Details about Brent W. Ambrose

Access statistics for papers by Brent W. Ambrose.

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Short-id: pam25

Working Papers

2015

1. The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties
   ERES, European Real Estate Society (ERES)
2. The impact of student loan debt on small business formation
   Working Papers, Federal Reserve Bank of Philadelphia View citations (1)

2009

3. Secured Debt and Corporate Performance: Evidence from REITs
   ERES, European Real Estate Society (ERES)

2008

4. Does it pay to read your junk mail? evidence of the effect of advertising on home equity credit choices
   Working Paper Series, Federal Reserve Bank of Chicago

2000

5. Pricing Upward-Only Adjusting Leases
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   See also Journal Article in The Journal of Real Estate Finance and Economics (2002)

1998

6. Embedded Options in the Mortgage Contract
   Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania View citations (2)
   See also Journal Article in The Journal of Real Estate Finance and Economics (2000)
7. REIT Economies of Scale: Fact or Fiction?
   Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania View citations (1)
   See also Journal Article in The Journal of Real Estate Finance and Economics (2000)
8. Valuing Upward-Only Adjusting Leases
   ERES, European Real Estate Society (ERES)

1996

9. Risks and Incentives in Underserved Mortgage Markets
   Yale School of Management Working Papers, Yale School of Management
   See also Journal Article in Journal of Housing Economics (1998)

Undated

10. Economies Of Scale
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania View citations (2)
11. Mixed Income Housing Initiatives in Public Housing
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania
12. Mixing Income Groups In Public Housing
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania
13. Old REITs and New REITs
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania
14. The Hazard Rates of First and Second Default
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania View citations (3)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2000)

Journal Articles

2016

1. Joint liability lending and credit risk: Evidence from the home equity market
   Journal of Housing Economics, 2016, 32, (C), 47-66
2. Real Estate Risk and Hedge Fund Returns
   The Journal of Real Estate Finance and Economics, 2016, 52, (3), 197-225
   Also in The Journal of Real Estate Finance and Economics, 2016, 52, (3), 197-225 (2016)
3. Servicers and Mortgage-Backed Securities Default: Theory and Evidence
   Real Estate Economics, 2016, 44, (2), 462-489

2015

4. Introduction to the Special Issue
   Real Estate Economics, 2015, 43, (1), 1-7 View citations (1)
5. The Repeat Rent Index
   The Review of Economics and Statistics, 2015, 97, (5), 939-950 View citations (3)
6. The Subprime Virus
   Real Estate Economics, 2015, 43, (4), 891-915 View citations (1)

2014

7. Mortgage Brokers, Origination Fees, Price Transparency and Competition
   Real Estate Economics, 2014, 42, (2), 363-421
8. Spillover effects of subprime mortgage originations: The effects of single-family mortgage credit expansion on the multifamily rental market
   Journal of Urban Economics, 2014, 81, (C), 114-135

2013

9. House Prices and Fundamentals: 355 Years of Evidence
   Journal of Money, Credit and Banking, 2013, 45, (2-3), 477-491 View citations (37)

2012

10. The Adjustable Balance Mortgage: Reducing the Value of the Put
    Real Estate Economics, 2012, 40, (3), 536-565 View citations (4)
11. Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default?
    Real Estate Economics, 2012, 40, (1), 1-22 View citations (10)

2011

12. The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market
    Journal of Money, Credit and Banking, 2011, 43, (4), 633-655 View citations (8)
13. The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence
    Journal of Financial and Quantitative Analysis, 2011, 46, (02), 553-584 View citations (5)

2010

14. Stock Market Information and REIT Earnings Management
    Journal of Real Estate Research, 2010, 32, (1), 101-138 View citations (2)

2009

15. REIT Capital Budgeting and Equity Marginal "q"
    Real Estate Economics, 2009, 37, (3), 483-514

2008

16. Credit Availability and the Structure of the Homebuilding Industry
    Real Estate Economics, 2008, 36, (4), 659-692 View citations (4)
17. Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach
    The Journal of Real Estate Finance and Economics, 2008, 37, (3), 281-298 View citations (4)
18. Determinants of automobile loan default and prepayment
    Economic Perspectives, 2008, (Q III), 17-28

2007

19. Comovement After Joining an Index: Spillovers of Nonfundamental Effects
    Real Estate Economics, 2007, 35, (1), 57-90 View citations (14)

2006

20. An empirical analysis of home equity loan and line performance
    Journal of Financial Intermediation, 2006, 15, (4), 444-469 View citations (16)
21. Credit Lines and Credit Utilization
    Journal of Money, Credit and Banking, 2006, 38, (1), 1-22 View citations (29)

2005

22. A Note on Hybrid Mortgages
    Real Estate Economics, 2005, 33, (4), 765-782 View citations (17)
23. Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?
    Journal of Financial Services Research, 2005, 28, (1), 113-133 View citations (66)
24. Forced Development and Urban Land Prices
    The Journal of Real Estate Finance and Economics, 2005, 30, (3), 245-265 View citations (2)
25. GSE impact on rural mortgage markets
    Regional Science and Urban Economics, 2005, 35, (4), 417-443 View citations (4)
26. Real Estate and Economies of Scale: The Case of REITs
    Real Estate Economics, 2005, 33, (2), 323-350 View citations (11)

