Real Estate Economics

1973 - 2012

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

from American Real Estate and Urban Economics Association
Contact information at EDIRC.
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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 K. 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 K. Green

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

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

Volume 34, issue 4, 2006

The Inevitability of Marketwide Underpricing of Mortgage Default Risk pp. 479-496

Andrey Pavlov and Susan M. Wachter

Errors in Variables, Links between Variables and Recovery of Volatility Information in Appraisal-Based Real Estate Return Indexes pp. 497-518

Peijie Wang

Risk and Return in the U.S. Housing Market: A Cross-Sectional Asset-Pricing Approach pp. 519-552

Susanne Cannon, Norman G. Miller and Gurupdesh S. Pandher

Housing Density and the Effect of Proximity to Public Open Space in Aberdeen, Scotland pp. 553-566

Carolyn Dehring and Neil Dunse

Housing Renovations and the Quantile Repeat-Sales Price Index pp. 567-584

Daniel McMillen and Paul Thorsnes

Volume 34, issue 3, 2006

The Effect of Corporate Governance on Investment: Evidence from Real Estate Investment Trusts pp. 343-376

Jay C. Hartzell, Libo Sun and Sheridan Titman

Submarket Dynamics of Time to Sale pp. 377-415

Gwilym Pryce and Kenneth Gibb

The Long-Run Relationship between House Prices and Income: Evidence from Local Housing Markets pp. 417-438

Joshua Gallin

Big House, Little House: Relative Size and Value pp. 439-456

Geoffrey K. Turnbull, Jonathan Dombrow and C.F. Sirmans

Influential Journals, Institutions and Researchers in Real Estate pp. 457-478

William G. Hardin, Kartono Liano and Kam C. Chan

Volume 34, issue 2, 2006

Differentiating CREF Performance pp. 173-209

John G. Gallo, Larry J. Lockwood and Mauricio Rodriguez

Price Premium and Foreclosure Risk pp. 211-242

Seow Eng Ong, Poh Har Neo and Andrew C. Spieler

Unobserved Heterogeneity in Models of Competing Mortgage Termination Risks pp. 243-273

John M. Clapp, Yongheng Deng and Xudong An

Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives pp. 275-302

Eric Clapham, Peter Englund, John M. Quigley and Christian L. Redfearn

Housing Tenure Choice in Australia and the United States: Impacts of Alternative Subsidy Policies pp. 303-328

Steven C. Bourassa and Ming Yin

Value Creation in REIT Property Sell-Offs pp. 329-342

Robert D. Campbell, Milena Petrova and C.F. Sirmans

Volume 34, issue 1, 2006

Equilibrium Real Options Exercise Strategies with Multiple Players: The Case of Real Estate Markets pp. 1-49

Ko Wang and Yuqing Zhou

Price Formation Under Small Numbers Competition: Evidence from Land Auctions in Singapore pp. 51-76

Joseph T.L. Ooi, C.F. Sirmans and Geoffrey K. Turnbull

The Impact of Environmental Contamination on Condo Prices: A Hybrid Repeat-Sale/Hedonic Approach pp. 77-107

Bradford Case, Peter F. Colwell, Chris Leishman and Craig Watkins

Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets pp. 109-131

David Michayluk, Patrick J Wilson and Ralf Zurbruegg

A Simple Bayesian Procedure for Sample Size Determination in an Audit of Property Value Appraisals pp. 133-155

Nathan Berg

Profitability of Office Rental Market in Seoul: An Application of Simultaneous Structural Equations pp. 157-171

Euijune Kim and Wankyu Yang

Volume 33, issue 4, 2005

Innovations in Mortgage Modeling: An Introduction pp. 587-593

Nancy Wallace

The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and the Pricing of Debt Contracts pp. 595-617

