The Journal of Real Estate Finance and Economics

1989 - 2013

Edited by Steven R. Grenadier, James B. Kau and C.F. Sirmans

from Springer
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Volume 46, issue 3, 2013

Deriving Optimal Portfolios for Hedging Housing Risk pp. 379-396

Cristian Voicu and Michael Seiler

The Inventory-Sales Ratio and Homebuilder Return Predictability pp. 397-423

Peter Chinloy and Zhonghua Wu

Risk and Structural Instability in US House Prices pp. 424-436

Michail Karoglou, Bruce Morley and Dennis Thomas

Monetary Policy and the Housing Bubble pp. 437-451

John McDonald and Houston Stokes

The Role of People’s Expectation in the Recent US Housing Boom and Bust pp. 452-479

MeiChi Huang

A Top-Down Approach for Asset-Backed Securities: A Consistent Way of Managing Prepayment, Default and Interest Rate Risks pp. 480-515

Jean-David Fermanian

A Time Series Analysis of U.K. Construction and Real Estate Indices pp. 516-542

Jorge Belaire-Franch and Kwaku Opong

Historic Preservation: Preserving Value? pp. 543-563

Martin Heintzelman and Jason Altieri

Erratum to: Historic Preservation: Preserving Value? pp. 564-564

Martin Heintzelman and Jason Altieri

Volume 46, issue 2, 2013

Introduction to the Special Issue pp. 203-206

Piet Eichholtz, David Geltner and Seow-Eng Ong

Erratum to: Introduction to the Special Issue pp. 207-207

Piet Eichholtz, David Geltner and Seow-Eng Ong

What Determined the Great Cap Rate Compression of 2000–2007, and the Dramatic Reversal During the 2008–2009 Financial Crisis? pp. 208-231

Serguei Chervachidze and William Wheaton

Commercial Property Rent Dynamics in U.S. Metropolitan Areas: An Examination of Office, Industrial, Flex and Retail Space pp. 232-259

Maria Ibanez and Anthony Pennington-Cross

Estimating Transaction-Based Price Indices of Local Commercial Real Estate Markets Using Public Assessment Data pp. 260-281

Dean Gatzlaff and Cynthia Holmes

Commercial Real Estate, Information Production and Market Activity pp. 282-298

David Downs and Z. Güner

Sponsor Backing in Asian REIT IPOs pp. 299-320

Woei-Chyuan Wong, Seow-Eng Ong and Joseph Ooi

Foreclosure of Securitized Commercial Mortgages—A Model of the Special Servicer pp. 321-338

Peng Liu and Daniel Quan

Exploring the Foreclosure Contagion Effect Using Agent-Based Modeling pp. 339-354

Marshall Gangel, Michael Seiler and Andrew Collins

Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option pp. 355-378

Wayne Archer and Brent Smith

Volume 46, issue 1, 2013

Are Commercial Mortgage Defaults Affected by Tax Considerations? pp. 1-23

Hoon Cho, Brian Ciochetti and James Shilling

REIT Going Private Decisions pp. 24-43

James Brau, Jeffrey Carpenter, Mauricio Rodriguez and C. Sirmans

Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices pp. 44-90

Felix Schindler

Dividends, Values and Agency Costs in REITs pp. 91-114

Wen-Hsiu Chou, William Hardin, Matthew Hill and G. Kelly

Another Look at Effects of “Adults-Only” Age Restrictions on Housing Prices pp. 115-130

Charles Carter, Zhenguo Lin, Marcus Allen and William Haloupek

Fair Lending Analysis of Mortgage Pricing: Does Underwriting Matter? pp. 131-151

Yan Zhang

Time Variation in Diversification Benefits of Commodity, REITs, and TIPS pp. 152-192

Jing-zhi Huang and Zhaodong Zhong

Distortions Resulting from Residential Land Use Controls in Metropolitan Areas pp. 193-202

Brian Jansen and Edwin Mills

Volume 45, issue 4, 2012

National Transaction-based Land Price Indices pp. 829-845

C. Sirmans and Barrett Slade

Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market pp. 846-868

Chia-Chien Chang, Wei-Yi Huang and So- De Shyu

The Impact of the Sarbanes-Oxley Act on the Structure of REIT Boards of Directors pp. 869-887

Magdy Noguera

Optimal Phasing and Inventory Decisions for Large-Scale Residential Development Projects pp. 888-918

Steven Ott, W. Hughen and Dustin Read

Government Interference and the Efficiency of the Land Market in China pp. 919-938

Liang Peng and Thomas Thibodeau

Subprime Loan Default Resolutions: Do They Vary Across Mortgage Products and Borrower Demographic Groups? pp. 939-964

Ioan Voicu, Marilyn Jacob, Kristopher Rengert and Irene Fang

The Effects of Estate Sales of Residential Real Estate on Price and Marketing Time pp. 965-981

Justin Benefield, Ronald Rutherford and Marcus Allen

Real Estate Brokers and Commission: Theory and Calibrations pp. 982-1004

Oz Shy

The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model pp. 1005-1020

I-Chun Tsai, Cheng-Feng Lee and Ming-Chu Chiang

Dynamic Interactions Between Private and Public Real Estate Markets: Some International Evidence pp. 1021-1040

