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Details about Brent W. Ambrose

Workplace:Smeal College of Business Administration, Pennsylvania State University, (more information at EDIRC)

Access statistics for papers by Brent W. Ambrose.

Last updated 2017-10-09. Update your information in the RePEc Author Service.

Short-id: pam25


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Working Papers

2015

  1. The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties
    ERES, European Real Estate Society (ERES) Downloads
  2. The impact of student loan debt on small business formation
    Working Papers, Federal Reserve Bank of Philadelphia Downloads View citations (2)

2009

  1. Secured Debt and Corporate Performance: Evidence from REITs
    ERES, European Real Estate Society (ERES) Downloads

2008

  1. Does it pay to read your junk mail? evidence of the effect of advertising on home equity credit choices
    Working Paper Series, Federal Reserve Bank of Chicago Downloads

2000

  1. Pricing Upward-Only Adjusting Leases
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2002)

1998

  1. Embedded Options in the Mortgage Contract
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania View citations (2)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2000)
  2. REIT Economies of Scale: Fact or Fiction?
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania View citations (1)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2000)
  3. Valuing Upward-Only Adjusting Leases
    ERES, European Real Estate Society (ERES) Downloads

1996

  1. Risks and Incentives in Underserved Mortgage Markets
    Yale School of Management Working Papers, Yale School of Management Downloads
    See also Journal Article in Journal of Housing Economics (1998)

Undated

  1. Economies Of Scale
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania Downloads View citations (2)
  2. Mixed Income Housing Initiatives in Public Housing
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania Downloads
  3. Mixing Income Groups In Public Housing
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania Downloads
  4. Old REITs and New REITs
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania Downloads
  5. The Hazard Rates of First and Second Default
    Zell/Lurie Center Working Papers, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania Downloads View citations (3)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2000)

Journal Articles

2016

  1. Joint liability lending and credit risk: Evidence from the home equity market
    Journal of Housing Economics, 2016, 32, (C), 47-66 Downloads
  2. Real Estate Risk and Hedge Fund Returns
    The Journal of Real Estate Finance and Economics, 2016, 52, (3), 197-225 Downloads
    Also in The Journal of Real Estate Finance and Economics, 2016, 52, (3), 197-225 (2016) Downloads
  3. Servicers and Mortgage-Backed Securities Default: Theory and Evidence
    Real Estate Economics, 2016, 44, (2), 462-489 Downloads

2015

  1. Introduction to the Special Issue
    Real Estate Economics, 2015, 43, (1), 1-7 Downloads View citations (1)
  2. The Repeat Rent Index
    The Review of Economics and Statistics, 2015, 97, (5), 939-950 Downloads View citations (3)
  3. The Subprime Virus
    Real Estate Economics, 2015, 43, (4), 891-915 Downloads View citations (1)

2014

  1. Mortgage Brokers, Origination Fees, Price Transparency and Competition
    Real Estate Economics, 2014, 42, (2), 363-421 Downloads
  2. Spillover effects of subprime mortgage originations: The effects of single-family mortgage credit expansion on the multifamily rental market
    Journal of Urban Economics, 2014, 81, (C), 114-135 Downloads

2013

  1. House Prices and Fundamentals: 355 Years of Evidence
    Journal of Money, Credit and Banking, 2013, 45, (2-3), 477-491 Downloads View citations (35)

2012

  1. The Adjustable Balance Mortgage: Reducing the Value of the Put
    Real Estate Economics, 2012, 40, (3), 536-565 Downloads View citations (4)
  2. Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default?
    Real Estate Economics, 2012, 40, (1), 1-22 Downloads View citations (10)

2011

  1. The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market
    Journal of Money, Credit and Banking, 2011, 43, (4), 633-655 View citations (8)
  2. The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence
    Journal of Financial and Quantitative Analysis, 2011, 46, (02), 553-584 Downloads View citations (5)

2010

  1. Stock Market Information and REIT Earnings Management
    Journal of Real Estate Research, 2010, 32, (1), 101-138 Downloads View citations (2)

2009

  1. REIT Capital Budgeting and Equity Marginal "q"
    Real Estate Economics, 2009, 37, (3), 483-514 Downloads

2008

  1. Credit Availability and the Structure of the Homebuilding Industry
    Real Estate Economics, 2008, 36, (4), 659-692 Downloads View citations (4)
  2. Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach
    The Journal of Real Estate Finance and Economics, 2008, 37, (3), 281-298 Downloads View citations (4)
  3. Determinants of automobile loan default and prepayment
    Economic Perspectives, 2008, (Q III), 17-28 Downloads

2007

  1. Comovement After Joining an Index: Spillovers of Nonfundamental Effects
    Real Estate Economics, 2007, 35, (1), 57-90 Downloads View citations (15)

2006

  1. An empirical analysis of home equity loan and line performance
    Journal of Financial Intermediation, 2006, 15, (4), 444-469 Downloads View citations (16)
  2. Credit Lines and Credit Utilization
    Journal of Money, Credit and Banking, 2006, 38, (1), 1-22 Downloads View citations (29)

2005

  1. A Note on Hybrid Mortgages
    Real Estate Economics, 2005, 33, (4), 765-782 Downloads View citations (17)
  2. Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?
    Journal of Financial Services Research, 2005, 28, (1), 113-133 Downloads View citations (67)
  3. Forced Development and Urban Land Prices
    The Journal of Real Estate Finance and Economics, 2005, 30, (3), 245-265 Downloads View citations (2)
  4. GSE impact on rural mortgage markets
    Regional Science and Urban Economics, 2005, 35, (4), 417-443 Downloads View citations (4)
  5. Real Estate and Economies of Scale: The Case of REITs
    Real Estate Economics, 2005, 33, (2), 323-350 Downloads View citations (11)