Kenneth B. Dunn and Chester S. Spatt

Borrower Credit and the Valuation of Mortgage-Backed Securities pp. 619-661

Francis A. Longstaff

Valuing the Defeasance Option in Securitized Commercial Mortgages pp. 663-680

Martin Dierker, Daniel Quan and Walter Torous

An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? pp. 681-710

Chris Downing, Richard Stanton and Nancy Wallace

Determinants of Credit Spreads in Commercial Mortgages pp. 711-738

Sheridan Titman, Stathis Tompaidis and Sergey Tsyplakov

Spatial Heterogeneity in Mortgage Terminations by Refinance, Sale and Default pp. 739-764

Yongheng Deng, Andrey D. Pavlov and Lihong Yang

A Note on Hybrid Mortgages pp. 765-782

Brent W. Ambrose, Michael LaCour-Little and Zsuzsa R. Huszar

Volume 33, issue 3, 2005

The Effect of Housing Government-Sponsored Enterprises on Mortgage Rates pp. 427-463

Wayne Passmore, Shane M. Sherlund and Gillian Burgess

The GSE Implicit Subsidy and the Value of Government Ambiguity pp. 465-486

Wayne Passmore

Gracing the Land of Elvis and Beale Street: Historic Designation and Property Values in Memphis pp. 487-507

N. Edward Coulson and Michael L. Lahr

Appraisal, Agency and Atypicality: Evidence from Manufactured Homes pp. 509-537

Dennis R. Capozza, Ryan D. Israelsen and Thomas A. Thomson

The Other Side of Eight Mile: Suburban Population and Housing Supply pp. 539-569

Allen C. Goodman

Why Do We Have Urban Density Controls? pp. 571-585

Edwin S. Mills

Volume 33, issue 2, 2005

Self-Selection and Discrimination in Credit Markets pp. 237-268

Stanley D. Longhofer and Stephen R. Peters

From Central Planning to Centrality: Krakow's Land Prices After Poland's Big Bang pp. 269-297

David Dale-Johnson, Christian L. Redfearn and W. Jan Brzeski

Investor Rationality: Evidence from U.K. Property Capitalization Rates pp. 299-322

Patric H. Hendershott and Bryan D. MacGregor

Real Estate and Economies of Scale: The Case of REITs pp. 323-350

Brent W. Ambrose, Michael J. Highfield and Peter D. Linneman

The Long-Run Performance of REIT Stock Repurchases pp. 351-380

Erasmo Giambona, Carmelo Giaccotto and C.F. Sirmans

On the Time-Series Properties of Real Estate Investment Trust Betas pp. 381-396

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

What Moves the Mortgage-Backed Securities Market? pp. 397-426

Xiaoqing Eleanor Xu and Hung-Gay Fung

Volume 33, issue 1, 2005

Introduction to the Special Issue pp. 1-3

Dennis R. Capozza and James D. Shilling

Asset Pricing Information in Vintage REIT Returns: An Information Subset Test pp. 5-25

David H. Downs and Gary A. Patterson

The Role of the Underlying Real Asset Market in REIT IPOs pp. 27-50

Jay C. Hartzell, Jarl G. Kallberg and Crocker H. Liu

REITs, IPO Waves and Long-Run Performance pp. 51-87

Richard J. Buttimer, David C. Hyland and Anthony B. Sanders

Changes in REIT Structure and Stock Performance: Evidence from the Monday Stock Anomaly pp. 89-120

Su Han Chan, Wai-Kin Leung and Ko Wang

Privately Versus Publicly Held Asset Investment Performance pp. 121-146

Timothy J. Riddiough, Mark Moriarty and P.J. Yeatman

Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison pp. 147-187

Joseph L. Pagliari, Kevin A. Scherer and Richard T. Monopoli

An Analysis of REIT CEO Stock-Based Compensation pp. 189-202

Anita K. Pennathur, Otis W. Gilley and Roger M. Shelor

Finance, Investment and Investment Performance: Evidence from the REIT Sector pp. 203-235

Steven H. Ott, Timothy J. Riddiough and Ha-Chin Yi