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Content
November 2012, Volume 45, Issue 4
- 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
October 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
August 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
June 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
May 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
April 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
January 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 - 36-66 The Subprime Crisis and House Price Appreciation
by William Goetzmann & Liang Peng & Jacqueline Yen - 67-89 Asymmetric Information in the Subprime Mortgage Market
by James Kau & Donald Keenan & Constantine Lyubimov & V. Slawson - 90-115 Information, Search, and House Prices: Revisited
by Keith Ihlanfeldt & Tom Mayock - 116-152 Presale Contract and its Embedded Default and Abandonment Options
by Su Chan & Ko Wang & Jing Yang - 153-166 Distressed Properties: Valuation Bias and Accuracy
by Shuang Zhu & R. Pace - 167-183 Information Producers and Valuation: Evidence from Real Estate Markets
by David Downs & Z. Güner - 184-202 Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings?
by David Ling & Andy Naranjo & Michael Ryngaert - 203-229 Cash Flow Volatility, Prices and Price Volatility: An Experimental Study
by Nuriddin Ikromov & Abdullah Yavas - 230-249 On the Hybrid Nature of REITs
by Walter Boudry & N. Coulson & Jarl Kallberg & Crocker Liu - 250-274 Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs
by S. Price & Dean Gatzlaff & C. Sirmans
November 2011, Volume 43, Issue 4
- 423-440 Do Women Pay More for Mortgages?
by Ping Cheng & Zhenguo Lin & Yingchun Liu - 441-458 FHA vs. Subprime Mortgage Originations: Is FHA the Answer to Subprime Lending?
by John Karikari & Ioan Voicu & Irene Fang - 459-490 U.S. Monetary Policy Surprises and International Securitized Real Estate Markets
by Pisun Xu & Jian Yang - 491-504 Valuing Homeownership
by Khalid Sekkat & Ariane Szafarz - 505-526 Property Segment and REIT Capital Structure
by Mine Ertugrul & Erasmo Giambona - 527-547 REIT Stock Splits and Liquidity Changes
by Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan - 548-548 Can Space Syntax Help Us in Understanding the Intraurban Office Rent Pattern? Accessibility and Rents in Downtown Stockholm
by Rickard Enström & Olof Netzell
October 2011, Volume 43, Issue 3
- 281-298 Arbitrage Free Price Bounds for Property Derivatives
by Juerg Syz & Paolo Vanini - 299-320 Momentum in Residential Real Estate
by Eli Beracha & Hilla Skiba - 321-335 Development Value: A Real Options Approach Using Empirical Data
by Robert Grovenstein & James Kau & Henry Munneke - 336-358 The Limited-Service Brokerage Decision: Theory and Evidence
by Jonathan Wiley & Leonard Zumpano & Justin Benefield - 359-384 An Analysis of Lockups in REIT IPOs
by Hsuan-Chi Chen & Robert Fok & Chiuling Lu - 385-400 Inconsistency in Welfare Inferences from Distance Variables in Hedonic Regressions
by Justin Ross & Michael Farmer & Clifford Lipscomb - 401-422 On the Relationship Between Property Price, Time-on-Market, and Photo Depictions in a Multiple Listing Service
by Justin Benefield & Christopher Cain & Ken Johnson
July 2011, Volume 43, Issue 1
- 1-4 Introduction to Special Issue of JREFE on REITs
by James Shilling - 5-38 Analyst Behavior and Underwriter Choice
by Walter Boudry & Jarl Kallberg & Crocker Liu - 39-72 How Entrenchment, Incentives and Governance Influence REIT Capital Structure
by Chinmoy Ghosh & Erasmo Giambona & John Harding & C. Sirmans - 73-98 What Determines Stock Price Synchronicity in REITs?
by Richard Chung & Scott Fung & James Shilling & Tammie Simmons-Mosley - 99-129 Why Do REITs Go Private? Differences in Target Characteristics, Acquirer Motivations, and Wealth Effects in Public and Private Acquisitions
by David Ling & Milena Petrova - 130-151 How Do Institutional Factors Affect International Real Estate Returns?
