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Details about Dennis R. Capozza

Workplace:Ross School of Business, University of Michigan, (more information at EDIRC)

Access statistics for papers by Dennis R. Capozza.

Last updated 2020-03-06. Update your information in the RePEc Author Service.

Short-id: pca514


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Working Papers

2002

  1. Determinants of Real House Price Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (97)
  2. The Determinants of House Price Dynamics
    ERES, European Real Estate Society (ERES) Downloads View citations (54)

1997

  1. Income Taxes and House Prices
    Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research Downloads View citations (2)

1996

  1. Taxes, Mortgage Borrowing and House Prices
    Wisconsin-Madison CULER working papers, University of Wisconsin Center for Urban Land Economic Research Downloads View citations (15)

1995

  1. Expectations, Efficiency, and Euphoria in the Housing Market
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Regional Science and Urban Economics (1996)

Journal Articles

2011

  1. Deconstructing a Mortgage Meltdown: A Methodology for Decomposing Underwriting Quality
    Journal of Money, Credit and Banking, 2011, 43, (4), 609-631 View citations (2)
  2. The great surge in mortgage defaults 2006-2009: The comparative roles of economic conditions, underwriting and moral hazard
    Journal of Housing Economics, 2011, 20, (2), 141-151 Downloads View citations (7)

2009

  1. An introduction to owner occupied housing in national accounts and inflation measures
    Journal of Housing Economics, 2009, 18, (3), 151-155 Downloads

2007

  1. Predictability in Equilibrium: The Price Dynamics of Real Estate Investment Trusts
    Real Estate Economics, 2007, 35, (4), 541-567 Downloads View citations (3)

2006

  1. Subprime Transitions: Lingering or Malingering in Default?
    The Journal of Real Estate Finance and Economics, 2006, 33, (3), 241-258 Downloads View citations (23)

2004

  1. An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets
    Real Estate Economics, 2004, 32, (1), 1-32 Downloads View citations (101)
  2. Optimal Stopping and Losses on Subprime Mortgages
    The Journal of Real Estate Finance and Economics, 2004, 30, (2), 115-131 Downloads View citations (6)

2003

  1. Foreword from the Guest Editors
    Real Estate Economics, 2003, 31, (3), 305-311 Downloads View citations (1)
  2. Inside Ownership, Risk Sharing and Tobin's q‐Ratios: Evidence from REITs
    Real Estate Economics, 2003, 31, (3), 367-404 Downloads View citations (16)

2002

  1. Optimal Land Development Decisions
    Journal of Urban Economics, 2002, 51, (1), 123-142 Downloads View citations (29)

2001

  1. Residential Investment and Interest Rates: An Empirical Test of Land Development as a Real Option
    Real Estate Economics, 2001, 29, (3), 503-519 Downloads View citations (20)
  2. The Value of Liquidity
    Real Estate Economics, 2001, 29, (4), 633-660 Downloads View citations (20)

2000

  1. Debt, Agency, and Management Contracts in REITs: The External Advisor Puzzle
    The Journal of Real Estate Finance and Economics, 2000, 20, (2), 91-116 Downloads View citations (28)

1999

  1. Focus, Transparency and Value: The REIT Evidence
    Real Estate Economics, 1999, 27, (4), 587-619 Downloads View citations (32)

1998

  1. Dividend Policy and Cash‐Flow Uncertainty
    Real Estate Economics, 1998, 26, (4), 555-580 Downloads View citations (38)
  2. Managerial Style and Firm Value
    Real Estate Economics, 1998, 26, (1), 131-150 Downloads View citations (9)
  3. The Conditional Probability of Mortgage Default
    Real Estate Economics, 1998, 26, (3), 259-289 Downloads View citations (16)

1997

  1. Editors' Note
    Real Estate Economics, 1997, 25, (4), 707-708 Downloads
  2. Mortgage Default in Local Markets
    Real Estate Economics, 1997, 25, (4), 631-655 Downloads View citations (37)

1996

  1. Expectations, efficiency, and euphoria in the housing market
    Regional Science and Urban Economics, 1996, 26, (3-4), 369-386 Downloads View citations (37)
    See also Working Paper (1995)
  2. Portfolio Characteristics and Net Asset Values in REITs
    Canadian Journal of Economics, 1996, 29, (s1), 520-26 View citations (5)

