Real Estate Economics

1973 - 2009

Edited by Crocker Liu, N. Edward Coulson and Walter Torous

from American Real Estate and Urban Economics Association
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Volume 37, issue 3, 2009

Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value pp. 341-381

Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

Increasing Convergence Between U.S. and International Securitized Property Markets: Evidence Based on Cointegration Tests pp. 383-411

Nafeesa Yunus

The Liquidity of Property Shares: An International Comparison pp. 413-445

Dirk Brounen, Piet Eichholtz and David Ling

Financial Constraints, Liquidity Management and Investment pp. 447-481

Timothy J. Riddiough and Zhonghua Wu

REIT Capital Budgeting and Equity Marginal "q" pp. 483-514

Brent W. Ambrose and Dong Wook Lee

REIT Auditor Fees and Financial Market Transparency pp. 515-557

Bartley R. Danielsen, David M. Harrison, Robert A. Van Ness and Richard S. Warr

Volume 37, issue 2, 2009

Language, Agglomeration and Hispanic Homeownership pp. 155-183

Donald Richard Haurin and Stuart S. Rosenthal

The Effect of Clustering on Office Rents: Evidence from the Amsterdam Market pp. 185-208

Maarten G.J. Jennen and Dirk Brounen

If You Promise to Build It, Will They Come? The Interaction between Local Economic Development Policy and the Real Estate Market: Evidence from Tax Increment Finance Districts pp. 209-234

Brent C. Smith

Property Rights and Housing Value: The Impacts of Political Instability pp. 235-257

Yong Tu and Helen X.H. Bao

House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics pp. 259-278

Steven C. Bourassa, Donald Richard Haurin, Jessica L. Haurin, Martin Hoesli and Jian Sun

Homeownership and Child Welfare pp. 279-303

David Barker and Eric Miller

A Spatiotemporal Autoregressive Price Index for the Paris Office Property Market pp. 305-340

Ingrid Nappi-Choulet Pr. and Tristan-Pierre Maury

Volume 37, issue 1, 2009

Hot and Cold Markets pp. 1-22

Robert Novy-Marx

Yet Another View on Why a Home Is One's Castle pp. 23-41

Fuad Hasanov and Douglas C. Dacy

Estimating the House Foreclosure Discount Corrected for Spatial Price Interdependence and Endogeneity of Marketing Time pp. 43-67

Terrence M. Clauretie and Nasser Daneshvary

100 Years of Commercial Real Estate Prices in Manhattan pp. 69-83

William C. Wheaton, Mark S. Baranski and Cesarina A. Templeton

Institutional Capital Flows and Return Dynamics in Private Commercial Real Estate Markets pp. 85-116

Jeffrey Fisher, David C. Ling and Andy Naranjo

Real Estate for the Long Term: The Effect of Return Predictability on Long-Horizon Allocations pp. 117-153

Gregory H. MacKinnon and Ashraf Al Zaman

Volume 36, issue 4, 2008

The Long-Run Relationship Between House Prices and Rents pp. 635-658

Joshua Gallin

Credit Availability and the Structure of the Homebuilding Industry pp. 659-692

Brent W. Ambrose and Joe Peek

The Real Estate Brokerage Market and the Decision to Disclose Property Condition Defects pp. 693-716

Jonathan A. Wiley and Len V. Zumpano

Assessing the Market Value of Real Estate Property with a Geographically Weighted Stochastic Frontier Model pp. 717-751

Stephen A. Samaha and Wagner A. Kamakura

Real Estate Returns and Risk with Heterogeneous Investors pp. 753-776

Zhenguo Lin and Yingchun Liu

Evidence of the Dual Nature of Property Value Recovery Following Environmental Remediation pp. 777-812

Recai Aydin and Barton A. Smith

A Model of Time-on-Market and Real Estate Price Under Sequential Search with Recall pp. 813-843

Ping Cheng, Zhenguo Lin and Yingchun Liu

Volume 36, issue 3, 2008

The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations pp. 403-439

Alberto Plazzi, Walter Torous and Rossen Valkanov

Commercial Mortgage-Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information pp. 441-498

Andreas D. Christopoulos, Robert Jarrow and Yildiray Yildirim

Mobility, Residential Location and the American Dream: The Intrametropolitan Geography of Minority Homeownership pp. 499-531

Stuart A. Gabriel and Gary Painter

Modeling Long Memory in REITs pp. 533-554

John Cotter and Simon Stevenson

Guarding the Town Walls: Mechanisms and Motives for Restricting Multifamily Housing in Massachusetts pp. 555-586

Jenny Schuetz

Deed Types, House Prices and Mortgage Interest Rates pp. 587-610

David Brasington and Robert F. Sarama

Clientele Effects and Condo Conversions pp. 611-634

John D. Benjamin, Peter Chinloy, William G. Hardin and Zhonghua Wu

Volume 36, issue 2, 2008

Predatory Lending Laws and the Cost of Credit pp. 175-211

Anthony N. Pennington-Cross and Giang Ho

What Is a Tree Worth? Green-City Strategies, Signaling and Housing Prices pp. 213-239