by Robert Edelstein & Wenlan Qian & Desmond Tsang - 152-173 Transparency, Integration, and the Cost of International Real Estate Investments
by Piet Eichholtz & Nils Gugler & Nils Kok - 174-204 Concentrated Ownership, No Dividend Payout Requirement and Capital Structure of REITs: Evidence from Turkey
by Isil Erol & Dogan Tirtiroglu - 205-220 Seasoned Equity Issuance by Japan and Singapore REITs
by Seow Ong & Joseph Ooi & Yuichiro Kawaguichi - 221-257 Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock
by Kuang-Liang Chang & Nan-Kuang Chen & Charles Leung - 258-280 Changes in REIT Liquidity 1988–2007: Evidence from Daily Data
by Susanne Cannon & Rebel Cole
May 2011, Volume 42, Issue 4
- 393-415 Leverage and Mortgage Foreclosures
by James Kau & Donald Keenan & Alexey Smurov - 416-450 Intrametropolitan Decentralization: Is Government Structure Capitalized in Residential Property Values?
by Stephen Billings & Thomas Thibodeau - 451-480 Corporate Governance and Performance in the Market for Corporate Control: The Case of REITs
by Robert Campbell & Chinmoy Ghosh & Milena Petrova & C. Sirmans - 481-503 REIT Short Sales and Return Predictability
by Benjamin Blau & Matthew Hill & Hao Wang - 504-521 The Optimal Choice for Lenders Facing Defaults: Short Sale, Foreclose, or REO
by Terrence Clauretie & Nasser Daneshvary - 522-541 House Prices and Economic Growth
by Norman Miller & Liang Peng & Michael Sklarz - 542-565 The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices
by Bing Zhu & Roland Füss & Nico Rottke
April 2011, Volume 42, Issue 3
- 247-274 Market Sentiments, Winner’s Curse and Bidding Outcome in Land Auctions
by Maurice Tse & Frederik Pretorius & K. Chau - 275-294 A Comparison of Alternative Forecast Models of REIT Volatility
by Jian Zhou & Zhixin Kang - 295-328 Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets
by Kim Liow & Zhiwei Chen & Jingran Liu - 329-347 Long-Range Dependence in U.S. Home Price Volatility
by William Miles - 348-370 Nonlinear Spatial and Temporal Effects of Highway Construction on House Prices
by Ekaterina Chernobai & Michael Reibel & Michael Carney - 371-392 The Impact of Financial Arrangements and Institutional Form on Housing Prices
by Karl Robertsen & Theis Theisen
February 2011, Volume 42, Issue 2
- 115-142 Collateral Risk in Residential Mortgage Defaults
by Tyler Yang & Che-Chun Lin & Man Cho - 143-161 A Pricing Model for Residential Homes with Poisson Arrivals and a Sales Deadline
by Edward Rosenthal - 162-180 Housing Tenure and Mortgage Choice
by Elaine Fortowsky & Michael LaCour-Little & Eric Rosenblatt & Vincent Yao - 181-210 Mortgage Brokers and the Refinancing Transaction: Evidence from CRA Borrowers
by Jonathan Spader & Roberto Quercia - 211-228 An Estimation of the Coastal Premium for Residential Housing Prices in San Diego County
by Stephen Conroy & Jennifer Milosch - 229-246 World Ranking of Real Estate Research: Recent Changes in School Competitiveness and Research Institutions
by Jang Jin & Eden Yu
January 2011, Volume 42, Issue 1
- 1-29 Price Discovery in Real Estate Markets: A Dynamic Analysis
by Abdullah Yavas & Yildiray Yildirim - 30-50 The Capitalization of Building Codes in House Prices
by Randy Dumm & G. Sirmans & Greg Smersh - 51-67 An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects
by James Kau & Donald Keenan & Xiaowei Li - 68-83 Does Focus Really Matter? Specialized vs. Diversified REITs
by SeungHan Ro & Alan Ziobrowski - 84-98 Auction Price Formation with Costly Occupants: Evidence Using Data from the Osaka District Court
by Takako Idee & Shinichiro Iwata & Teruyuki Taguchi - 99-114 Casino Revenues and Retail Property Values: The Detroit Case
by Jonathan Wiley & Douglas Walker
November 2010, Volume 41, Issue 4
- 369-389 Real Estate Brokerage Earnings: The Role of Choice of Compensation Scheme
