Details about Dennis R. Capozza

Access statistics for papers by Dennis R. Capozza.

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Short-id: pca514

Working Papers

2002

1. Determinants of Real House Price Dynamics
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (133)
2. The Determinants of House Price Dynamics
   ERES, European Real Estate Society (ERES) View citations (98)

1997

3. Income Taxes and House Prices
   Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research View citations (2)

1996

4. Taxes, Mortgage Borrowing and House Prices
   Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research View citations (17)

1995

5. Expectations, Efficiency, and Euphoria in the Housing Market
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   See also Journal Article Expectations, efficiency, and euphoria in the housing market, Regional Science and Urban Economics, Elsevier (1996) View citations (67) (1996)

Journal Articles

2011

1. Deconstructing a Mortgage Meltdown: A Methodology for Decomposing Underwriting Quality
   Journal of Money, Credit and Banking, 2011, 43, (4), 609-631 View citations (4)
   Also in Journal of Money, Credit and Banking, 2011, 43, (4), 609-631 (2011) View citations (2)
2. The great surge in mortgage defaults 2006-2009: The comparative roles of economic conditions, underwriting and moral hazard
   Journal of Housing Economics, 2011, 20, (2), 141-151 View citations (11)

2009

3. An introduction to owner occupied housing in national accounts and inflation measures
   Journal of Housing Economics, 2009, 18, (3), 151-155

2007

4. Predictability in Equilibrium: The Price Dynamics of Real Estate Investment Trusts
   Real Estate Economics, 2007, 35, (4), 541-567 View citations (6)

2006

5. Subprime Transitions: Lingering or Malingering in Default?
   The Journal of Real Estate Finance and Economics, 2006, 33, (3), 241-258 View citations (29)

2004

6. An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets
   Real Estate Economics, 2004, 32, (1), 1-32 View citations (146)
7. Optimal Stopping and Losses on Subprime Mortgages
   The Journal of Real Estate Finance and Economics, 2004, 30, (2), 115-131 View citations (6)

2003

8. Foreword from the Guest Editors
   Real Estate Economics, 2003, 31, (3), 305-311 View citations (4)
9. Inside Ownership, Risk Sharing and Tobin's q‐Ratios: Evidence from REITs
   Real Estate Economics, 2003, 31, (3), 367-404 View citations (23)

2002

10. Optimal Land Development Decisions
    Journal of Urban Economics, 2002, 51, (1), 123-142 View citations (41)

2001

11. Residential Investment and Interest Rates: An Empirical Test of Land Development as a Real Option
    Real Estate Economics, 2001, 29, (3), 503-519 View citations (29)
12. The Value of Liquidity
    Real Estate Economics, 2001, 29, (4), 633-660 View citations (24)

2000

13. Debt, Agency, and Management Contracts in REITs: The External Advisor Puzzle
    The Journal of Real Estate Finance and Economics, 2000, 20, (2), 91-116 View citations (32)

1999

14. Focus, Transparency and Value: The REIT Evidence
    Real Estate Economics, 1999, 27, (4), 587-619 View citations (59)

1998

15. Dividend Policy and Cash‐Flow Uncertainty
    Real Estate Economics, 1998, 26, (4), 555-580 View citations (40)
16. Managerial Style and Firm Value
    Real Estate Economics, 1998, 26, (1), 131-150 View citations (20)
17. The Conditional Probability of Mortgage Default
    Real Estate Economics, 1998, 26, (3), 259-289 View citations (22)

1997

18. Editors' Note
    Real Estate Economics, 1997, 25, (4), 707-708
19. Mortgage Default in Local Markets
    Real Estate Economics, 1997, 25, (4), 631-655 View citations (41)

1996

20. Expectations, efficiency, and euphoria in the housing market
    Regional Science and Urban Economics, 1996, 26, (3-4), 369-386 View citations (67)
    See also Working Paper Expectations, Efficiency, and Euphoria in the Housing Market, NBER Working Papers (1995) View citations (3) (1995)
21. Portfolio Characteristics and Net Asset Values in REITs
    Canadian Journal of Economics, 1996, 29, (s1), 520-26 View citations (6)

