The Journal of Real Estate Finance and Economics

1989 - 2009

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

from Springer
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Volume 39, issue 4, 2009

Local Office Rent Dynamics pp. 385-402

Dirk Brounen and Maarten Jennen

UK Housing Market: Time Series Processes with Independent and Identically Distributed Residuals pp. 403-414

Geoff Willcocks

Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets pp. 415-438

Kim Liow

REIT Open-Market Stock Repurchases and Profitability pp. 439-449

Gow-Cheng Huang, Kartono Liano and Ming-Shiun Pan

Investor Sentiment and REIT Returns pp. 450-471

Crystal Lin, Hamid Rahman and Kenneth Yung

Office Building Capitalization Rates: The Case of Downtown Chicago pp. 472-485

John McDonald and Sofia Dermisi

Volume 39, issue 3, 2009

Amsterdam-Cambridge-UNC Charlotte Symposium 2008 Real Estate Portfolio & Risk Management pp. 225-228

Richard Buttimer, Erasmo Giambona and Kanak Patel

Mean-Reversion in REITs Discount to NAV & Risk Premium pp. 229-247

Kanak Patel, Ricardo Pereira and Kirill Zavodov

An Empirical Analysis of Residential Property Flipping pp. 248-263

Craig A. Depken, Harris Hollans and Steve Swidler

Trends, Cycles and Convergence in U.S. Regional House Prices pp. 264-283

Steven Clark and T. Coggin

The Effect of House Prices on Household Consumption in Italy pp. 284-300

R. Calcagno, E. Fornero and M. Rossi

How Does a Development Moratorium Affect Development Timing Choices and Land Values? pp. 301-315

Jyh-Bang Jou and Tan (Charlene) Lee

Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market pp. 316-335

Yuval Arbel, Danny Ben-Shahar and Eyal Sulganik

Asymmetric Properties of Office Rent Adjustment pp. 336-358

Dirk Brounen and Maarten Jennen

Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate pp. 359-383

David Ling, Gianluca Marcato and Pat McAllister

Volume 39, issue 2, 2009

Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) pp. 107-117

James Kau, Donald Keenan and Yildiray Yildirim

A New Prepayment Model (with Default): An Occupation-time Derivative Approach pp. 118-145

Nicholas Sharp, Paul Johnson, David Newton and Peter Duck

The Interaction between Mortgage Financing and Housing Prices in Greece pp. 146-164

Sophocles N. Brissimis and Thomas Vlassopoulos

Migration and Wealth Accumulation in Uganda pp. 165-179

William Herrin, John Ross Knight and Arsene Balihuta

Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs pp. 180-201

Jonathan Wiley and Leonard Zumpano

Correlation and Volatility Dynamics in International Real Estate Securities Markets pp. 202-223

Kim Liow, Kim Ho, Muhammad Ibrahim and Ziwei Chen

Volume 39, issue 1, 2009

Directional Land Value Gradients pp. 1-23

Peter Colwell and Henry Munneke

The Structure of Chinese Urban Land Prices: Estimates from Benchmark Land Price Data pp. 24-38

Rui Wang

The Determinants of REIT Cash Holdings pp. 39-57

William Hardin, Michael Highfield, Matthew Hill and G. Kelly

Nonparametric Estimation of Households’ Duration of Residence from Panel Data pp. 58-73

Jacobo Uña-Álvarez, Raquel Arévalo-Tomé and M. Soledad Otero-Giráldez

Discovering REIT Price Discovery: A New Data Setting pp. 74-91

Kevin Chiang

REIT IPOs and the Cost of Going Public pp. 92-106

Steven Dolvin and Mark Pyles

Volume 38, issue 4, 2009

Residential Asking Rents and Time on the Market pp. 351-365

Marcus Allen, Ronald Rutherford and Thomas Thomson

Testing for Bubbles in Housing Markets: A Panel Data Approach pp. 366-386

Vyacheslav Mikhed and Petr Zemcik

Spillover Effects of Foreclosures on Neighborhood Property Values pp. 387-407

Zhenguo Lin, Eric Rosenblatt and Vincent W. Yao

The Relative Impacts of Trails and Greenbelts on Home Price pp. 408-419

Paul Asabere and Forrest Huffman

Idiosyncratic Risk and REIT Returns pp. 420-442

Joseph Ooi, Jingliang Wang and James Webb

Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity pp. 443-460

Sei-Wan Kim and Radha Bhattacharya

Volume 38, issue 2, 2009

The Long-Horizon Performance of REIT Mergers pp. 105-114

Robert Campbell, Erasmo Giambona and C. Sirmans

Calendar Anomalies: The Case of International Property Shares pp. 115-136

Dirk Brounen and Yair Ben-Hamo

Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison pp. 137-154

Benjamas Jirasakuldech, Robert Campbell and Riza Emekter

Do Repeated Wildfires Change Homebuyers’ Demand for Homes in High-Risk Areas? A Hedonic Analysis of the Short and Long-Term Effects of Repeated Wildfires on House Prices in Southern California pp. 155-172

