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The Journal of Real Estate Finance and Economics
Current editor: Steven R. Grenadier
Current editor: James B. Kau
Current editor: C.F. Sirmans
Additional information is available for the following
registered editor(s): James B. Kau
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Series handle: repec:kap:jrefec
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2015, Volume 50, Issue 2
- 151-180 Competition, Auctions & Negotiations in REIT Takeovers
by J. Mulherin & Kiplan Womack - 181-206 Governance, Conference Calls and CEO Compensation
by S. Price & Jesus Salas & C. Sirmans - 207-218 Housing Markets with Foreign Buyers
by Chi-Chur Chao & Eden Yu - 219-241 How Do Density Ceiling Controls Affect Housing Prices and Urban Boundaries?
by Jyh-Bang Jou & Tan (Charlene) Lee - 242-269 Does Planning Matter? Effects on Land Markets
by Wenjie Wu & Guanpeng Dong & Bing Wang - 270-287 Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach
by Hyung-Gun Kim & Kwong-Chin Hung & Sung Park
2015, Volume 50, Issue 1
- 1-33 Real Estate Agents, House Prices, and Liquidity
by Henry Munneke & Joseph Ooi & C. Sirmans & Geoffrey Turnbull - 34-51 Determinants of Mortgage Interest Rates: Treasuries versus Swaps
by C. Sirmans & Stanley Smith & G. Sirmans - 52-73 Does Time-on-Market Measurement Matter?
by Justin Benefield & William Hardin - 74-112 Financial Literacy, Risk Aversion and Choice of Mortgage Type by Households
by Ruben Cox & Dirk Brounen & Peter Neuteboom - 113-128 Regional House Price Segmentation and Convergence in the US: A New Approach
by William Miles - 129-149 Nonlocal Office Investors: Anchored by their Markets and Impaired by their Distance
by Yu Liu & Paul Gallimore & Jonathan Wiley
2014, Volume 49, Issue 4
- 451-453 Maastricht-NUS-MIT Conference 2011 and 2012 Introduction to the Special Issue
by Piet Eichholtz - 454-476 Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts
by Erik Devos & Thomas McInish & Michael McKenzie & James Upson - 477-523 Myths and Facts about the Alleged Over-Pricing of U.S. Real Estate
by Massimo Guidolin & Francesco Ravazzolo & Andrea Tortora - 524-550 Do Investor Demand and Market Timing Affect Convertible Debt Issuance Decisions by REITs?
by Masaki Mori & Joseph Ooi & Woei Wong - 551-567 IPO Location as a Quality Signal: The Case of Chinese Developers
by S. Wong & Q. Wei & K. Chau - 568-597 Bidding Heterogeneity, Signaling Effect and its Implications on House Seller’s Pricing Strategy
by Hua Sun & Seow Ong - 598-620 Modeling Spatially Interdependent Mortgage Decisions
by Shuang Zhu & R. Pace - 621-653 Mimetic Herding Behavior and the Decision to Strategically Default
by Michael Seiler & Mark Lane & David Harrison - 654-689 Short-Term Buyers and Housing Market Dynamics
by Robert Edelstein & Wenlan Qian
2014, Volume 49, Issue 3
- 303-328 State Foreclosure Laws and Mortgage Origination in the Subprime
by Quinn Curtis - 329-351 The Effect of Down Payment Assistance on Mortgage Choice
by Bree Lang & Ellen Hurst - 352-378 Identifying the Effect of Securitization on Foreclosure and Modification Rates Using Early Payment Defaults
by Manuel Adelino & Kristopher Gerardi & Paul Willen - 379-412 Performance Chasing, Fund Flows and Fund Size in Real Estate Mutual Funds
by Wen-Hsiu Chou & William Hardin - 413-433 Operating Expenses and the Rent Premium of Energy Star and LEED Certified Buildings in the Central and Eastern U.S
by Alexander Reichardt - 434-450 Seller Over-Pricing and Listing Contract Length: The Effects of Endogenous Listing Contracts on Housing Markets
by Randy Anderson & Raymond Brastow & Geoffrey Turnbull & Bennie Waller
2014, Volume 49, Issue 2
- 165-184 Are There Rational Bubbles in REITs? New Evidence from a Complex Systems Approach