1995

22. Property Type, Size, and REIT Value
    Journal of Real Estate Research, 1995, 10, (4), 363-380 View citations (20)

1994

23. Contract Design for Problem Asset Disposition
    Real Estate Economics, 1994, 22, (1), 149-167 View citations (1)
24. Editor's Introduction
    Real Estate Economics, 1994, 22, (1), 1-3
25. Editor's Note: Journal Survey Results
    Real Estate Economics, 1994, 22, (3), iv-v
26. Editors' Introduction
    Real Estate Economics, 1994, 22, (2), 197-203
27. Race, Redlining, and Residential Mortgage Loan Performance: Comments
    The Journal of Real Estate Finance and Economics, 1994, 9, (3), 295-98 View citations (2)
28. The Intensity and Timing of Investment: The Case of Land
    American Economic Review, 1994, 84, (4), 889-904 View citations (189)
29. The Risk Structure of Land Markets
    Journal of Urban Economics, 1994, 35, (3), 297-319 View citations (51)

1993

30. Sequential Development
    Journal of Urban Economics, 1993, 34, (2), 142-158 View citations (11)

1991

31. Valuing Long-Term Leases: The Option to Redevelop
    The Journal of Real Estate Finance and Economics, 1991, 4, (2), 209-23 View citations (43)

1990

32. The Value of Risk in Real Estate Markets
    The Journal of Real Estate Finance and Economics, 1990, 3, (2), 117-40 View citations (14)
33. The stochastic city
    Journal of Urban Economics, 1990, 28, (2), 187-203 View citations (159)

1989

34. The Asset Approach to Pricing Urban Land: Empirical Evidence
    Real Estate Economics, 1989, 17, (2), 161-174 View citations (14)
35. The fundamentals of land prices and urban growth
    Journal of Urban Economics, 1989, 26, (3), 295-306 View citations (231)
36. Work History in Female Earnings Loss
    Journal of Forensic Economics, 1989, 2, (3), 55-68

1984

37. Mortgage Rate Insurance and the Canadian Mortgage Market
    Canadian Public Policy, 1984, 10, (3), 296-304 View citations (3)

1982

38. Product Differentiation and the Consistency of Monopolistic Competition: A Spatial Perspective
    Journal of Industrial Economics, 1982, 31, (1-2), 27-39 View citations (2)

1980

39. Pricing under Spatial Competition and Spatial Monopoly: Reply
    Econometrica, 1980, 48, (5), 1329 View citations (1)
40. Unique Equilibria, Pure Profits, and Efficiency in Location Models
    American Economic Review, 1980, 70, (5), 1046-53 View citations (26)

1979

41. Treasury Bill Pricing in the Spot and Futures Markets
    The Review of Economics and Statistics, 1979, 61, (4), 513-20 View citations (12)

1978

42. A Generalized Model of Spatial Competition
    American Economic Review, 1978, 68, (5), 896-908 View citations (37)

1977

43. Pricing under Spatial Competition and Spatial Monopoly
    Econometrica, 1977, 45, (6), 1329-38 View citations (13)
44. The Variable-Rate Mortgage and Risk in the Mortgage Market: An Option Theory Perspective: A Note
    Journal of Money, Credit and Banking, 1977, 9, (2), 356-64 View citations (5)

1976

45. Forecasting Long‐Run Land use Patterns with an Aggregative Model of Urban Housing and Transportation: The Case of Los Angeles
    Real Estate Economics, 1976, 4, (1), 23-39 View citations (2)
46. The Efficiency of Speculation in Urban Land
    Environment and Planning A, 1976, 8, (4), 411-422 View citations (3)

1973

47. Subways and Land Use
    Environment and Planning A, 1973, 5, (5), 555-576 View citations (11)

Chapters

2012

1. DESIGN OF ANOMALIES FUNDS: CONCEPTS AND EXPERIENCE
   Chapter 8 in Calendar Anomalies And Arbitrage, 2012, pp 211-220