walter D’Lima & Mark Thibodeau - 549-588 An Unintended Consequence of Mortgage Financing Regulation – a Racial Disparity
by James B. Kau & Lu Fang & Henry J. Munneke - 589-616 Evaluation of Mortgage Default Characteristics Using Fannie Mae’s Loan Performance Data
by Samit Ahlawat - 617-648 Listing Agent Signals: Does a Picture Paint a Thousand Words?
by Kimberly F. Luchtenberg & Michael J. Seiler & Hua Sun - 649-672 A Farewell to ARMs or Ever Changing Market Segments?
by Bing Chen & Frank P. Stafford - 673-697 Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach
by Bilgi Yilmaz & A. Sevtap Selcuk-Kestel
October 2019, Volume 59, Issue 3
- 329-371 Energy Factors, Leasing Structure and the Market Price of Office Buildings in the U.S
by Dwight Jaffee & Richard Stanton & Nancy Wallace - 372-390 Commercial Real Estate Market Property Level Capital Expenditures: An Options Analysis
by Shaun A. Bond & James D. Shilling & Charles H. Wurtzebach - 391-418 How Big of a Lemons Market is the Secondary Market for Private Equity Real Estate Limited Partnerships?
by David Barker & Kiat Ying Seah & James D. Shilling - 419-460 Rent Premiums and Vertical Sorting in Amsterdam’s Multi-Tenant Office Buildings
by Ilir Nase & Nick van Assendelft & Hilde Remøy - 461-489 The Optimal Selling Strategy of Residential Real Estate
by Jia Xie - 490-513 Only the Best? Exploring Cross-Border Investor Preferences in US Gateway Cities
by Steven Devaney & David Scofield & Fangchen Zhang
August 2019, Volume 59, Issue 2
- 148-165 Are REIT Investors Overly Optimistic after Equity Offerings?: Evidence from Analyst Forecast Errors
by Elizabeth Devos & Erik Devos & Seow Eng Ong & Andrew C. Spieler - 166-208 The Impact of Geographic and Cultural Dispersion on Information Opacity
by George D. Cashman & David M. Harrison & Michael J. Seiler & Hainan Sheng - 209-232 What Motivates a Developer to Sell before Completion?
by L. Li & K. W. Chau - 233-271 Land acquisition outcome, developer risk attitude and land development timing
by Zan Yang & Shuping Wu - 272-294 Herding Behavior among Residential Developers
by SeungHan Ro & Paul Gallimore & Sherwood Clements & Gang-Zhi Fan - 295-328 On the Determinants of REIT Capital Structure: Evidence from around the World
by Yunus Yasin Dogan & Chinmoy Ghosh & Milena Petrova
July 2019, Volume 59, Issue 1
- 1-26 Social Interaction and Urban Location Decisions
by Zackary B. Hawley & Geoffrey K. Turnbull - 27-55 Caste, Faith, Gender: Determinants of Homeownership in Urban India
by Prashant Das & N. Edward Coulson & Alan Ziobrowski - 56-89 The Importance of Originator-Servicer Affiliation in Loan Renegotiation
by James N. Conklin & Moussa Diop & Thao Le & Walter D’Lima - 90-110 Information Asymmetry and REIT Capital Market Access
by Elizabeth Devos & Erik Devos & Seow Eng Ong & Andrew C. Spieler - 111-146 Residential Real Estate, Risk, Return and Diversification: Some Empirical Evidence
by Daniel Melser & Robert J. Hill
May 2019, Volume 58, Issue 4
- 517-543 Testing for Price Anomalies in Sequential Sales
by Henry J. Munneke & Joseph T. L. Ooi & C. F. Sirmans & Geoffrey K. Turnbull - 544-566 Borrower Risk and Housing Price Appreciation
by Darren K. Hayunga & R. Kelley Pace & Shuang Zhu - 567-595 Affordable Housing and the Socioeconomic Integration of Elementary Schools
by Keith Ihlanfeldt & Tom Mayock - 596-637 How Effective are Policy Interventions in a Spatially-Embedded International Real Estate Market?
