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 36, issue 4, 2008

Maastricht–Cambridge–MIT Symposium 2006 pp. 365-366

Shaun Bond and Piet Eichholtz

Avoiding Taxes at Any Cost: The Economics of Tax-Deferred Real Estate Exchanges pp. 367-404

David Ling and Milena Petrova

Executive Compensation in UK Property Companies pp. 405-426

Piet Eichholtz, Nils Kok and Roger Otten

Fundamental Real Estate Prices: An Empirical Estimation with International Data pp. 427-450

Christian Hott and Pierre Monnin

Lease Maturity and Initial Rent: Is There a Term Structure for UK Commercial Property Leases? pp. 451-469

Shaun Bond, Pavlos Loizou and Patrick McAllister

Volume 36, issue 3, 2008

Boom–Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices pp. 249-264

W. Miles

Foreclosure Sales: The Effects of Price Expectations, Volatility and Equity Losses pp. 265-287

Seow Ong, Poh Neo and Yong Tu

Can Space Syntax Help Us in Understanding the Intraurban Office Rent Pattern? Accessibility and Rents in Downtown Stockholm pp. 289-305

Rickard Enström and Olof Netzell

An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options pp. 307-342

Nicholas Sharp, David Newton and Peter Duck

GSEs, Mortgage Rates, and Secondary Market Activities pp. 343-363

Andreas Lehnert, Wayne Passmore and Shane Sherlund

Volume 36, issue 2, 2008

How Does the Market for Corporate Control Function for Property Companies? pp. 141-163

Piet Eichholtz and Nils Kok

Real Estate Risk Exposure of Equity Real Estate Investment Trusts pp. 165-181

Ming-Long Lee, Ming-Te Lee and Kevin Chiang

The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach pp. 183-206

Martin Hoesli, Colin Martyn Lizieri and Bryan MacGregor

GSE Activity, FHA Feedback, and Implications for the Efficacy of the Affordable Housing Goals pp. 207-231

Xudong An and Raphael Bostic

Revisiting Non-normal Real Estate Return Distributions by Property Type in the U.S pp. 233-248

Michael S. Young

Volume 36, issue 1, 2008

Cambridge-UNC Charlotte Symposium 2006 Real Estate Risk Management and Property Derivatives pp. 1-4

Richard J. Buttimer and Kanak Patel

Pricing Property Index Linked Swaps with Counterparty Default Risk pp. 5-21

Kanak Patel and Ricardo Pereira

Property Derivatives and Index-Linked Mortgages pp. 23-35

Juerg Syz, Paolo Vanini and Marco Salvi

Trading House Price Risk with Existing Futures Contracts pp. 37-52

Christoph Hinkelmann and Steve Swidler

Financial Leverage, CEO Compensation,and Corporate Hedging: Evidence from Real Estate Investment Trusts pp. 53-80

Mine Ertugrul, Özcan Sezer and C. Sirmans

Land Development: Risk, Return and Risk Management pp. 81-102

Richard J. Buttimer, Steven Clark and Steven Ott

Taxation on Land Value and Development When There Are Negative Externalities from Development pp. 103-120

Jyh-Bang Jou and Tan Lee

Market Risk of Mortgage-Backed Securities with Consistent Measures pp. 121-140

Ren-Raw Chen, Hsien-Hsing Liao and Tyler Yang

Volume 35, issue 4, 2007

CEO Involvement in Director Selection: Implications for REIT Dividend Policy pp. 385-410

Zhilan Feng, Chinmoy Ghosh and C. Sirmans

The Value of Equitable Redemption in Commercial Mortgage Contracting pp. 411-425

Lynn Fisher and Abdullah Yavas

Does Consumption Respond More to Housing Wealth Than to Financial Market Wealth? If So, Why? pp. 427-448

N Kundan Kishor

Trading Intensity and Real Estate Performance pp. 449-474

Dirk Brounen, Piet Eichholtz and David Ling

Pricing Structure in Tokyo Metropolitan Land Markets and its Structural Changes: Pre-bubble, Bubble, and Post-bubble Periods pp. 475-496

Chihiro Shimizu and Kiyohiko Nishimura

Land as Production Input and Collateral: Land Investment by Japanese Firms pp. 497-526

Toshitaka Sekine and Towa Tachibana

Volume 35, issue 3, 2007

Editorial for JREFE’s Special Issue pp. 221-223

K. Chau and S. Ong

Director Compensation and CEO Bargaining Power in REITs pp. 225-251

Zhilan Feng, Chinmoy Ghosh and C. Sirmans

Delinquency and Default in Arms: The Effects of Protected Equity and Loss Aversion pp. 253-280

Seow Ong, Tien Sing and Alan Teo

Volatility Transmission in the Real Estate Spot and Forward Markets pp. 281-293

S. Wong, K. Chau and C. Yiu

Dynamic Residential Housing Cycles Analysis pp. 295-313

Robert Edelstein and Desmond Tsang

Monetary Shocks and REIT Returns pp. 315-331

Don Bredin, Gerard O’Reilly and Simon Stevenson

Analyst Activity and Firm Value: Evidence from the REIT Sector pp. 333-356

Erik Devos, Seow Ong and Andrew Spieler

Japanese Housing Tenure Choice and Welfare Implications after the Revision of the Tenant Protection Law pp. 357-383