Julie Mueller, John Loomis and Armando González-Cabán

Irreversibility, Uncertainty and Housing Investment pp. 173-182

William Miles

Marketing Period Risk in a Portfolio Context: Comment and Extension pp. 183-191

Zhenguo Lin, Yingchun Liu and Kerry Vandell

Volume 38, issue 1, 2009

Introduction to JREFE Special Issue on the 2007 MCM International Symposium pp. 1-4

Piet Eichholtz and David Geltner

Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment pp. 5-37

Jim Clayton, David Ling and Andy Naranjo

Office Construction in Singapore and Hong Kong: Testing Real Option Implications pp. 39-58

Yuming Fu and Maarten Jennen

Optimal Time to Sell in Real Estate Portfolio Management pp. 59-87

Fabrice Barthélémy and Jean-Luc Prigent

Mortgage Put Options and Real Estate Markets pp. 89-103

Andrey Pavlov and Susan M. Wachter

Volume 37, issue 4, 2008

Domino Effects Within a Housing Market: The Transmission of House Price Changes Across Quality Tiers pp. 299-316

Lok Sang Ho, Yue Ma and Donald Richard Haurin

Determinants of House Prices: A Quantile Regression Approach pp. 317-333

Joachim Zietz, Emily Zietz and G. Sirmans

Analysis of Consumers’ Perceptions of Buying Conditions for Houses pp. 335-350

Pami Dua

Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy pp. 351-385

Nan-Kuang Chen and Charles Ka Yui Leung

The Effect of Reputation and Competition on the Advice of Real Estate Agents pp. 387-399

Hilde Patron and Kenneth Roskelley

Volume 37, issue 3, 2008

Cambridge–UNC Charlotte Symposium 2007 Real Estate Risk Management and Property Derivatives Editors’ Introduction pp. 187-189

Richard J. Buttimer and Kanak Patel

Index Revision, House Price Risk, and the Market for House Price Derivatives pp. 191-209

Yongheng Deng and John M. Quigley

Neutral Property Taxation Under Uncertainty pp. 211-231

Jyh-Bang Jou and Tan Lee

Is It Possible to Construct Derivatives for the Paris Residential Market? pp. 233-264

Michel Baroni, Fabrice Barthélémy and Mahdi Mokrane

Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate pp. 265-279

Mark Bertus, Harris Hollans and Steve Swidler

Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach pp. 281-298

Brent W. Ambrose and Yildiray Yildirim

Volume 37, issue 2, 2008

Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring pp. 93-111

Yildiray Yildirim

School Quality, House Prices and Liquidity pp. 113-130

Velma Zahirovic-Herbert and Geoffrey Turnbull

Property Condition Disclosure Law: Why Did States Mandate ‘Seller Tell All’? pp. 131-146

Anupam Nanda

Principal–Agent Conflict and Broker Effort Near Listing Contract Expiration: The Case of Residential Properties pp. 147-161

Terrence Clauretie and Nasser Daneshvary

Developing a House Price Index for The Netherlands: A Practical Application of Weighted Repeat Sales pp. 163-186

S. Jansen, P. Vries, H. Coolen, C. Lamain and P. Boelhouwer

Volume 37, issue 1, 2008

Partial Interests in Recreational Property pp. 1-20

Peter Colwell, Carolyn Dehring and Geoffrey Turnbull

Home Equity, Household Savings and Consumption pp. 21-32

J. Benjamin and P. Chinloy

Residential Investment and Business Cycles in an Open Economy: A Generalized Impulse Response Approach pp. 33-49

Timothy Bisping and Hilde Patron

Momentum Profitability and Market Trend: Evidence from REITs pp. 51-69

Szu-Yin Hung and John L. Glascock

House Prices and Bubbles in New Zealand pp. 71-91

Patricia Fraser, Martin Hoesli and Lynn McAlevey