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Content
February 2017, Volume 54, Issue 2
- 188-215 Foreclosure, REO, and Market Sales in Residential Real Estate
by Peter Chinloy & William Hardin & Zhonghua Wu - 216-236 Housing Wealth, Financial Wealth and Consumption Expenditure: The Role of Consumer Confidence
by Hassan Gholipour Fereidouni & Reza Tajaddini - 237-268 The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries
by N. Kundan Kishor & Hardik A. Marfatia
January 2017, Volume 54, Issue 1
- 1-16 A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market
by Mark J. Holmes & Jesús Otero & Theodore Panagiotidis - 17-57 Determinants of Foreign Versus Domestic Real Estate Investment: Property Level Evidence from Listed Real Estate Investment Firms
by Nathan Mauck & S. McKay Price - 58-96 Financial and Housing Wealth, Expenditures and the Dividend to Ownership
by Sheng Guo & William G. Hardin - 97-116 How Low Can House Prices Go? Estimating a Conservative Lower Bound
by Alexander N. Bogin & Stephen D. Bruestle & William M. Doerner - 117-137 Sample Selection Approaches to Estimating House Price Cash Differentials
by Andres Jauregui & Alan Tidwell & Diane Hite
November 2016, Volume 53, Issue 4
- 419-449 Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun
by Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martínez-García & Adrienne Mack & Valerie Grossman - 450-471 Housing Prices and the Public Disclosure of Flood Risk: A Difference-in-Differences Analysis in Finland
by Athanasios Votsis & Adriaan Perrels - 472-493 Mortgage Market, Housing Tenure Choice and Unemployment
by Gaetano Lisi - 494-526 Forward Curve Risk Factors Analysis in the UK Real Estate Market
by Pierre-Arnaud Drouhin & Arnaud Simon & Yasmine Essafi - 527-558 REIT Crash Risk and Institutional Investors
by Heng An & Qun Wu & Zhonghua Wu
October 2016, Volume 53, Issue 3
- 269-281 Housing Market Dynamics: Disequilibrium, Mortgage Default, and Reverse Mortgages
by Timothy Jones & Dean Gatzlaff & G. Stacy Sirmans
August 2016, Volume 53, Issue 2
- 246-267 Inferring Price Information from Mortgage Payment Behavior: a Latent Index Approach
by R. Kelley Pace & Shuang Zhu
May 2016, Volume 52, Issue 4
- 347-382 Real Estate Fund Flows and the Flow-Performance Relationship
by David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering - 543-558 A Direct Test of the Free Cash Flow Hypothesis: Evidence from Real Estate Transactions
by Yongqiang Chu & Peng Liu
April 2016, Volume 52, Issue 3
- 197-225 Real Estate Risk and Hedge Fund Returns
by Brent Ambrose & Charles Cao & Walter D’Lima - 226-243 Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns
by Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar - 244-271 The Pricing Effects of Open Space Amenities
by Qin Fan & J. Hansz & Xiaoming Yang - 272-321 Should we Fear the Shadow? House Prices, Shadow Inventory, and the Nascent Housing Recovery
by Hua Kiefer & Leonard Kiefer & Tom Mayock
February 2016, Volume 52, Issue 2
- 99-116 Green Buildings: Similar to Other Premium Buildings?
by Spenser Robinson & Andrew Sanderford - 117-140 Certification Matters: Is Green Talk Cheap Talk?
by Shaun Bond & Avis Devine - 141-175 Changing Tastes: Estimating Changing Attribute Prices in Hedonic and Repeat Sales Models
by Tao Chen & John Harding - 176-195 The Effect of Relisting on House Selling Price
by Patrick Smith & Karen Gibler & Velma Zahirovic-Herbert
January 2016, Volume 52, Issue 1
- 1-27 The Determinants of Subprime Mortgage Performance Following a Loan Modification
by Maximilian Schmeiser & Matthew Gross - 28-49 Unemployment as an Adverse Trigger Event for Mortgage Default
by Chao Tian & Roberto Quercia & Sarah Riley - 50-72 Time-Varying Betas of US REITs from 1972 to 2013
by Tien Sing & I-Chun Tsai & Ming-Chi Chen - 73-97 How Do the Location, Size and Budget of Open Space Conservation Affect Land Values?