by Kun Duan & Tapas Mishra & Mamata Parhi & Simon Wolfe - 638-655 Are all Homeowners Willing to Pay for Better Schools? ─ Evidence from a Finite Mixture Model Approach
by Jee W. Hwang & Chun Kuang & Okmyung Bin - 656-674 Flood Hazards Impact on Neighborhood House Prices
by Lei Zhang & Tammy Leonard
April 2019, Volume 58, Issue 3
- 335-365 The Impact of TOM on Prices in the US Housing Market
by Darren K. Hayunga & R. Kelley Pace - 366-407 Sample Selection Approaches to Estimating and Allocating House Transaction Funding Price Differentials
by Andres Jauregui & Alan Tidwell & Vivek Sah - 408-437 REIT Operational Efficiency: Performance, Risk, and Return
by Eli Beracha & Zifeng Feng & William G. Hardin - 438-456 Housing “Beta”: Common Risk Factor in Returns of Stocks
by Vishaal Baulkaran & Pawan Jain & Mark Sunderman - 457-488 On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data
by Tim Meyer - 489-516 What We Should Know About House Reconstruction Costs?
by Marcel-Cristian Voia & Thi Hong Thinh Doan
February 2019, Volume 58, Issue 2
- 159-200 Impact of Foreclosure Laws on Mortgage Loan Supply and Performance
by Daxuan Zhao & Yonglin Wang & Tien Foo Sing - 201-222 Local House Price Paths: Accelerations, Declines, and Recoveries
by Alexander N. Bogin & William M. Doerner & William D. Larson - 223-263 Spatial Dependence in the Residential Canadian Housing Market
by Yuan Zhang & Yiguo Sun & Thanasis Stengos - 264-289 Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis
by Nafeesa Yunus - 290-309 Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis
by Kyriaki Begiazi & Paraskevi Katsiampa - 310-333 Do Local Property Taxes Affect New Building Development? Results from a Quasi-Natural Experiment in New Zealand
by Norman Gemmell & Arthur Grimes & Mark Skidmore
January 2019, Volume 58, Issue 1
- 1-20 Political Risk Affects Real Estate Markets
by Sam Monfared & Andrey Pavlov - 21-50 Information Entropy-Based Housing Spatiotemporal Dependence
by Jin Zhao - 51-79 New Evidence on Housing Wealth and Consumption Channels
by Bing Zhu & Lingxiao Li & David H. Downs & Steffen Sebastian - 80-110 Land Values: Size Matters
by Terrence M. Clauretie & Herman Li - 111-132 Does Joint Bidding Reduce Competition? Evidence from Hong Kong Land Auctions
by Jianfu Shen & Frederik Pretorius & Xin Li - 133-157 How Big are the Ambiguity-Based Premiums on Mortgage Insurances?
by Chang-Chih Chen & Chia-Chien Chang
November 2018, Volume 57, Issue 4
- 535-565 Strategic Sequential Bidding for Government Land Auction Sales – Evidence from Singapore
by Sumit Agarwal & Jing Li & Ernie Teo & Alan Cheong - 566-591 The Impact of Hurricane Mitigation Features and Inspection Information on House Prices
by Dean Gatzlaff & Kathleen McCullough & Lorilee Medders & Charles M. Nyce - 592-617 Distortions in Real Estate Transactions with Out-of-State Participants
by Cynthia Holmes & Jia Xie - 618-646 What Causes the Positive Price-Turnover Correlation in European Housing Markets?
by Martijn I. Dröes & Marc K. Francke - 647-676 Characteristics of Mortgage Terminations: an Analysis of a Loan-Level Dataset
by Hyeongjun Kim & Hoon Cho & Doojin Ryu - 677-701 Testing the Dividend Discount Model in Housing Markets: the Role of Risk
by Ge Bao & Guoliang Feng
October 2018, Volume 57, Issue 3
- 315-350 Political Connections and Corporate Borrowing: an Analysis on the Listed Real Estate Firms in China
by Zan Yang & Ying Fan & Song Shi & Jing Liao - 351-366 Separating the Age Effect from a Repeat Sales Index: Land and Structure Decomposition
by Siu Kei Wong & K. W. Chau & K. Karato & C. Shimizu - 367-399 Demystifying the Management Structure Puzzle: an Empirical Investigation into the Drivers of REIT Internalization
by Kevin Hon Sheng Yap & Seow Eng Ong & Wee Yong Yeo - 400-430 On the Earnings and Price Momentum Strategies: Evidence from European Real Estate Firms
by Jochem J. Bron & Chinmoy Ghosh & Milena Petrova - 431-475 What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach
by Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse - 476-501 System Dynamics Modeling of Chinese Urban Housing Markets for Pedagogical and Policy Analysis Purposes
by Xin Zhang & David Geltner & Richard Neufville - 502-533 House Price and co-Residence with Older Parents: Evidence from China
by Daichun Yi & Xiaoying Deng & Gang-Zhi Fan & Seow Eng Ong
August 2018, Volume 57, Issue 2
- 167-191 Uncertain School Quality and House Prices: Theory and Empirical Evidence
by Geoffrey K. Turnbull & Velma Zahirovic-Herbert & Minrong Zheng - 192-230 Spatial Dependence, Idiosyncratic Risk, and the Valuation of Disaggregated Housing Data
by Prodosh Simlai - 231-245 The Asymmetric Conditional Beta-Return Relations of REITs