by Maximilian Brauers & Matthias Thomas & Joachim Zietz - 185-204 The Dependency of Rent-to-Price Ratio on Appreciation Expectations: An Empirical Approach
by Mustafa Hattapoglu & Indrit Hoxha - 205-236 Illiquidity Risk in Non-Listed Funds: Evidence from REIT Fund Exits and Redemption Suspensions
by Jonathan Wiley - 237-255 The Effect of Listing Price Strategy on Transaction Selling Prices
by Eli Beracha & Michael Seiler - 256-276 Financial Crisis and Credit Crunch in the Housing Market
by F. Wang & Ting Zhang - 277-302 The Valuation Impact on Distressed Residential Transactions: Anatomy of a Housing Price Bubble
by Ramya Aroul & J. Hansz
2014, Volume 49, Issue 1
- 1-22 Property Rights and Urban Development: Initial Title Quality Matters Even When it No Longer Matters
by Ignacio Navarro & Geoffrey Turnbull - 23-46 An Examination of Macroeconomic Effects on the Liquidity of REITs
by John Glascock & Ran Lu-Andrews - 47-72 The Economic Effects of Legal Restrictions on High-Cost Mortgages
by Jevgenijs Steinbuks & Gregory Elliehausen - 73-90 Institutional Ownership and the Dynamics of Trading Volume around FFO Announcements
by Frank Gyamfi-Yeboah & Alan Ziobrowski & Philip Seagraves - 91-115 Calendar Effects and Real Estate Securities
by E. Hui & J. Wright & S. Yam - 116-164 Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
by Daniele Bianchi & Massimo Guidolin
2014, Volume 48, Issue 4
- 561-588 First Mortgages, Second Mortgages, and Their Default
by James Kau & Donald Keenan & Constantine Lyubimov - 589-610 Inclusionary Housing Policies, Stigma Effects and Strategic Production Decisions
by W. Hughen & Dustin Read - 611-659 The Determinants of International Commercial Real Estate Investment
by Karsten Lieser & Alexander Groh - 660-708 Agency Cost, Dividend Policy and Growth: The Special Case of REITs
by Chinmoy Ghosh & Le Sun - 709-753 Optimal Mortgage Contract Choice Decision in the Presence of Pay Option Adjustable Rate Mortgage and the Balloon Mortgage
by Yao-Min Chiang & Jarjisu Sa-Aadu - 754-788 Renting versus Owning and the Role of Human Capital: Evidence from Germany
by Rainer Schulz & Martin Wersing & Axel Werwatz
2014, Volume 48, Issue 3
- 397-397 Asia Pacific Real Estate Research Symposium 2011
by Seow Ong - 398-414 Real Estate Valuation and Cross-Boundary Air Pollution Externalities: Evidence from Chinese Cities
by Siqi Zheng & Jing Cao & Matthew Kahn & Cong Sun - 415-440 Tracking the Evolution of Idiosyncratic Risk and Cross-Sectional Expected Returns for US REITs
by Nusret Cakici & Isil Erol & Dogan Tirtiroglu - 441-466 Developer Heterogeneity and Competitive Land Bidding
by Zhi Dong & Tien Sing - 467-491 Risk Attitude and Housing Wealth Effect
by Wen-Chi Liao & Daxuan Zhao & Tien Sing - 492-521 Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry
by Ming Pu & Gang-Zhi Fan & Yongheng Deng - 522-545 House Price Index Construction in the Nascent Housing Market: The Case of China
by Jing Wu & Yongheng Deng & Hongyu Liu - 546-560 Externalities of Urban Renewal: A Real Option Perspective
by K. Chau & S. Wong
2014, Volume 48, Issue 2
- 221-243 Wealth, Composition, Housing, Income and Consumption
by Sheng Guo & William Hardin - 244-255 The Value of Homes in Cluster Development Residential Districts: The Relative Significance of the Permanent Open Spaces Associated with Clusters
by Paul Asabere - 256-270 The Effect of Perceived Lender Characteristics and Market Conditions on Strategic Mortgage Defaults
by Michael Seiler - 271-298 Advisor Choice in Asia-Pacific Property Markets
by George Cashman & David Harrison & Michael Seiler - 299-322 Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures
by Chyi Lee & Simon Stevenson & Ming-Long Lee - 323-341 Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks
by Yu Ren & Yufei Yuan - 342-379 Pathways After Default: What Happens to Distressed Mortgage Borrowers and Their Homes?