Susan M. Wachter and Grace Wong

The Effect of Community Gardens on Neighboring Property Values pp. 241-283

Ioan Voicu and Vicki Been

Global Financial Integration and Real Estate Security Returns pp. 285-311

Ashok Bardhan, Robert Edelstein and Desmond Tsang

Closed-Form Mortgage Valuation Using Reduced-Form Model pp. 313-347

Szu-Lang Liao, Ming-Shann Tsai and Shu-Ling Chiang

REIT Dividend Determinants: Excess Dividends and Capital Markets pp. 349-369

William Hardin and Matthew D. Hill

Time-Series Characteristics and Long-Run Equilibrium for Major Australian Office Markets pp. 371-402

Anthony J. De Francesco

Volume 36, issue 1, 2008

Modeling Housing Market Fundamentals: Empirical Evidence of Extreme Market Conditions pp. 1-29

Simon Stevenson

An Economic Theory of Mortgage Redemption Laws pp. 31-45

Matthew Baker, Thomas Miceli and C.F. Sirmans

Further Evidence on the Performance of Funds of Funds: The Case of Real Estate Mutual Funds pp. 47-61

Kevin C.H. Chiang, Kirill Kozhevnikov, Ming-Long Lee and Craig H. Wisen

Property Taxes and Residential Rents pp. 63-80

Leah J. Tsoodle and Tracy Margo Turner

Adjustment in Property Space Markets: Taking Long-Term Leases and Transaction Costs Seriously pp. 81-109

Peter Englund, Åke Gunnelin, Patric H. Hendershott and Bo Söderberg

Explaining the Variation in REIT Capital Structure: The Role of Asset Liquidation Value pp. 111-137

Erasmo Giambona, John P. Harding and C.F. Sirmans

Personal Residential Real Estate Investment in Australia: Investor Characteristics and Investment Parameters pp. 139-173

Rayna M Brown, Gregory Schwann and Callum Scott

Volume 35, issue 4, 2007

The Influence of Household Formation on Homeownership Rates Across Time and Race pp. 411-450

Donald Richard Haurin and Stuart S. Rosenthal

The Impacts of Remittances, Residency Status and Financial Attachment on Housing Tenure for Mexican-Heritage Americans: Inferences from a New Survey pp. 451-478

Donald Bradley, Richard Green and Brian J. Surette

The Performance of Low-Income and Minority Mortgages pp. 479-504

Simon Firestone, Robert Albert Van Order and Peter Zorn

The Variation of Homeowner Tax Preferences by Income, Age and Leverage pp. 505-539

David C. Ling and Gary A. McGill

Predictability in Equilibrium: The Price Dynamics of Real Estate Investment Trusts pp. 541-567

Dennis R. Capozza and Ryan D. Israelsen

The Underlying Return-Generating Factors for REIT Returns: An Application of Independent Component Analysis pp. 569-598

Colin Martyn Lizieri, Stephen Satchell and Qi Zhang

Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets pp. 599-622

Gianluca Marcato and Charles W. Ward

Valuing Retail Shopping Center Lease Contracts pp. 623-649

Hoon Cho and James D. Shilling

Volume 35, issue 3, 2007

The Home Purchase Mortgage Preferences of Low- and Moderate-Income Households pp. 265-290

Michael LaCour-Little

Illiquidity and Pricing Biases in the Real Estate Market pp. 291-330

Zhenguo Lin and Kerry D. Vandell

Resale Externality and the Used Housing Market pp. 331-347

Shinichiro Iwata and Hisaki Yamaga

Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Indices pp. 349-382

Shaun A. Bond and Soosung Hwang

Liquidity, Return and Order-Flow Linkages Between REITs and the Stock Market pp. 383-408

Avanidhar Subrahmanyam

Volume 35, issue 2, 2007

The Impact of Homeowners' Housing Wealth Misestimation on Consumption and Saving Decisions pp. 135-154

Sumit Agarwal

Gentrification Trends in New Transit-Oriented Communities: Evidence from 14 Cities That Expanded and Built Rail Transit Systems pp. 155-182

Matthew Kahn

Land Leverage: Decomposing Home Price Dynamics pp. 183-208

Raphael W. Bostic, Stanley D. Longhofer and Christian L. Redfearn

The Spatial Proximity of Metropolitan Area Housing Submarkets pp. 209-232

Allen C. Goodman and Thomas G. Thibodeau

Subprime Refinancing: Equity Extraction and Mortgage Termination pp. 233-263

Anthony N. Pennington-Cross and Souphala Chomsisengphet

Volume 35, issue 1, 2007

Commercial Office Space: Testing the Implications of Real Options Models with Competitive Interactions pp. 1-20

Eduardo S. Schwartz and Walter N. Torous

Commercial Real Estate Valuation, Development and Occupancy Under Leasing Uncertainty pp. 21-56

Richard J. Buttimer and Steven H. Ott

Comovement After Joining an Index: Spillovers of Nonfundamental Effects pp. 57-90

Brent W. Ambrose, Dong Wook Lee and Joe Peek

Airports and Economic Development pp. 91-112

Richard Green

Hospitals: The Market for Health Care Facilities pp. 113-134

John D. Benjamin, Peter Chinloy and Isaac F. Megbolugbe