2004

  1. Have the GSE affordable housing goals increased the supply of mortgage credit?
    Regional Science and Urban Economics, 2004, 34, (3), 263-273 Downloads View citations (31)
  2. Legal Restrictions in Personal Loan Markets
    The Journal of Real Estate Finance and Economics, 2004, 30, (2), 133-151 Downloads View citations (6)
  3. The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis
    Real Estate Economics, 2004, 32, (4), 541-569 Downloads View citations (47)

2003

  1. Bank and Nonbank Lenders and the Commercial Mortgage Market
    The Journal of Real Estate Finance and Economics, 2003, 26, (1), 81-94 Downloads View citations (4)
  2. Commercial Mortgage-Backed Securities: Prepayment and Default
    The Journal of Real Estate Finance and Economics, 2003, 26, (2-3), 179-96 Downloads View citations (32)
  3. Modeling the Korean Chonsei Lease Contract
    Real Estate Economics, 2003, 31, (1), 53-74 Downloads View citations (13)

2002

  1. Credit Rationing in the U.S. Mortgage Market: Evidence from Variation in FHA Market Shares
    Journal of Urban Economics, 2002, 51, (2), 272-294 Downloads View citations (16)
  2. GSE Debt and the Decline in the Treasury Market
    Journal of Money, Credit and Banking, 2002, 34, (3), 812-39 View citations (1)
  3. GSE debt and the decline in the Treasury debt market
    Proceedings, 2002, 812-847 View citations (6)
  4. Measuring Potential GSE Funding Advantages
    The Journal of Real Estate Finance and Economics, 2002, 25, (2-3), 129-50 Downloads View citations (26)
  5. Pricing Upward-Only Adjusting Leases
    The Journal of Real Estate Finance and Economics, 2002, 25, (1), 33-49 Downloads View citations (5)
    See also Working Paper (2000)

2001

  1. A New Spin on the Jumbo/Conforming Loan Rate Differential
    The Journal of Real Estate Finance and Economics, 2001, 23, (3), 309-35 Downloads View citations (14)
  2. Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure
    The Journal of Real Estate Finance and Economics, 2001, 23, (2), 213-34 Downloads View citations (20)
  3. Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence
    Real Estate Economics, 2001, 29, (2), 305-327 Downloads View citations (15)
  4. Reit Organizational Structure and Operating Characteristics
    Journal of Real Estate Research, 2001, 21, (3), 141-162 Downloads View citations (26)

2000

  1. Embedded Options in the Mortgage Contract
    The Journal of Real Estate Finance and Economics, 2000, 21, (2), 95-111 Downloads View citations (17)
    See also Working Paper (1998)
  2. Local economic risk factors and the primary and secondary mortgage markets
    Regional Science and Urban Economics, 2000, 30, (6), 683-701 Downloads View citations (12)
  3. REIT Economies of Scale: Fact or Fiction?
    The Journal of Real Estate Finance and Economics, 2000, 20, (2), 211-24 Downloads View citations (4)
    See also Working Paper (1998)
  4. The Hazard Rates of First and Second Defaults
    The Journal of Real Estate Finance and Economics, 2000, 20, (3), 275-93 Downloads View citations (26)
    See also Working Paper

1998

  1. Modeling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions
    Real Estate Economics, 1998, 26, (3), 391-429 Downloads View citations (45)
  2. Risks and Incentives in Underserved Mortgage Markets
    Journal of Housing Economics, 1998, 7, (3), 274-285 Downloads View citations (3)
    See also Working Paper (1996)

1997

  1. Pricing Mortgage Default and Foreclosure Delay
    Journal of Money, Credit and Banking, 1997, 29, (3), 314-25 View citations (57)

1996

  1. Cost-Benefit Analysis of Single-Family Foreclosure Alternatives
    The Journal of Real Estate Finance and Economics, 1996, 13, (2), 105-20 View citations (31)
  2. Credit Restrictions and the Market for Commercial Real Estate Loans
    Real Estate Economics, 1996, 24, (1), 1-22 Downloads View citations (2)

1995

  1. Pricing Effects in Fannie Mae Agency Bonds
    The Journal of Real Estate Finance and Economics, 1995, 11, (3), 235-49

1993

  1. Factors Influencing Capitalization Rates
    Journal of Real Estate Research, 1993, 8, (2), 221-238 Downloads View citations (17)
  2. Rural Industrial Location: The Impact of Firm Size
    Journal of Real Estate Research, 1993, 8, (3), 387-400 Downloads
  3. Spatial Variation of Nonmetropolitan Industrial Location
    The Journal of Real Estate Finance and Economics, 1993, 7, (1), 17-27 View citations (3)

1992

  1. Does an Industry Effect Exist for Leveraged Buyouts?
    Financial Management, 1992, 21, (1) View citations (7)
  2. The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency
    Real Estate Economics, 1992, 20, (1), 25-54 Downloads View citations (40)
  3. The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood
    Journal of Financial and Quantitative Analysis, 1992, 27, (04), 575-589 Downloads View citations (72)

1990

  1. An Analysis of the Factors Affecting Light Industrial Property Valuation
    Journal of Real Estate Research, 1990, 5, (3), 355-370 Downloads View citations (12)
  2. Corporate Real Estate's Impact on the Takeover Market
    The Journal of Real Estate Finance and Economics, 1990, 3, (4), 307-22 View citations (9)
 
Page updated 2017-10-23