by Sewin Chan & Claudia Sharygin & Vicki Been & Andrew Haughwout - 380-396 Do Buyer Incentives Work for Houses during a Real Estate Downturn?
by Kenneth Soyeh & Jonathan Wiley & Ken Johnson
2014, Volume 48, Issue 1
- 1-15 Using Housing Futures in Mortgage Research
by Shuang Zhu & R. Pace & Walter Morales - 16-56 Expansions and Contractions of Major US Shopping Centers
by John Clapp & Katsiaryna Bardos & Tingyu Zhou - 57-78 Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status
by Jamie Alcock & Eva Steiner & Kelvin Tan - 79-111 Genetics, Homeownership, and Home Location Choice
by Henrik Cronqvist & Florian Münkel & Stephan Siegel - 112-131 Historic District Influence on House Prices and Marketing Duration
by Velma Zahirovic-Herbert & Karen Gibler - 132-163 Persistence and Predictability in UK House Price Movements
by Felix Schindler - 164-195 Is Dual Agency in Real Estate a Cause for Concern?
by Vrinda Kadiyali & Jeffrey Prince & Daniel Simon - 196-219 Cyclical Determinants of Brokerage Commission Rates
by Jonathan Wiley & Justin Benefield & Marcus Allen
2013, Volume 47, Issue 4
- 583-587 Introduction to the Special Issue
by Wayne Archer & David Ling & Andy Naranjo - 588-616 The London Commercial Property Price Index
by Andrea Chegut & Piet Eichholtz & Paulo Rodrigues - 617-639 On Indexing Commercial Real Estate Properties and Portfolios
by Walter Boudry & N. Coulson & Jarl Kallberg & Crocker Liu - 640-658 Transaction Frequency and Commercial Property
by Peter Chinloy & William Hardin & Zhonghua Wu - 659-687 Modeling Space Market Dynamics: An Illustration Using Panel Data for US Retail
by Patric Hendershott & Maarten Jennen & Bryan MacGregor - 688-718 Who Says there is a High Consensus Among Analysts when Market Uncertainty is High? Some New Evidence from the Commercial Real Estate Market
by James Shilling & C. Sirmans & Barrett Slade - 719-759 Are REIT IPOs Unique? The Global Evidence
by Su Chan & Jiajin Chen & Ko Wang - 760-786 List Price Information in the Negotiation of Commercial Real Estate Transactions: Is Silence Golden?
by Dean Gatzlaff & Peng Liu - 787-813 Local Traits and Securitized Commercial Mortgage Default
by Xudong An & Yongheng Deng & Joseph Nichols & Anthony Sanders
2013, Volume 47, Issue 3
- 391-415 Effects of Bankruptcy Exemptions and Foreclosure Laws on Mortgage Default and Foreclosure Rates
by Chintal Desai & Gregory Elliehausen & Jevgenijs Steinbuks - 416-433 Agent Change and Seller Bargaining Power: A Case of Principal Agent Problem in the Housing Market
by Nasser Daneshvary & Terrence Clauretie - 434-465 Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence
by Jamie Alcock & John Glascock & Eva Steiner - 466-488 A Group Utility Maximizer Mechanism for Land Assembly
by Usha Sridhar & Sridhar Mandyam - 489-505 Gulf Views: Toward a Better Understanding of Viewshed Scope in Hedonic Property Models
by Paul Hindsley & Stuart Hamilton & O. Morgan - 506-537 Rushing to Overpay: Modeling and Measuring the REIT Premium
by S. Akin & Val Lambson & Grant McQueen & Brennan Platt & Barrett Slade & Justin Wood - 538-563 What is the Relationship Between REIT Governance and Earnings Management?