Nafeesa Yunus, J. Hansz and Paul Kennedy

Efficiency and Incentives in Residential Brokerage pp. 1041-1061

Raymond Brastow, Thomas Springer and Bennie Waller

Multiscale Analysis of International Linkages of REIT Returns and Volatilities pp. 1062-1087

Jian Zhou

Volume 45, issue 3, 2012

Model Stability and the Subprime Mortgage Crisis pp. 545-568

Xudong An, Yongheng Deng, Eric Rosenblatt and Vincent Yao

Risk versus Demographics in Subprime Mortgage Lending: Evidence from Three Connecticut Cities pp. 569-587

Sara DeLoughy

Liquidity and the Future Stock Returns of the REIT Industry pp. 588-603

Ming-Chi Chen, Chin-Yu Wang and So- De Shyu

Assessing the Residential Property Tax Revenue Impact of a Shopping Center pp. 604-621

Tun-hsiang Edward Yu, Seong-Hoon Cho and Seung Kim

Reits’ Price Reaction to Unexpected FFO Announcements pp. 622-644

Frank Gyamfi-Yeboah, Alan Ziobrowski and Lisa Lambert

The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate pp. 645-677

Youngha Cho, Soosung Hwang and Steve Satchell

Information Asymmetry and Corporate Liquidity Management: Evidence from Real Estate Investment Trusts pp. 678-704

Heng An, William Hardin and Zhonghua Wu

How Much Extra Premium Does a Loss-averse Owner-occupied Home Buyer Pay for His House? pp. 705-722

Mao-wei Hung and Leh-chyan So

Skyscraper Height pp. 723-753

Jason Barr

Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? pp. 754-773

Christian Pierdzioch, Jan-Christoph Rülke and Georg Stadtmann

Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps pp. 774-803

Colin Martyn Lizieri, Gianluca Marcato, Paul Ogden and Andrew Baum

Repeat Sales Regression on Heterogeneous Properties pp. 804-827

Liang Peng

Volume 45, issue 2, 2012

Racial Discrimination and Mortgage Lending pp. 289-304

James Kau, Donald Keenan and Henry Munneke

Delegating Eminent Domain Powers to Private Firms: Land Use and Efficiency Implications pp. 305-325

Geoffrey Turnbull

Frothy Housing Markets and Local Stock-Price Movements pp. 326-346

Christopher Anderson and Eli Beracha

Spatial Variation in the Determinants of House Prices and Apartment Rents in China pp. 347-363

Dean Hanink, Robert Cromley and Avraham Ebenstein

Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance pp. 364-382

Ming-Chi Chen, Chi-Lu Peng, So- De Shyu and Jhih-Hong Zeng

Market Value of REIT Liquidity pp. 383-401

Matthew Hill, G. Kelly and William Hardin

Earnings Conference Call Content and Stock Price: The Case of REITs pp. 402-434

James Doran, David Peterson and S. Price

Dividend Size, Yield, Clienteles and REITs pp. 435-449

William Hardin, Gow-Cheng Huang and Kartono Liano

Financial Opacity and Firm Performance: The Readability of REIT Annual Reports pp. 450-470

Stephen Dempsey, David Harrison, Kimberly Luchtenberg and Michael Seiler

Minimum Service Requirements, Limited Brokers and Menuing of Services pp. 471-490

Kimberly Goodwin, Ken Johnson and Leonard Zumpano

Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets pp. 491-521

Jian Yang, Yinggang Zhou and Wai Leung

Estimating Real Estate Price Movements for High Frequency Tradable Indexes in a Scarce Data Environment pp. 522-543

Sheharyar Bokhari and David Geltner

Volume 45, issue 1, 2012

Special Issue Introduction pp. 1-2

Richard Green, K. Chau, Hongyu Liu and Seow Ong

Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions pp. 3-29

Gang-Zhi Fan, Ming Pu and Seow Ong

The Market for Real Estate Presales: A Theoretical Approach pp. 30-48

Robert Edelstein, Peng Liu and Fang Wu

Liquidity and Information Asymmetry in the Real Estate Market pp. 49-62

Siu Wong, C. Yiu and K. Chau

Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks under the Recourse Loan System pp. 63-87

Miki Seko, Kazuto Sumita and Michio Naoi

The Impact of Property Condition Disclosure Laws on Housing Prices: Evidence from an Event Study Using Propensity Scores pp. 88-109

Anupam Nanda and Stephen Ross

Default Clustering Risks in Commercial Mortgage-Backed Securities pp. 110-127

Gang-Zhi Fan, Tien Sing and Seow Ong

Tail Dependence in International Real Estate Securities Markets pp. 128-151

Jian Zhou and Yanmin Gao

Extreme Risk Measures for International REIT Markets pp. 152-170

Jian Zhou and Randy Anderson

Institutional Investors and Firm Efficiency of Real Estate Investment Trusts pp. 171-211

Richard Chung, Scott Fung and Szu-Yin Hung

Home Price Risk, Local Market Shocks, and Index Hedging pp. 212-237

DeForest McDuff

GSE Activity and Mortgage Supply in Lower-Income and Minority Neighborhoods: The Effect of the Affordable Housing Goals pp. 238-261

Neil Bhutta

REIT Stock Prices with Inflation Hedging and Illusion pp. 262-287

William Hardin, Xiaoquan Jiang and Zhonghua Wu