2004

27. Have the GSE affordable housing goals increased the supply of mortgage credit?
    Regional Science and Urban Economics, 2004, 34, (3), 263-273 View citations (31)
28. Legal Restrictions in Personal Loan Markets
    The Journal of Real Estate Finance and Economics, 2004, 30, (2), 133-151 View citations (6)
29. The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis
    Real Estate Economics, 2004, 32, (4), 541-569 View citations (46)

2003

30. Bank and Nonbank Lenders and the Commercial Mortgage Market
    The Journal of Real Estate Finance and Economics, 2003, 26, (1), 81-94 View citations (4)
31. Commercial Mortgage-Backed Securities: Prepayment and Default
    The Journal of Real Estate Finance and Economics, 2003, 26, (2-3), 179-96 View citations (33)
32. Modeling the Korean Chonsei Lease Contract
    Real Estate Economics, 2003, 31, (1), 53-74 View citations (13)

2002

33. Credit Rationing in the U.S. Mortgage Market: Evidence from Variation in FHA Market Shares
    Journal of Urban Economics, 2002, 51, (2), 272-294 View citations (16)
34. GSE Debt and the Decline in the Treasury Market
    Journal of Money, Credit and Banking, 2002, 34, (3), 812-39 View citations (1)
35. GSE debt and the decline in the Treasury debt market
    Proceedings, 2002, 812-847 View citations (6)
36. Measuring Potential GSE Funding Advantages
    The Journal of Real Estate Finance and Economics, 2002, 25, (2-3), 129-50 View citations (26)
37. Pricing Upward-Only Adjusting Leases
    The Journal of Real Estate Finance and Economics, 2002, 25, (1), 33-49 View citations (5)
    See also Working Paper (2000)

2001

38. A New Spin on the Jumbo/Conforming Loan Rate Differential
    The Journal of Real Estate Finance and Economics, 2001, 23, (3), 309-35 View citations (14)
39. Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure
    The Journal of Real Estate Finance and Economics, 2001, 23, (2), 213-34 View citations (20)
40. Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence
    Real Estate Economics, 2001, 29, (2), 305-327 View citations (15)
41. Reit Organizational Structure and Operating Characteristics
    Journal of Real Estate Research, 2001, 21, (3), 141-162 View citations (25)

2000

42. Embedded Options in the Mortgage Contract
    The Journal of Real Estate Finance and Economics, 2000, 21, (2), 95-111 View citations (17)
    See also Working Paper (1998)
43. Local economic risk factors and the primary and secondary mortgage markets
    Regional Science and Urban Economics, 2000, 30, (6), 683-701 View citations (12)
44. REIT Economies of Scale: Fact or Fiction?
    The Journal of Real Estate Finance and Economics, 2000, 20, (2), 211-24 View citations (4)
    See also Working Paper (1998)
45. The Hazard Rates of First and Second Defaults
    The Journal of Real Estate Finance and Economics, 2000, 20, (3), 275-93 View citations (26)
    See also Working Paper

1998

46. Modeling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions
    Real Estate Economics, 1998, 26, (3), 391-429 View citations (45)
47. Risks and Incentives in Underserved Mortgage Markets
    Journal of Housing Economics, 1998, 7, (3), 274-285 View citations (3)
    See also Working Paper (1996)

1997

48. Pricing Mortgage Default and Foreclosure Delay
    Journal of Money, Credit and Banking, 1997, 29, (3), 314-25 View citations (54)

1996

49. Cost-Benefit Analysis of Single-Family Foreclosure Alternatives
    The Journal of Real Estate Finance and Economics, 1996, 13, (2), 105-20 View citations (28)
50. Credit Restrictions and the Market for Commercial Real Estate Loans
    Real Estate Economics, 1996, 24, (1), 1-22 View citations (2)

1995

51. Pricing Effects in Fannie Mae Agency Bonds
    The Journal of Real Estate Finance and Economics, 1995, 11, (3), 235-49

1993

52. Factors Influencing Capitalization Rates
    Journal of Real Estate Research, 1993, 8, (2), 221-238 View citations (17)
53. Rural Industrial Location: The Impact of Firm Size
    Journal of Real Estate Research, 1993, 8, (3), 387-400
54. Spatial Variation of Nonmetropolitan Industrial Location
    The Journal of Real Estate Finance and Economics, 1993, 7, (1), 17-27 View citations (3)

1992

55. Does an Industry Effect Exist for Leveraged Buyouts?
    Financial Management, 1992, 21, (1) View citations (6)
56. The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency
    Real Estate Economics, 1992, 20, (1), 25-54 View citations (40)
57. The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood
    Journal of Financial and Quantitative Analysis, 1992, 27, (04), 575-589 View citations (71)

1990

58. An Analysis of the Factors Affecting Light Industrial Property Valuation
    Journal of Real Estate Research, 1990, 5, (3), 355-370 View citations (12)
59. Corporate Real Estate's Impact on the Takeover Market
    The Journal of Real Estate Finance and Economics, 1990, 3, (4), 307-22 View citations (8)