by Paul Anglin & Robert Edelstein & Yanmin Gao & Desmond Tsang - 564-581 REIT Momentum and Characteristic-Related REIT Returns
by Paul Goebel & David Harrison & Jeffrey Mercer & Ryan Whitby
2013, Volume 47, Issue 2
- 197-226 Renegade Asset Markets
by Peter Chinloy & Jonathan Wiley - 227-242 Measuring Price Behavior in New Residential Subdivisions
by Harris Hollans & Richard Martin & Henry Munneke - 243-265 Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles
by Marcel Arsenault & Jim Clayton & Liang Peng - 266-288 REIT Institutional Ownership Dynamics and the Financial Crisis
by Erik Devos & Seow-Eng Ong & Andrew Spieler & Desmond Tsang - 289-309 Findings from a Cross-Sectional Housing Risk-Factor Model
by Eli Beracha & Hilla Skiba - 310-340 Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?
by Liang Peng & Rainer Schulz - 341-369 Spatial and Temporal Dependence in House Price Prediction
by Xiaolong Liu - 370-390 Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets?
by Kim Liow & Wei Chen
2013, Volume 47, Issue 1
- 1-35 Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets
by Martin Hoesli & Kustrim Reka - 36-64 Testing for Fraud in the Residential Mortgage Market: How Much Did Early-Payment-Defaults Overpay for Housing?
by Paul Carrillo - 65-82 Do Alternative Real Estate Investment Vehicles Add Value to REITs? Evidence from German Open-ended Property Funds
by Denis Schweizer & Lars Haß & Lutz Johanning & Bernd Rudolph - 83-108 An Empirical Investigation of Herding Behavior in the U.S. REIT Market
by Jian Zhou & Randy Anderson - 109-122 Pet Policy and Housing Prices: Evidence from the Condominium Market
by Zhenguo Lin & Marcus Allen & Charles Carter - 123-151 Does Inflation Illusion Explain the Relation between REITs and Inflation?
by Gwangheon Hong & Bong Lee - 152-168 Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market
by Andrianos Tsekrekos & George Kanoutos - 169-195 Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model
by Takafumi Kato
2013, Volume 46, Issue 4
- 565-567 Special Issue Introduction
by K. Chau & Seow Ong & Hongyu Liu & Richard Green - 568-595 The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence
by Gang-Zhi Fan & Zsuzsa Huszár & Weina Zhang - 596-608 Trading Volume-Induced Spatial Autocorrelation in Real Estate Prices
by S. Wong & C. Yiu & K. Chau - 609-632 Commercial Mortgage Workout Strategy and Conditional Default Probability: Evidence from Special Serviced CMBS Loans
by Jun Chen & Yongheng Deng - 633-663 On The Operating Performance of REITs Following Seasoned Equity Offerings: Anomaly Revisited
by Chinmoy Ghosh & Scott Roark & C. Sirmans - 664-684 Corporate Governance and Performance of Externally Managed Singapore Reits
by Patrick Lecomte & Joseph Ooi
2013, Volume 46, Issue 3
- 379-396 Deriving Optimal Portfolios for Hedging Housing Risk
by Cristian Voicu & Michael Seiler - 397-423 The Inventory-Sales Ratio and Homebuilder Return Predictability
by Peter Chinloy & Zhonghua Wu - 424-436 Risk and Structural Instability in US House Prices
by Michail Karoglou & Bruce Morley & Dennis Thomas - 437-451 Monetary Policy and the Housing Bubble
by John McDonald & Houston Stokes - 452-479 The Role of People’s Expectation in the Recent US Housing Boom and Bust
by MeiChi Huang - 480-515 A Top-Down Approach for Asset-Backed Securities: A Consistent Way of Managing Prepayment, Default and Interest Rate Risks
by Jean-David Fermanian - 516-542 A Time Series Analysis of U.K. Construction and Real Estate Indices
by Jorge Belaire-Franch & Kwaku Opong - 543-563 Historic Preservation: Preserving Value?
