Details about Jin Man Lee

Access statistics for papers by Jin Man Lee.

Last updated 2025-02-08. Update your information in the RePEc Author Service.

Short-id: ple253

Working Papers

2016

1. Property Tax Delinquency and its Spillover Effects on Nearby Properties
   Working Papers, Tulane University, Department of Economics View citations (6)
   See also Journal Article Property tax delinquency and its spillover effects on nearby properties, Regional Science and Urban Economics, Elsevier (2016) View citations (6) (2016)

Journal Articles

2023

1. The Impact of Commitment on Pending Home Sales in Entrapping Situations
   International Real Estate Review, 2023, 26, (4), 491-520 View citations (1)

2021

2. Announcement Effects: Taxation of Housing Capital Gains in Seoul
   The Journal of Real Estate Finance and Economics, 2021, 62, (3), 319-341
3. Do Foreign Investors Perform Better Than Domestic Investors? Evidence from Commercial Real Estate Equity Investment in Emerging Market
   International Real Estate Review, 2021, 24, (1), 59-85

2019

4. A New Method to Estimate Risk and Return of Commercial Real Estate Assets from Cash Flows
   Journal of Real Estate Research, 2019, 41, (2), 183-218
5. Chicago Mercantile Exchange Bitcoin Futures: Volatility, Liquidity and Margin
   SPOUDAI Journal of Economics and Business, 2019, 69, (3), 55-74

2018

6. Determinants of Housing Values and Variations in Home Prices Across Neighborhoods in Cook County
   Profitwise, 2018, (1), 1-23 View citations (1)

2016

7. Property tax delinquency and its spillover effects on nearby properties
   Regional Science and Urban Economics, 2016, 58, (C), 71-77 View citations (6)
   See also Working Paper Property Tax Delinquency and its Spillover Effects on Nearby Properties, Working Papers (2016) View citations (6) (2016)

2015

8. The 2005 – 2011 Housing Boom and Bust: Impacts on Housing Turn over and Implications for the Recovery
   Journal of Real Estate Research, 2015, 37, (4), 471-498
9. The 2005-11 Housing Boom and Bust: Impacts on Housing Turnover and Implications for the Recovery
   Journal of Real Estate Research, 2015, 37, (4), 471-498

2013

10. Adaptive market hypothesis: evidence from the REIT market
    Applied Financial Economics, 2013, 23, (21), 1649-1662 View citations (17)

2012

11. The Performance Of Nonlinearity Tests On Asymmetric Nonlinear Time Series
    The Journal of Economic Asymmetries, 2012, 9, (2), 11-44 View citations (1)

2011

12. The Role of House Flippers in a Boom and Bust Real Estate Market
    The Journal of Economic Asymmetries, 2011, 8, (2), 91-109 View citations (3)

2010

13. Sources of output volatility from financial crisis in emerging markets
    Applied Financial Economics, 2010, 20, (3), 183-199

2007

14. Unlocking the sources of the apparent episodic stationarity of the P/E ratio
    Review of Accounting and Finance, 2007, 6, (3), 339-348

2006

15. Volatility relationship between stock performance and real output
    Applied Financial Economics, 2006, 16, (11), 777-784 View citations (12)
16. Why are postwar cycles smoother? Impulses or propagation?
    Journal of Economics and Business, 2006, 58, (5-6), 392-406 View citations (3)

2005

17. Sources of exchange-rate volatility: Impulses or propagation?
    International Review of Economics & Finance, 2005, 14, (2), 213-226 View citations (3)

Chapters

2015

1. Housing Futures Markets
   Chapter 15 in THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, 2015, pp 465-485 View citations (1)