1995

  1. Property Type, Size, and REIT Value
    Journal of Real Estate Research, 1995, 10, (4), 363-380 Downloads View citations (10)

1994

  1. Contract Design for Problem Asset Disposition
    Real Estate Economics, 1994, 22, (1), 149-167 Downloads View citations (1)
  2. Editor's Introduction
    Real Estate Economics, 1994, 22, (1), 1-3 Downloads
  3. Editor's Note: Journal Survey Results
    Real Estate Economics, 1994, 22, (3), iv-v Downloads
  4. Editors' Introduction
    Real Estate Economics, 1994, 22, (2), 197-203 Downloads
  5. Race, Redlining, and Residential Mortgage Loan Performance: Comments
    The Journal of Real Estate Finance and Economics, 1994, 9, (3), 295-98 View citations (2)
  6. The Intensity and Timing of Investment: The Case of Land
    American Economic Review, 1994, 84, (4), 889-904 Downloads View citations (136)
  7. The Risk Structure of Land Markets
    Journal of Urban Economics, 1994, 35, (3), 297-319 Downloads View citations (38)

1993

  1. Sequential Development
    Journal of Urban Economics, 1993, 34, (2), 142-158 Downloads View citations (9)

1991

  1. Valuing Long-Term Leases: The Option to Redevelop
    The Journal of Real Estate Finance and Economics, 1991, 4, (2), 209-23 View citations (32)

1990

  1. The Value of Risk in Real Estate Markets
    The Journal of Real Estate Finance and Economics, 1990, 3, (2), 117-40 View citations (12)
  2. The stochastic city
    Journal of Urban Economics, 1990, 28, (2), 187-203 Downloads View citations (119)

1989

  1. The Asset Approach to Pricing Urban Land: Empirical Evidence
    Real Estate Economics, 1989, 17, (2), 161-174 Downloads View citations (12)
  2. The fundamentals of land prices and urban growth
    Journal of Urban Economics, 1989, 26, (3), 295-306 Downloads View citations (162)
  3. Work History in Female Earnings Loss
    Journal of Forensic Economics, 1989, 2, (3), 55-68 Downloads

1984

  1. Mortgage Rate Insurance and the Canadian Mortgage Market
    Canadian Public Policy, 1984, 10, (3), 296-304 Downloads View citations (2)

1982

  1. Product Differentiation and the Consistency of Monopolistic Competition: A Spatial Perspective
    Journal of Industrial Economics, 1982, 31, (1-2), 27-39 Downloads View citations (1)

1980

  1. Pricing under Spatial Competition and Spatial Monopoly: Reply
    Econometrica, 1980, 48, (5), 1329
  2. Unique Equilibria, Pure Profits, and Efficiency in Location Models
    American Economic Review, 1980, 70, (5), 1046-53 Downloads View citations (21)

1979

  1. Treasury Bill Pricing in the Spot and Futures Markets
    The Review of Economics and Statistics, 1979, 61, (4), 513-20 Downloads View citations (9)

1978

  1. A Generalized Model of Spatial Competition
    American Economic Review, 1978, 68, (5), 896-908 Downloads View citations (26)

1977

  1. Pricing under Spatial Competition and Spatial Monopoly
    Econometrica, 1977, 45, (6), 1329-38 Downloads View citations (11)
  2. The Variable-Rate Mortgage and Risk in the Mortgage Market: An Option Theory Perspective: A Note
    Journal of Money, Credit and Banking, 1977, 9, (2), 356-64 Downloads View citations (5)

1976

  1. Forecasting Long‐Run Land use Patterns with an Aggregative Model of Urban Housing and Transportation: The Case of Los Angeles
    Real Estate Economics, 1976, 4, (1), 23-39 Downloads View citations (1)
  2. The Efficiency of Speculation in Urban Land
    Environment and Planning A, 1976, 8, (4), 411-422 Downloads View citations (2)
    Also in Environment and Planning A, 1976, 8, (4), 411-422 (1976) Downloads View citations (2)

1973

  1. Subways and Land Use
    Environment and Planning A, 1973, 5, (5), 555-576 Downloads View citations (5)
    Also in Environment and Planning A, 1973, 5, (5), 555-576 (1973) Downloads View citations (4)
 
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