by Martin Heintzelman & Jason Altieri - 564-564 Erratum to: Historic Preservation: Preserving Value?
by Martin Heintzelman & Jason Altieri
2013, Volume 46, Issue 2
- 203-206 Introduction to the Special Issue
by Piet Eichholtz & David Geltner & Seow-Eng Ong - 207-207 Erratum to: Introduction to the Special Issue
by Piet Eichholtz & David Geltner & Seow-Eng Ong - 208-231 What Determined the Great Cap Rate Compression of 2000–2007, and the Dramatic Reversal During the 2008–2009 Financial Crisis?
by Serguei Chervachidze & William Wheaton - 232-259 Commercial Property Rent Dynamics in U.S. Metropolitan Areas: An Examination of Office, Industrial, Flex and Retail Space
by Maria Ibanez & Anthony Pennington-Cross - 260-281 Estimating Transaction-Based Price Indices of Local Commercial Real Estate Markets Using Public Assessment Data
by Dean Gatzlaff & Cynthia Holmes - 282-298 Commercial Real Estate, Information Production and Market Activity
by David Downs & Z. Güner - 299-320 Sponsor Backing in Asian REIT IPOs
by Woei-Chyuan Wong & Seow-Eng Ong & Joseph Ooi - 321-338 Foreclosure of Securitized Commercial Mortgages—A Model of the Special Servicer
by Peng Liu & Daniel Quan - 339-354 Exploring the Foreclosure Contagion Effect Using Agent-Based Modeling
by Marshall Gangel & Michael Seiler & Andrew Collins - 355-378 Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option
by Wayne Archer & Brent Smith
2013, Volume 46, Issue 1
- 1-23 Are Commercial Mortgage Defaults Affected by Tax Considerations?
by Hoon Cho & Brian Ciochetti & James Shilling - 24-43 REIT Going Private Decisions
by James Brau & J. Carpenter & Mauricio Rodriguez & C. Sirmans - 44-90 Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices
by Felix Schindler - 91-114 Dividends, Values and Agency Costs in REITs
by Wen-Hsiu Chou & William Hardin & Matthew Hill & G. Kelly - 115-130 Another Look at Effects of “Adults-Only” Age Restrictions on Housing Prices
by Charles Carter & Zhenguo Lin & Marcus Allen & William Haloupek - 131-151 Fair Lending Analysis of Mortgage Pricing: Does Underwriting Matter?
by Yan Zhang - 152-192 Time Variation in Diversification Benefits of Commodity, REITs, and TIPS
by Jing-zhi Huang & Zhaodong Zhong - 193-202 Distortions Resulting from Residential Land Use Controls in Metropolitan Areas
by Brian Jansen & Edwin Mills
2012, Volume 45, Issue 4
- 829-845 National Transaction-based Land Price Indices
by C. Sirmans & Barrett Slade - 846-868 Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market
by Chia-Chien Chang & Wei-Yi Huang & So-De Shyu - 869-887 The Impact of the Sarbanes-Oxley Act on the Structure of REIT Boards of Directors
by Magdy Noguera - 888-918 Optimal Phasing and Inventory Decisions for Large-Scale Residential Development Projects
by Steven Ott & W. Hughen & Dustin Read - 919-938 Government Interference and the Efficiency of the Land Market in China
by Liang Peng & Thomas Thibodeau - 939-964 Subprime Loan Default Resolutions: Do They Vary Across Mortgage Products and Borrower Demographic Groups?
