Real Estate Economics

1973 - 2025

Current editor(s): Crocker Liu, N. Edward Coulson and Walter Torous

From American Real Estate and Urban Economics Association
Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

2003, volume 31, articles 4

Is There a Risk Premium Puzzle in Real Estate? pp. 501-525

James D. Shilling

The Spatial Distribution of Housing‐Related Ordinary Income Tax Benefits pp. 527-575

Joseph Gyourko and Todd Sinai

A Measure of Fundamental Volatility in the Commercial Property Market pp. 577-600

Shaun A. Bond and Soosung Hwang

Estimating Bargaining Effects in Hedonic Models: Evidence from the Housing Market pp. 601-622

John P. Harding, John Knight and C.F. Sirmans

Modeling Spatial Variation in Housing Prices: A Variable Interaction Approach pp. 623-646

Timothy J. Fik, David Ling and Gordon Mulligan

Rental Expectations and the Term Structure of Lease Rates pp. 647-670

Eric Clapham and Åke Gunnelin

2003, volume 31, articles 3

Foreword from the Guest Editors pp. 305-311

Dennis Capozza and Paul J. Seguin

Financing Choice and Liability Structure of Real Estate Investment Trusts pp. 313-346

David T. Brown and Timothy J. Riddiough

Wealth Effects of Diversification and Financial Deal Structuring: Evidence from REIT Property Portfolio Acquisitions pp. 347-366

Robert D. Campbell, Milena Petrova and C. F. Sirmans

Inside Ownership, Risk Sharing and Tobin's q‐Ratios: Evidence from REITs pp. 367-404

Dennis Capozza and Paul J. Seguin

The Dynamics of REIT Capital Flows and Returns pp. 405-434

David Ling and Andy Naranjo

Dividend Pricing Models and REITs pp. 435-450

Jarl G. Kallberg, Crocker H. Liu and Anand Srinivasan

The Cross Section of Expected REIT Returns pp. 451-479

Andy C. W. Chui, Sheridan Titman and K. C. John Wei

International Real Estate Returns: A Multifactor, Multicountry Approach pp. 481-500

Shaun A. Bond, G. Karolyi and Anthony B. Sanders

2003, volume 31, articles 2

Explaining Location Patterns of Suburban Offices pp. 139-164

Wayne R. Archer and Marc T. Smith

Prepayment Behavior of Dutch Mortgagors: An Empirical Analysis pp. 165-204

Erwin Charlier and Arjan Van Bussel

Timing and the Holding Periods of Institutional Real Estate pp. 205-222

David Collett, Colin Lizieri and Charles Ward

Assessing the Forecasting Performance of Regime‐Switching, ARIMA and GARCH Models of House Prices pp. 223-243

Gordon W. Crawford and Michael C. Fratantoni

Tax Structure and Natural Vacancy Rates in the Commercial Real Estate Market pp. 245-267

Kerry Vandell

Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices pp. 269-303

Jeffrey Fisher, Dean Gatzlaff, David Geltner and Donald Haurin

2002, volume 30, articles 4

Predicting Spatial Patterns of House Prices Using LPR and Bayesian Smoothing pp. 505-532

John Clapp, Hyon–Jung Kim and Alan E. Gelfand

The Ex–Dividend Pricing of REITs pp. 533-549

William G. Hardin, Kartono Liano and Gow–cheng Huang

Using Multiperiod Variables in the Analysis of Home Improvement Decisions by Homeowners pp. 551-566

Kermit Baker and Bulbul Kaul

Institutional Investors’ Preferences for REIT Stocks pp. 567-593

Brian A. Ciochetti, Timothy M. Craft and James D. Shilling

The Termination of Commercial Mortgage Contracts through Prepayment and Default: A Proportional Hazard Approach with Competing Risks pp. 595-633

Brian A. Ciochetti, Yongheng Deng, Bin Gao and Rui Yao

Does Homeownership Affect Child Outcomes? pp. 635-666

Donald Haurin, Toby L. Parcel and R. Jean Haurin

Some Loans Are More Equal than Others: Third–Party Originations and Defaults in the Subprime Mortgage Industry pp. 667-697

William P. Alexander, Scott D. Grimshaw, Grant R. McQueen and Barrett A. Slade

2002, volume 30, articles 3

Market Mechanism Choice and Real Estate Disposition: Search Versus Auction pp. 365-384

Daniel C. Quan

Optimal Valuation of Noisy Real Assets pp. 385-414

Paul D. Childs, Steven H. Ott and Timothy J. Riddiough

Optimal Valuation of Claims on Noisy Real Assets: Theory and an Application pp. 415-443

Paul D. Childs, Steven H. Ott and Timothy J. Riddiough

Determinants of Multifamily Mortgage Default pp. 445-473

Wayne R. Archer, Peter J. Elmer, David M. Harrison and David Ling

Renegotiation of Troubled Debt: The Choice between Discounted Payoff and Maturity Extension pp. 475-503

John P. Harding and C.F. Sirmans

2002, volume 30, articles 2

Estimation of the Rental Adjustment Process pp. 165-183

Patric Hendershott, Bryan D. MacGregor and Raymond Y.C. Tse

UK Fixed Rate Repayment Mortgage and Mortgage Indemnity Valuation pp. 185-211

José A. Azevedo‐Pereira, David P. Newton and Dean A. Paxson

Listing Price, Time on Market, and Ultimate Selling Price: Causes and Effects of Listing Price Changes pp. 213-237