by Richard Martin & Henry Munneke - 390-411 Additive Hedonic Regression Models with Spatial Scaling Factors: An Application for Rents in Vienna
by W. Brunauer & S. Lang & P. Wechselberger & S. Bienert - 412-432 Insider Ownership, Risk, and Leverage in REITs
by Walter Dolde & John Knopf - 433-457 International Diversification Strategies for Direct Real Estate
by Ivo Wit - 458-485 Global Property Market Diversification
by John Gallo & Ying Zhang - 486-509 Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data
by Elias Oikarinen
October 2010, Volume 41, Issue 3
- 245-271 Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination
by Xudong An & John Clapp & Yongheng Deng - 272-293 Home Price, Time-on-Market, and Seller Heterogeneity Under Changing Market Conditions
by Ping Cheng & Zhenguo Lin & Yingchun Liu - 294-319 Predicting Downturns in the US Housing Market: A Bayesian Approach
by Rangan Gupta & Sonali Das - 320-338 The Role of Correlated Trading in Setting REIT Prices
by Kevin Chiang & Ming-Long Lee - 339-353 The Integration of Mortgage and Capital Markets in Emerging Economies—Evidence from South Africa
by Frank Gyamfi-Yeboah & Alan Ziobrowski - 354-367 Modelling Foreign Real Estate Investment: The Spanish Case
by Carlos Rodríguez & Ricardo Bustillo
August 2010, Volume 41, Issue 2
- 103-125 Spatial Statistics Applied to Commercial Real Estate
by Darren Hayunga & R. Pace - 126-149 Volatilities and Momentum Returns in Real Estate Investment Trusts
by Szu-Yin Hung & John Glascock - 150-169 A Spatial Autocorrelation Approach for Examining the Effects of Urban Greenspace on Residential Property Values
by Delores Conway & Christina Li & Jennifer Wolch & Christopher Kahle & Michael Jerrett - 170-192 Are Securitized Real Estate Returns more Predictable than Stock Returns?
by Camilo Serrano & Martin Hoesli - 193-227 Industrial Real Estate Investment: Does the Contrarian Strategy Work?
by Kwame Addae-Dapaah & James Webb & Kim Ho & Yan Tan - 228-243 Green Design and the Market for Commercial Office Space
by Jonathan Wiley & Justin Benefield & Ken Johnson
July 2010, Volume 41, Issue 1
- 1-2 Introduction for REAL—Maastricht-MIT Special Issue
by Piet Eichholtz & David Geltner & Seow Ong - 3-23 Housing Price Dynamics in Time and Space: Predictability, Liquidity and Investor Returns
by Min Hwang & John Quigley - 24-52 Repeat Sales Index for Thin Markets
by Marc Francke - 53-79 Alpha and Persistence in Real Estate Fund Performance
by Shaun Bond & Paul Mitchell - 80-101 Asymmetric Adjustment in the City of London Office Market
by Patric Hendershott & Colin Lizieri & Bryan MacGregor
May 2010, Volume 40, Issue 4
- 385-386 Editorial
by K. Chau & S. Ong & Yongheng Deng & Hongyu Liu - 387-411 A Theory on REIT’s Advisor Choice and the Optimal Compensation Mechanism
by Hua Sun - 412-445 Do REITs Manipulate Their Financial Results Around Seasoned Equity Offerings? Evidence from US Equity REITs
by Yuan Zhu & Seow Ong & Wee Yeo - 446-479 Institutional Monitoring and REIT CEO Compensation
by Zhilan Feng & Chinmoy Ghosh & Fan He & C. Sirmans - 480-496 Do Unexpected Land Auction Outcomes Bring New Information to the Real Estate Market?
by K. Chau & S. Wong & C. Yiu & Maurice Tse & Frederik Pretorius - 497-543 Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance?
by Minye Zhang & Yongheng Deng - 544-561 Community Rating, Cross Subsidies and Underinsurance: Why so many Households in Japan do not Purchase Earthquake Insurance
by Michio Naoi & Miki Seko & Kazuto Sumita
April 2010, Volume 40, Issue 3
- 245-259 Listing Specialization and Pricing Precision
by Sean Salter & Ken Johnson & Ernest King - 260-285 Discrimination and Mortgage Lending in Boston: The Effects of Model Uncertainty
by Cullen Goenner - 286-309 Why Do the Swiss Rent?