by JunJie Wu & Wenchao Xu & Ralph Alig
November 2015, Volume 51, Issue 4
- 441-479 The Price Behavior of REITs Surrounding Extreme Market-Related Events
by John Glascock & Ran Lu-Andrews - 480-502 Online Information Search, Market Fundamentals and Apartment Real Estate
by Prashant Das & Alan Ziobrowski & N. Coulson - 503-540 Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study
by Alexey Akimov & Simon Stevenson & Maxim Zagonov - 541-554 Is the Real Estate Sector More Responsive to Economy-Wide or Housing Market Conditions? An Exploratory Analysis
by Laurie Bates & Carmelo Giaccotto & Rexford Santerre
October 2015, Volume 51, Issue 3
- 351-364 Housing Tax Reform and Foreclosure Rates
by Firas Zebian & Richard Dusansky - 365-397 Statutory Right of Redemption and the Selling Price of Foreclosed Houses
by Bruce Gordon & Daniel Winkler - 398-414 Water Contamination, Land Prices, and the Statute of Repose
by John Chamblee & Carolyn Dehring & Craig Depken & Joseph Nicholson - 415-439 Determinants of Hotel Property Prices
by Jack Corgel & Crocker Liu & Robert White
August 2015, Volume 51, Issue 2
- 121-124 2013 Maastricht-NUS-MIT International Real Estate Finance & Economics Symposium: Editors’ Introduction to the Special Issue
by David Geltner & Piet Eichholtz & Seow Ong - 125-159 Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets
by Emanuela Giacomini & David Ling & Andy Naranjo - 160-189 An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market
by Prashant Das & Julia Freybote & Gianluca Marcato - 190-214 Information Diffusion in the U.S. Real Estate Investment Trust Market
by Masaki Mori - 215-230 A Neurological Explanation of Strategic Mortgage Default
by Michael Seiler & Eric Walden - 231-253 What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-backed Securities (CMBS)
by Xudong An & Yongheng Deng & Joseph Nichols & Anthony Sanders - 254-287 Commercial Real Estate, Distress and Financial Resolution: Portfolio Lending Versus Securitization
by David Downs & Pisun (Tracy) Xu - 288-316 A Market-Specific Methodology for a Commercial Building Energy Performance Index
by Constantine Kontokosta - 317-350 Spatial Dependence in International Office Markets
by Andrea Chegut & Piet Eichholtz & Paulo Rodrigues
July 2015, Volume 51, Issue 1
- 1-21 Residential Brokerage in Hot and Cold Markets
by Ying Li & Abdullah Yavas - 22-51 Spatial Hedonic Analysis of the Effects of US Wind Energy Facilities on Surrounding Property Values
by Ben Hoen & Jason Brown & Thomas Jackson & Mark Thayer & Ryan Wiser & Peter Cappers - 52-85 International Direct Real Estate Risk Premiums in a Multi-Factor Estimation Model
by David Ho & Kwame Addae-Dapaah & John Glascock - 86-100 Time-Varying Correlation in Housing Prices
by David Zimmer - 101-120 Racial Discrepancy in Mortgage Interest Rates
by Ping Cheng & Zhenguo Lin & Yingchun Liu
May 2015, Volume 50, Issue 4
- 439-464 Cornish-Fisher Expansion for Commercial Real Estate Value at Risk
by Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Donald Keenan - 465-483 Testing Long Memory in the Presence of Structural Breaks: An Application to Regional and National Housing Markets
by Geoffrey Ngene & Charles Lambert & Ali Darrat - 484-516 The Anisotropic Spatiotemporal Estimation of Housing Prices
by Jin Zhao - 517-548 The German Open-End Fund Crisis – A Valuation Problem?
by Christian Weistroffer & Steffen Sebastian - 549-566 Housing Formation and Unemployment Rates: Evidence from 1975–2011
by Jung Choi & Gary Painter
April 2015, Volume 50, Issue 3
- 289-306 Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches
by Jing Wu & Yongheng Deng - 307-338 The Impact of Reversing Regulatory Arbitrage on Loan Originations: Evidence from Bank Holding Companies
by David Downs & Lan Shi - 339-354 Time-Varying Effects of Housing and Stock Returns on U.S. Consumption
by Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Goodness Aye - 355-376 Is Farm Real Estate The Next Bubble?
by Brett Olsen & Jeffrey Stokes - 377-411 The Paradox of Judicial Foreclosure: Collateral Value Uncertainty and Mortgage Rates
by David Harrison & Michael Seiler - 412-437 The Effects of Multiple Green Factors on Condominium Prices
by Jiro Yoshida & Ayako Sugiura
February 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
January 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
November 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
October 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
August 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
July 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
May 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
April 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
February 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
January 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
November 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
October 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
August 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
July 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
May 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
April 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
February 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
January 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
November 2012, Volume 45, Issue 4
- 829-845 National Transaction-based Land Price Indices
by C. Sirmans & Barrett Slade