John Knight

GMM Repeat Sales Price Indices pp. 239-261

Liang Peng

Regime Shifts in Asian Equity and Real Estate Markets pp. 263-291

Jarl G. Kallberg, Crocker H. Liu and Paolo Pasquariello

Commercial Real Estate Leasing, Asymmetric Information, and Monopolistic Competition pp. 293-315

Robert M. Mooradian and Shiawee X. Yang

Office Rent Processes: The Case of U.S. Metropolitan Markets pp. 317-344

Rena Mourouzi‐Sivitanidou

2002, volume 30, articles 1

Forecasting Housing Markets: Lessons Learned pp. 1-11

Patric Hendershott and John C. Weicher

The Bias of the RSR Estimator and the Accuracy of Some Alternatives pp. 13-39

William Goetzmann and Liang Peng

Housing Price Volatility Changes and Their Effects pp. 41-66

Walter Dolde and Dogan Tirtiroglu

House Prices and Inflation pp. 67-84

Ali Anari and James Kolari

A Dynamic Double‐Trigger Model of Multifamily Mortgage Default pp. 85-113

Lawrence Goldberg and Charles Capone

Call Options and Liquidation in Commercial Mortgage Financing pp. 115-136

David T. Brown

Authors’ Perceptions and Preferences Among Real Estate Journals pp. 137-157

Karen M. Gibler and Alan J. Ziobrowski

Authors’ Perceptions and Preferences Among Real Estate Journals: An Editors’ Note pp. 159-161

David Geltner, David Ling and Thomas Thibodeau

Referee Recognition pp. 163-164

David Geltner, David Ling and Thomas Thibodeau

2001, volume 29, articles 4

Housing Return and Construction Cycles pp. 521-551

Matthew Spiegel

Valuation Bias in Commercial Appraisal: A Transaction Price Feedback Experiment pp. 553-565

J. Andrew Hansz and Julian Diaz

Do Tax‐Deferred Exchanges Impact Purchase Price? Evidence from the Phoenix Apartment Market pp. 567-588

Andrew Holmes and Barrett A. Slade

Regressive Interest Rate Expectations and Mortgage Instrument Choice in the United Kingdom Housing Market pp. 589-613

David Leece

Capital Structure Theory: Evidence from European Property Companies' Capital Offerings pp. 615-632

Dirk Brounen and Piet M.A. Eichholtz

The Value of Liquidity pp. 633-660

Lawrence Benveniste, Dennis Capozza and Paul J. Seguin

2001, volume 29, articles 3

Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals pp. 337-360

Jim Clayton, David Geltner and Stanley W. Hamilton

The Information Content of Method of Payment in Mergers: Evidence from Real Estate Investment Trusts (REITs) pp. 361-387

Robert D. Campbell, Chinmoy Ghosh and C. F. Sirmans

The Impacts of Contract Type on Broker Performance pp. 389-409

Ronald C. Rutherford, Thomas M. Springer and Abdullah Yavas

Movers and Shuckers: Interdependent Prepayment Decisions pp. 411-450

John Clapp, Gerson M. Goldberg, John P. Harding and Michael LaCour‐Little

Long‐Term Ground Leases, the Redevelopment Option and Contract Incentives pp. 451-484

David Dale‐Johnson

An Empirical Examination of Traditional Neighborhood Development pp. 485-501

Charles C. Tu and Mark J. Eppli

Residential Investment and Interest Rates: An Empirical Test of Land Development as a Real Option pp. 503-519

Dennis Capozza and Yuming Li

2001, volume 29, articles 2

Voluntary Development Restrictions and the Cost of Habitat Conservation pp. 191-206

Sabrina J. Lovell and David Sunding

A Flexible Fourier Approach to Repeat Sales Price Indexes pp. 207-225

Daniel McMillen and Jonathan Dombrow

Market Efficiency and Return Statistics: Evidence from Real Estate and Stock Markets Using a Present‐Value Approach pp. 227-250

Yuming Fu and Lilian K. Ng

An Experimental Analysis of the Impact of Intermediaries on the Outcome of Bargaining Games pp. 251-276

Abdullah Yavas, Thomas Miceli and C.F. Sirmans

Bricks and Behavior: The Repair and Maintenance Costs of Housing for Persons with Mental Illness pp. 277-304

Sandra Newman, Joseph Harkness, George Galster and James Reschovsky

Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence pp. 305-327

Brent Ambrose and Michael LaCour‐Little

A Note on Identification of Discrimination in Mortgage Lending pp. 329-335

Michael LaCour‐Little

2001, volume 29, articles 1

Twenty Years of the NCREIF Property Index pp. 1-27

Joseph L. Pagliari, Frederich Lieblich, Mark Schaner and James R. Webb

The Effects of Securitization on Consumer Mortgage Costs pp. 29-54

Steven Todd

A Metropolitan Transaction‐Based Commercial Price Index: A Time‐Varying Parameter Approach pp. 55-84

Henry J. Munneke and Barrett A. Slade

Why Agency Costs Explain Diversification Discounts pp. 85-126

Henrik Cronqvist, Peter Högfeldt and Mattias Nilsson

Semivariance of Property Value Estimates as a Determinant of Default Risk pp. 127-159

Thomas G. Noordewier, David M. Harrison and K. Ramagopal

Permits, Starts, and Completions: Structural Relationships Versus Real Options pp. 161-190

Craig Somerville