by Ioan Voicu & Marilyn Jacob & Kristopher Rengert & Irene Fang - 965-981 The Effects of Estate Sales of Residential Real Estate on Price and Marketing Time
by Justin Benefield & Ronald Rutherford & Marcus Allen - 982-1004 Real Estate Brokers and Commission: Theory and Calibrations
by Oz Shy - 1005-1020 The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model
by I-Chun Tsai & Cheng-Feng Lee & Ming-Chu Chiang - 1021-1040 Dynamic Interactions Between Private and Public Real Estate Markets: Some International Evidence
by Nafeesa Yunus & J. Hansz & Paul Kennedy - 1041-1061 Efficiency and Incentives in Residential Brokerage
by Raymond Brastow & Thomas Springer & Bennie Waller - 1062-1087 Multiscale Analysis of International Linkages of REIT Returns and Volatilities
by Jian Zhou
2012, Volume 45, Issue 3
- 545-568 Model Stability and the Subprime Mortgage Crisis
by Xudong An & Yongheng Deng & Eric Rosenblatt & Vincent Yao - 569-587 Risk versus Demographics in Subprime Mortgage Lending: Evidence from Three Connecticut Cities
by Sara DeLoughy - 588-603 Liquidity and the Future Stock Returns of the REIT Industry
by Ming-Chi Chen & Chin-Yu Wang & So-De Shyu - 604-621 Assessing the Residential Property Tax Revenue Impact of a Shopping Center
by Tun-Hsiang Yu & Seong-Hoon Cho & Seung Kim - 622-644 Reits’ Price Reaction to Unexpected FFO Announcements
by Frank Gyamfi-Yeboah & Alan Ziobrowski & Lisa Lambert - 645-677 The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate
by Youngha Cho & Soosung Hwang & Steve Satchell - 678-704 Information Asymmetry and Corporate Liquidity Management: Evidence from Real Estate Investment Trusts
by Heng An & William Hardin & Zhonghua Wu - 705-722 How Much Extra Premium Does a Loss-averse Owner-occupied Home Buyer Pay for His House?
by Mao-wei Hung & Leh-chyan So - 723-753 Skyscraper Height
by Jason Barr - 754-773 Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd?
by Christian Pierdzioch & Jan-Christoph Rülke & Georg Stadtmann - 774-803 Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps
by Colin Lizieri & Gianluca Marcato & Paul Ogden & Andrew Baum - 804-827 Repeat Sales Regression on Heterogeneous Properties
by Liang Peng
2012, Volume 45, Issue 2
- 289-304 Racial Discrimination and Mortgage Lending
by James Kau & Donald Keenan & Henry Munneke - 305-325 Delegating Eminent Domain Powers to Private Firms: Land Use and Efficiency Implications
by Geoffrey Turnbull - 326-346 Frothy Housing Markets and Local Stock-Price Movements
by Christopher Anderson & Eli Beracha - 347-363 Spatial Variation in the Determinants of House Prices and Apartment Rents in China
by Dean Hanink & Robert Cromley & Avraham Ebenstein - 364-382 Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance
by Ming-Chi Chen & Chi-Lu Peng & So-De Shyu & Jhih-Hong Zeng - 383-401 Market Value of REIT Liquidity
by Matthew Hill & G. Kelly & William Hardin - 402-434 Earnings Conference Call Content and Stock Price: The Case of REITs
by James Doran & David Peterson & S. Price - 435-449 Dividend Size, Yield, Clienteles and REITs
by William Hardin & Gow-Cheng Huang & Kartono Liano - 450-470 Financial Opacity and Firm Performance: The Readability of REIT Annual Reports
by Stephen Dempsey & David Harrison & Kimberly Luchtenberg & Michael Seiler - 471-490 Minimum Service Requirements, Limited Brokers and Menuing of Services
by Kimberly Goodwin & Ken Johnson & Leonard Zumpano - 491-521 Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets
by Jian Yang & Yinggang Zhou & Wai Leung - 522-543 Estimating Real Estate Price Movements for High Frequency Tradable Indexes in a Scarce Data Environment
