The Journal of Real Estate Finance and Economics

1989 - 2024

Current editor(s): Steven R. Grenadier, James B. Kau and C.F. Sirmans

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Volume 69, issue 4, 2024

Pricing Radioactive Pollutants: Evidence from the Swedish Housing Market pp. 585-620

Fredrik Hansson

Does Bike Sharing increase House Prices? Evidence from Micro-level Data and the Impact of COVID-19 pp. 621-650

Zhengyi Zhou, Hongchang Li and Anming Zhang

REIT Chief Executive Officer (CEO) Compensation in the New Era pp. 651-681

Zifeng Feng, William G. Hardin and Zhonghua Wu

Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns? pp. 682-718

Bing Zhu and Colin Lizieri

Might expert knowledge improve econometric real estate mass appraisal? pp. 719-740

Mariusz Doszyń

Market Strength and Brokerage Choice in Residential Housing pp. 741-777

Xiangou Deng, Zhaohui Li, Michael J. Seiler and Hua Sun

Volume 69, issue 3, 2024

The Volatility of Housing Prices: Do Different Types of Financial Intermediaries Affect Housing Market Cycles Differently? pp. 377-408

Julia Braun, Hans-Peter Burghof, Julius Langer and Dag Einar Sommervoll

Changing the Scope of GSE Loan Guarantees: Estimating Effects on Mortgage Pricing and Availability pp. 409-451

Alexei Alexandrov, Thomas S. Conkling and Sergei Koulayev

REITs’ Stock Return Volatility: Property Market Risk Versus Equity Market Risk pp. 452-476

Lingxiao Li and Bing Zhu

Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR pp. 477-504

Robert Forster and Xiaojin Sun

Volatility in U.S. Housing Sector and the REIT Equity Return pp. 505-544

Masud Alam

Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment pp. 545-584

Sercan Demiralay and Erhan Kilincarslan

Volume 69, issue 2, 2024

Spread Too Thin: REIT Asset Dispersion and Divergence of Opinion pp. 201-227

Mariya Letdin, C. Stace Sirmans and G. Stacy Sirmans

Economies of Scale in the Real Estate Mutual Fund Industry pp. 228-252

Ryan G. Chacon, Pratik Kothari and Thibaut G. Morillon

High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests pp. 253-276

Goodness C. Aye, Christina Christou, Rangan Gupta and Christis Hassapis

The Size and Spatial Extent of Neighborhood Price Impacts of Infill Development: Scale Matters? pp. 277-306

Christian A. Nygaard, George Galster and Stephen Glackin

Coming of Age: Renovation Premiums in Housing Markets pp. 307-342

Mari O. Mamre and Dag Einar Sommervoll

The Aggregate and Distributional Impacts of Residence Policy Relaxation pp. 343-376

Rongsheng Tang, Yang Tang and Rongjie Zhang

Volume 69, issue 1, 2024

Spatial Prediction of Apartment Rent using Regression-Based and Machine Learning-Based Approaches with a Large Dataset pp. 1-28

Takahiro Yoshida, Daisuke Murakami and Hajime Seya

Is there a Principal-Agency Problem with Real Estate Agents in Rental Markets? pp. 29-69

Luis A. Lopez

Spatial Market Inefficiency in Housing Market: A Spatial Quantile Regression Approach pp. 70-99

Jiyoung Chae and Anil K. Bera

House Prices and Flood Risk Exposure: An Integration of Hedonic Property Model and Spatial Econometric Analysis pp. 100-131

Nam Bui, Le Wen and Basil Sharp

Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas pp. 132-163

Md Shahedur R. Chowdhury, Damian S. Damianov and Diego Escobari

Market and Institutional Ownership Reactions to REIT Security Issuances pp. 164-199

Daniel Huerta, Thanh Ngo and Mark K. Pyles

Volume 68, issue 4, 2024

Editorial − 2020 Real Estate Finance & Investment Symposium pp. 577-580

Martin Hoesli, Thies Lindenthal, David C. Ling and Joseph Ooi

Correction to: Editorial − 2020 Real Estate Finance & Investment Symposium pp. 581-582

Martin Hoesli, Thies Lindenthal, David C. Ling and Joseph Ooi

Are Online-Only Real Estate Marketplaces Viable? Evidence from China pp. 583-623

Mandi Xu, Hefan Zheng and Jing Wu

A Machine Learning Approach to Price Indices: Applications in Commercial Real Estate pp. 624-653

Felipe D. Calainho, Alex M. Minne and Marc K. Francke

The Effect of Expected Losses on the Hong Kong Property Market pp. 654-683

Ling Li and Wayne Xinwei Wan

Risk Retention Rules and the Issuance of Commercial Mortgage Backed Securities pp. 684-714

Sumit Agarwal, Brent Ambrose, Yildiray Yildirim and Jian Zhang

How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds? pp. 715-748

Spencer J. Couts

Volume 68, issue 3, 2024

Irish Property Price Estimation Using A Flexible Geo-spatial Smoothing Approach: What is the Impact of an Address? pp. 355-393

Aoife K. Hurley and James Sweeney

Do Foreign Buyers Pay More Than Domestic Buyers? Evidence from International Transaction-Level Data pp. 394-424