by Steven Bourassa & Martin Hoesli - 310-331 Using Financial and Macroeconomic Indicators to Forecast Sales of Large Development and Construction Firms
by Hong Chen - 332-367 Price Run-up in Housing Markets, Access to Bank Lending and House Prices in Korea
by Sae Park & Doo Bahng & Yun Park - 368-384 Constructing the Economy: The Role of Construction Sector in India’s Growth
by Hrushikesh Mallick & Mantu Mahalik
February 2010, Volume 40, Issue 2
- 109-129 The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing
by Anthony Pennington-Cross - 130-160 An Analysis of the Financing Decisions of REITs: The Role of Market Timing and Target Leverage
by Joseph Ooi & Seow-Eng Ong & Lin Li - 161-187 Urban Spatial Development: a Real Options Approach
by Tan Lee & Jyh-Bang Jou - 188-202 Determinants of Urban Vacant Land
by Felipe Morandé & Alexandra Petermann & Miguel Vargas - 203-220 The Housing Price Impact of Covenant Restrictions and Other Subdivision Characteristics
by William Rogers - 221-243 Volatility Decomposition and Correlation in International Securitized Real Estate Markets
by Kim Liow & Muhammad Ibrahim
January 2010, Volume 40, Issue 1
- 1-13 A Case for Percentage Commission Contracts: The Impact of a “Race” Among Agents
by Lynn Fisher & Abdullah Yavas - 14-40 Price-volume Correlation in the Housing Market: Causality and Co-movements
by Jim Clayton & Norman Miller & Liang Peng - 41-61 Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors
by Wayne Archer & David Ling & Brent C Smith - 62-76 Flood Hazards and Urban Housing Markets: The Effects of Katrina on New Orleans
by Russell McKenzie & John Levendis - 77-88 Structural Breaks and the Convergence of Regional House Prices
by Mei-Se Chien - 89-107 Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis
by Elyas Elyasiani & Iqbal Mansur & Jill Wetmore
November 2009, Volume 39, Issue 4
- 385-402 Local Office Rent Dynamics
by Dirk Brounen & Maarten Jennen - 403-414 UK Housing Market: Time Series Processes with Independent and Identically Distributed Residuals
by Geoff Willcocks - 415-438 Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets
by Kim Liow - 439-449 REIT Open-Market Stock Repurchases and Profitability
by Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan - 450-471 Investor Sentiment and REIT Returns
by Crystal Lin & Hamid Rahman & Kenneth Yung - 472-485 Office Building Capitalization Rates: The Case of Downtown Chicago
by John McDonald & Sofia Dermisi
October 2009, Volume 39, Issue 3
- 225-228 Amsterdam-Cambridge-UNC Charlotte Symposium 2008 Real Estate Portfolio & Risk Management
by Richard Buttimer & Erasmo Giambona & Kanak Patel - 229-247 Mean-Reversion in REITs Discount to NAV & Risk Premium
by Kanak Patel & Ricardo Pereira & Kirill Zavodov - 248-263 An Empirical Analysis of Residential Property Flipping
by Craig Depken & Harris Hollans & Steve Swidler - 264-283 Trends, Cycles and Convergence in U.S. Regional House Prices
by Steven Clark & T. Coggin - 284-300 The Effect of House Prices on Household Consumption in Italy
by R. Calcagno & E. Fornero & M. Rossi - 301-315 How Does a Development Moratorium Affect Development Timing Choices and Land Values?
by Jyh-Bang Jou & Tan (Charlene) Lee - 316-335 Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market
by Yuval Arbel & Danny Ben-Shahar & Eyal Sulganik - 336-358 Asymmetric Properties of Office Rent Adjustment
by Dirk Brounen & Maarten Jennen - 359-383 Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate
by David Ling & Gianluca Marcato & Pat McAllister
August 2009, Volume 39, Issue 2
- 107-117 Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)
by James Kau & Donald Keenan & Yildiray Yildirim - 118-145 A New Prepayment Model (with Default): An Occupation-time Derivative Approach
by Nicholas Sharp & Paul Johnson & David Newton & Peter Duck - 146-164 The Interaction between Mortgage Financing and Housing Prices in Greece
by Sophocles Brissimis & Thomas Vlassopoulos - 165-179 Migration and Wealth Accumulation in Uganda
by William Herrin & John Knight & Arsene Balihuta - 180-201 Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs
by Jonathan Wiley & Leonard Zumpano - 202-223 Correlation and Volatility Dynamics in International Real Estate Securities Markets
by Kim Liow & Kim Ho & Muhammad Ibrahim & Ziwei Chen
July 2009, Volume 39, Issue 1
- 1-23 Directional Land Value Gradients
by Peter Colwell & Henry Munneke - 24-38 The Structure of Chinese Urban Land Prices: Estimates from Benchmark Land Price Data
by Rui Wang - 39-57 The Determinants of REIT Cash Holdings
by William Hardin & Michael Highfield & Matthew Hill & G. Kelly - 58-73 Nonparametric Estimation of Households’ Duration of Residence from Panel Data
by Jacobo Uña-Álvarez & Raquel Arévalo-Tomé & M. Soledad Otero-Giráldez - 74-91 Discovering REIT Price Discovery: A New Data Setting
by Kevin Chiang