by John L. Glascock & Ran Lu-Andrews - 246-263 Price Signals and Uncertainty in Commercial Real Estate Transactions
by Matthew Cypher & S. McKay Price & Spenser Robinson & Michael J. Seiler - 264-296 Pricing Extreme Attributes in Commercial Real Estate: the Case of Hotel Transactions
by Prashant Das & Patrick Smith & Paul Gallimore - 297-313 MLS Information Sharing Intensity and Housing Market Outcomes
by Marcus T. Allen & William H. Dare & Lingxiao Li
July 2018, Volume 57, Issue 1
- 1-3 The 2015 Maastricht-NUS-MIT International Real Estate Finance & Economics Symposium: Editors’ Introduction to the Special Issue
by Piet Eichholtz & David Geltner & Seow Eng Ong - 4-42 Fundamental Drivers of Dependence in REIT Returns
by Jamie Alcock & Eva Steiner - 43-63 Depreciation-Related Capital Gains, Differential Tax Rates, and the Market Value of Real Estate Investment Trusts
by Dan W. French & S. McKay Price - 64-86 Good Growth, Bad Growth: How Effective are REITs’ Corporate Watchdogs?
by Ruoran Xu & Joseph T. L. Ooi - 87-113 Real Estate Risk, Corporate Investment and Financing Choice
by Xiaoying Deng & Seow Eng Ong & Meijun Qian - 114-151 Search Costs, Behavioral Biases, and Information Intermediary Effects
by David C. Ling & Andy Naranjo & Milena T. Petrova - 152-166 Monocentric Cyberspace: The Primary Market for Internet Domain Names
by Thies Lindenthal
May 2018, Volume 56, Issue 4
- 525-545 Sealed-Bid Auctions and Fixed Price Sales: Seller Choice in Housing Markets
by Stephen Buschbom & Carolyn Dehring & Neil Dunse & Henry Munneke - 546-566 When Bubble Meets Bubble: Contagion in OECD Countries
by Jose Eduardo Gomez-Gonzalez & Juliana Gamboa-Arbeláez & Jorge Hirs-Garzón & Andrés Pinchao-Rosero - 567-586 Is there really any Contagion among Major Equity and Securitized Real Estate Markets? Analysis from a New Perspective
by Eddie C. M. Hui & Ka Kwan Kevin Chan - 587-621 Stabilising House Prices: the Role of Housing Futures Trading
by Arzu Uluc - 622-652 Impact of Investors in Distressed Housing Markets
by Marcus T. Allen & Jessica Rutherford & Ronald Rutherford & Abdullah Yavas - 653-676 Wireless Towers and Home Values: An Alternative Valuation Approach Using a Spatial Econometric Analysis
by Ermanno Affuso & J. Reid Cummings & Huubinh Le
April 2018, Volume 56, Issue 3
- 325-351 Urban Economic Openness and IPO Underpricing
by Gianluca Marcato & Stanimira Milcheva & Chen Zheng - 352-385 Institutions and Capital Structure: The Case of Chinese Property Firms
by Kuang Kuang Deng & Siu Kei Wong & Kwong Wing Chau - 386-409 Home-Purchase Limits and Housing Prices: Evidence from China
by Shijun Jia & Yourong Wang & Gang-Zhi Fan - 410-442 Real Earnings Management, Liquidity Risk and REITs SEO Dynamics
by Xiaoying Deng & Seow Eng Ong - 443-471 Land Auctions with Budget Constraints
by Jianfu Shen & Frederik Pretorius & K. W. Chau - 472-499 A Reexamination of Housing Price and Household Consumption in China: The Dual Role of Housing Consumption and Housing Investment
by Zan Yang & Ying Fan & Liqing Zhao - 500-523 The Anatomy of Public and Private Real Estate Return Premia
by Tim A. Kroencke & Felix Schindler & Bertram I. Steininger
February 2018, Volume 56, Issue 2
- 163-182 Why Sellers Avoid Auctions: Theory and Evidence
by Peyman Khezr - 183-216 Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis
by Jamie Alcock & Petra Andrlikova - 217-251 “Cure” Effects and Mortgage Default: A Split Population Survival Time Model
by Bo Liu & Tien Foo Sing - 252-273 Real Estate Market Segmentation: Hotels as Exemplar
by Eli Beracha & William G. Hardin & Hilla Maaria Skiba - 274-302 Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S
by John L. Glascock & Wikrom Prombutr & Ying Zhang & Tingyu Zhou - 303-324 House Age, Price and Rent: Implications from Land-Structure Decomposition
by Yangfei Xu & Qinghua Zhang & Siqi Zheng & Guozhong Zhu
January 2018, Volume 56, Issue 1
- 1-32 The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties
by Brent Ambrose & Michael Shafer & Yildiray Yildirim - 33-75 Sales Concessions in the US Housing Market
by Darren K. Hayunga - 76-100 Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates
by Santiago Carbó-Valverde & Sergio Mayordomo & Francisco Rodríguez-Fernández - 101-139 Cash and Distressed House Sales Price Discounts: Dual Sample Selection Spatial Interdependence Approaches
by Alan Tidwell & Andres Jauregui & Vivek Sah & Andrew Narwold - 140-158 Testing Calendar Effects of International Equity and Real Estate Markets
by Eddie C. M. Hui & Ka Kwan Kevin Chan - 159-161 Erratum to: Testing Calendar Effects of International Equity and Real Estate Markets
by Eddie C. M. Hui & Ka Kwan Kevin Chan
November 2017, Volume 55, Issue 4
- 395-415 What Drives Housing Markets: Fundamentals or Bubbles?