Miki Seko and Kazuto Sumita

Volume 35, issue 2, 2007

Neighborhood Street Layout and Property Value: The Interaction of Accessibility and Land Use Mix pp. 111-141

John Matthews and Geoffrey Turnbull

Spatial Dependence, Housing Submarkets, and House Price Prediction pp. 143-160

Steven Bourassa, Eva Cantoni and Martin Hoesli

The Impact of Railway Stations on Residential and Commercial Property Value: A Meta-analysis pp. 161-180

Ghebreegziabiher Debrezion, Eric Pels and Piet Rietveld

The Effect of Time-on-Market and Location on Search Costs and Anchoring: The Case of Single-Family Properties pp. 181-196

Terrence Clauretie and Paul Thistle

Regulatory Capital Arbitrage and the Potential Competitive Impact of Basel II in the Market for Residential Mortgages pp. 197-219

Paul Calem and James Follain

Volume 35, issue 1, 2007

Introduction: Real Estate Brokerage pp. 1-5

Abdullah Yavas

Is the Compensation Model for Real Estate Brokers Obsolete? pp. 7-22

Thomas Miceli, Katherine Pancak and C. Sirmans

Evidence of Information Asymmetries in the Market for Residential Condominiums pp. 23-38

Ronald Rutherford, Thomas Springer and Abdullah Yavas

The Impact of Dual Agency pp. 39-55

J’Noel Gardiner, Jeffrey Heisler, Jarl Kallberg and Crocker Liu

Individual Agents, Firms, and the Real Estate Brokerage Process pp. 57-76

Geoffrey Turnbull and Jonathan Dombrow

Who You Going to Call? Performance of Realtors and Non-realtors in a MLS Setting pp. 77-93

Biqing Huang and Ronald Rutherford

Do Some People Work Harder than Others? Evidence from Real Estate Brokerage pp. 95-110

J. Benjamin, P. Chinloy, G. Jud and D. Winkler

Volume 34, issue 4, 2007

Loss Recoveries, Realized Excess Returns, and Credit Rationing in the Commercial Mortgage Market pp. 425-445

Brian Ciochetti and James Shilling

Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market pp. 447-461

Shaun Bond, Soosung Hwang, Zhenguo Lin and Kerry Vandell

Semi-analytical MBS Pricing pp. 463-498

Niels Rom-Poulsen

REITs, Decimalization, and Ex-dividend Stock Prices pp. 499-511

William Hardin, Kartono Liano, Gow-Cheng Huang and Gregory Nagel

The Asymmetric Response of Equity REIT Returns to Inflation pp. 513-529

Marc Simpson, Sanjay Ramchander and James Webb

Volume 34, issue 3, 2007

Special Issue: NUS-HKU Symposium on Real Estate Research pp. 281-282

S. Ong and K. Chau

Homeownership as a Constraint on Asset Allocation pp. 283-311

Stephen Cauley, Andrey Pavlov and Eduardo Schwartz

Housing Quality in the Forward Contracts Market pp. 313-325

K. Chau, S. Wong and C. Yiu

Optimal Timing of Real Estate Investment under an Asymmetric Duopoly pp. 327-345

Yongqiang Chu and Tien Sing

Housing Finance Arrangements, Wealth Positioning and Housing Consumption in Japan: An Analysis of Built-for-sale Homeowners pp. 347-367

Piyush Tiwari, Edwin Deutsch and Yoko Moriizumi

The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios pp. 369-384

John L. Glascock and Lynne Kelly

Spatial Autocorrelations and Urban Housing Market Segmentation pp. 385-406

Yong Tu, Hua Sun and Shi-Ming Yu

Foreign Property Shocks and the Impact on Domestic Securitized Real Estate Markets: An Unobserved Components Approach pp. 407-424

Pat Wilson, Simon Stevenson and Ralf Zurbruegg

Volume 34, issue 2, 2007

Sorting, Franchising and Real Estate Brokerage Firms pp. 189-206

John Benjamin, Peter Chinloy and Daniel Winkler

Have Equity REITs Experienced Periodically Collapsing Bubbles? pp. 207-224

James Payne and George A. Waters

Do Tighter Restrictions on Density Retard Development? pp. 225-232

Jyh-Bang Jou and Tan Lee

Equilibrium Correlations of Asset Price and Return pp. 233-256

Charles Ka Yui Leung

Technological Change as Reflected in Hotel Property Prices pp. 257-279

John Corgel

Volume 34, issue 1, 2007

Cambridge-Maastricht Symposium 2005 pp. 1-3

Piet Eichholtz and Kanak Patel

A Quarterly Transactions-based Index of Institutional Real Estate Investment Performance and Movements in Supply and Demand pp. 5-33

Jeff Fisher, David Geltner and Henry Pollakowski

Investing for the Long-run in European Real Estate pp. 35-80

Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

On the Capital Structure of Real Estate Investment Trusts (REITs) pp. 81-105

Zhilan Feng, Chinmoy Ghosh and C. Sirmans

Expected Default Probabilities in Structural Models: Empirical Evidence pp. 107-133

Kanak Patel and Ricardo Pereira

Sequential American Exchange Property Options pp. 135-157

Dean Paxson

Stickiness of Rental Rates and Developers’ Option Exercise Strategies pp. 159-188

Rose Lai, Ko Wang and Jing Yang