by Sheharyar Bokhari & David Geltner
2012, Volume 45, Issue 1
- 1-2 Special Issue Introduction
by Richard Green & K. Chau & Hongyu Liu & Seow Ong - 3-29 Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
by Gang-Zhi Fan & Ming Pu & Seow Ong - 30-48 The Market for Real Estate Presales: A Theoretical Approach
by Robert Edelstein & Peng Liu & Fang Wu - 49-62 Liquidity and Information Asymmetry in the Real Estate Market
by Siu Wong & C. Yiu & K. Chau - 63-87 Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks under the Recourse Loan System
by Miki Seko & Kazuto Sumita & Michio Naoi - 88-109 The Impact of Property Condition Disclosure Laws on Housing Prices: Evidence from an Event Study Using Propensity Scores
by Anupam Nanda & Stephen Ross - 110-127 Default Clustering Risks in Commercial Mortgage-Backed Securities
by Gang-Zhi Fan & Tien Sing & Seow Ong - 128-151 Tail Dependence in International Real Estate Securities Markets
by Jian Zhou & Yanmin Gao - 152-170 Extreme Risk Measures for International REIT Markets
by Jian Zhou & Randy Anderson - 171-211 Institutional Investors and Firm Efficiency of Real Estate Investment Trusts
by Richard Chung & Scott Fung & Szu-Yin Hung - 212-237 Home Price Risk, Local Market Shocks, and Index Hedging
by DeForest McDuff - 238-261 GSE Activity and Mortgage Supply in Lower-Income and Minority Neighborhoods: The Effect of the Affordable Housing Goals
by Neil Bhutta - 262-287 REIT Stock Prices with Inflation Hedging and Illusion
by William Hardin & Xiaoquan Jiang & Zhonghua Wu
2012, Volume 44, Issue 4
- 429-445 Household Housing Demand: Empirical Analysis and Theoretical Reconciliation
by Richard Dusansky & Çağatay Koç & Ilke Onur - 446-471 Real Estate Mergers: Corporate Control & Shareholder Wealth
by Kiplan Womack - 472-504 Fair Value and Risk Profile for Presale Contracts of Condominiums
by Jin Choi & Henning Rasmussen & Matt Davison - 505-525 CRA Lending in a Changing Context: Evidence of Interaction with FHA and Subprime Originations
by Jonathan Spader & Roberto Quercia - 526-542 Seemingly Irrational but Predictable Price Formation in Seoul’s Housing Market
by Hoon Cho & Kyung-Hwan Kim & James Shilling - 543-569 Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps
by Ming Pu & Gang-Zhi Fan & Seow Ong - 570-590 Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process
by Zeno Adams & Roland Füss
2012, Volume 44, Issue 3
- 275-297 The Transitory and Legacy Effects of the Rental Externality on House Price and Liquidity
by Geoffrey Turnbull & Velma Zahirovic-Herbert - 298-318 Dynamic Correlations Among Asset Classes: REIT and Stock Returns
by Bradford Case & Yawei Yang & Yildiray Yildirim - 319-338 Fractional Cointegration Analysis of Securitized Real Estate
by Camilo Serrano & Martin Hoesli - 339-361 The Time-Series Properties of House Prices: A Case Study of the Southern California Market
by Rangan Gupta & Stephen Miller - 362-393 Corporate Governance and Market Valuation of Publicly Traded Real Estate Companies: Evidence from Europe
by Nicolas Kohl & Wolfgang Schaefers - 394-413 International Real Estate Mutual Fund Performance: Diversification or Costly Information?
by Yang-pin Shen & Chiuling Lu & Zong-Han Lin - 414-428 Quality & Time-on-the-Market in Residential Markets
by Jun Chen & Ronald Rutherford
2012, Volume 44, Issue 1
- 1-6 Introduction to Special Issue on the Economics of Information in Real Estate Markets
by Dean Gatzlaff & G. Sirmans - 7-35 Developers, Herding, and Overbuilding
by Gregory DeCoster & William Strange