by Renhe Liu & Eddie Chi-man Hui & Jiaqi Lv & Yi Chen - 416-434 The Short Sale Stigma
by Kimberly R. Goodwin & Ken H. Johnson - 435-456 Under the Lender’s Looking Glass
by Mariya Letdin - 457-475 Refinance and Mortgage Default: A Regression Discontinuity Analysis of HARP’s Impact on Default Rates
by Kadiri Karamon & Douglas McManus & Jun Zhu - 476-510 Mortgage Payment Problem Development and Recovery: A Joint Probability Model Approach
by Thomas P. Boehm & Alan M. Schlottmann - 511-532 The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices
by Marc K. Francke & Alex Minne
October 2017, Volume 55, Issue 3
- 265-287 Sponsor Ownership in Asian REITs
by Cheng Keat Tang & Masaki Mori - 288-312 The Housing Market Effects of Local Home Purchase Restrictions: Evidence from Beijing
by Weizeng Sun & Siqi Zheng & David M. Geltner & Rui Wang - 313-344 A Relook into the Impact of Divestitures in the Presence of Agency Conflicts: Evidence from Property Subsidiary Sell-Offs in China
by Ruoran Xu & Yuen Leng Chow & Joseph T.L. Ooi - 345-369 Inflation Illusion, Expertise and Commercial Real Estate
by William G. Hardin & Xiaoquan Jiang & Zhonghua Wu - 370-394 REITs, Growth Options and Beta
by Dogan Tirtiroglu & Thu Ha Nguyen & Ercan Tirtiroglu & Tan Cheng Wee
August 2017, Volume 55, Issue 2
- 135-154 Using Option Market Liquidity to Predict REIT Leverage Changes
by Paul Borochin & John L. Glascock & Ran Lu-Andrews & Jie Yang - 155-184 List Prices in the US Housing Market
by Darren K. Hayunga & R. Kelley Pace - 185-215 The Effect of Listing Price Changes on the Selling Price of Single-Family Residential Homes
by Bruce L. Gordon & Daniel T. Winkler - 216-241 The Issuer-pays Business Model and Competitive Rating Market: Rating Network Structure
by Xiaoyang Zhuo & Guangli Xu & Yongjin Wang - 242-263 A Lattice Framework with Smooth Convergence for Pricing Real Estate Derivatives with Stochastic Interest Rate
by Dong Zou & Pu Gong
July 2017, Volume 55, Issue 1
- 1-31 From Origination to Renegotiation: A Comparison of Portfolio and Securitized Commercial Real Estate Loans
by Lamont Black & John Krainer & Joseph Nichols - 32-64 Information Asymmetry and Organizational Structure: Evidence from REITs
by Yongheng Deng & Maggie (Rong) Hu & Anand Srinivasan - 65-105 Commonality in Liquidity and Real Estate Securities
by Martin Hoesli & Anjeza Kadilli & Kustrim Reka - 106-133 The Impact of Capital Expenditures on Property Performance in Commercial Real Estate
by Chinmoy Ghosh & Milena T. Petrova
May 2017, Volume 54, Issue 4
- 459-481 Institutional Property-Type Herding in Real Estate Investment Trusts
by Viktoriya Lantushenko & Edward Nelling - 482-514 Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices
by Geoffrey M. Ngene & Daniel P. Sohn & M. Kabir Hassan