Daisuke Miyakawa, Chihiro Shimizu and Iichiro Uesugi

The Impact of iBuyers on Housing Market Dynamics pp. 425-461

David M. Harrison, Michael Seiler and Liuming Yang

Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models pp. 462-487

Timothy Dombrowski, R. Kelley Pace and Junbo Wang

Local Housing Market Sentiments and Returns: Evidence from China pp. 488-522

Shulin Shen, Yiyi Zhao and Jindong Pang

The Effect of Regulatory Oversight on Nonbank Mortgage Subsidiaries pp. 523-575

Eliana Balla, Raymond Brastow, Daniel Edgel and Morgan Rose

Volume 68, issue 2, 2024

Sustainability and Private Equity Real Estate Returns pp. 161-187

Avis Devine, Andrew Sanderford and Chongyu Wang

Time on Market and the Cash Discount for Condos pp. 188-217

Eli Beracha, Julia Freybote, Zhenguo Lin and Michael Seiler

The Impact of Virtual Marketing Strategies on the Price-TOM Relation pp. 218-234

Kelley Cours Anderson, Julia Freybote and Kerry T. Manis

Accounting for Spatial Autocorrelation in Algorithm-Driven Hedonic Models: A Spatial Cross-Validation Approach pp. 235-273

Juergen Deppner and Marcelo Cajias

The Valuation Effect and Consequences of Clawback Adoption in Real Estate Investment Trusts pp. 274-317

Daoju Peng, Jianfu Shen, Simon Yu Kit Fung, Eddie C. M. Hui and Kwokyuen Fan

Distressed Property Sales: Differences and Similarities Across Types of Distress pp. 318-353

Marcus T. Allen, Justin D. Benefield, Christopher L. Cain and Norman Maynard

Volume 68, issue 1, 2024

Shadow Bank, Risk-Taking, and Real Estate Financing: Evidence from the Online Loan Market pp. 1-27

Xiaoying Deng, Chong Liu and Seow Eng Ong

Housing Disparity between Homeowners and Renters: Evidence from China pp. 28-51

Mingzhi Hu, Zhenguo Lin and Yingchun Liu

Starter Home Premium and Housing Affordability pp. 52-73

Siu Kei Wong, Kuang Kuang Deng and Ka Shing Cheung

Corporate Real Estate Holding and Stock Returns: Testing Alternative Theories with International Listed Firms pp. 74-102

Joe Cho Yiu Ng, Charles Leung and Suikang Chen

On the Impact of Infrastructure Improvement on Real Estate Property Values: Evidence from a Quasi-natural Experiment in an Emerging Market pp. 103-137

Chinmoy Ghosh, Venkatesh Panchapagesan and Madalasa Venkataraman

Information Asymmetry with Heterogeneous Buyers and Sellers in the Housing Market pp. 138-159

L. Li and K. W. Chau

Volume 67, issue 4, 2023

Sea Level Rise and Home Prices: Evidence from Long Island pp. 579-605

Justin Tyndall

House Price Capitalization of Stormwater Retention Basins: Evidence from Fresno-Clovis Metropolitan Area in California pp. 606-626

Andres Jauregui, Qin Fan and Jacquelin Curry

Sentimental Shocks and House Prices pp. 627-655

Dimitris Anastasiou, Panayotis Kapopoulos and Kalliopi-Maria Zekente

Do Preferred REITs Have Portfolio Enhancement Attributes? An Empirical Investigation pp. 656-672

Randy I. Anderson, Hany Guirguis and Anthony L Loviscek

Land Value Taxation: A Spatially Explicit Economic Experiment with Endogenous Institutions pp. 673-694

Joshua Duke and TianHang Gao

Housing Risk and Returns in Submarkets with Spatial Dependence and Heterogeneity pp. 695-734

P. S. Morawakage, G. Earl, B. Liu, E. Roca and A. Omura

Health Crisis and Housing Market Effects - Evidence from the U.S. Opioid Epidemic pp. 735-752

Walter D’Lima and Mark Thibodeau

Land Hoarding and Urban Development pp. 753-793

Graeme Guthrie

Volume 67, issue 3, 2023

Seeking Alpha in the Housing Market pp. 319-374

Michael LaCour-Little and Jing Yang

Commuting Costs and Urban Sprawl: Which Proxy Measures Up? pp. 375-387

Jeffrey A. DiBartolomeo and Geoffrey K. Turnbull

ESG Disclosure, REIT Debt Financing and Firm Value pp. 388-422

Zifeng Feng and Zhonghua Wu

Investigating the Links between UK House Prices and Share Prices with Copulas pp. 423-452

Rakesh K. Bissoondeeal and Leonidas Tsiaras

Housing Boom and Household Migration Decision: New Evidence from China pp. 453-479

Lina Meng, Xiao Xiao and Yinggang Zhou

Examining the Cash-Only Price Discount and the Driving Forces of Cash-Only Transactions in the Housing Market pp. 480-516

Youngme Seo, Cynthia Holmes and Mark (Seung Hwan) Lee

Co-Listing Strategies: Better Transaction Outcomes? pp. 517-544

Marcus T. Allen, Justin D. Benefield and Ronald C. Rutherford

Introducing “Focused Firms”: Implications from REIT Prime Operating Revenue pp. 545-578

Zifeng Feng and Peng Liu

Volume 67, issue 2, 2023

Legal Versus Psychological Contracts: When Does a Mortgage Default Settlement Contract Become a Contract? pp. 191-217

Jackson T. Anderson, David M. Harrison, Kimberly F. Luchtenberg and Michael Seiler

China’s Housing Reform and Labor Market Participation pp. 218-242

Jie Chen, Mingzhi Hu and Zhenguo Lin

Revisiting the Autocorrelation of Real Estate Returns pp. 243-263

Kuang Kuang Deng and Siu Kei Wong

Government Behavior on Urban Land Supply: Does it Follow a Prospect Preference? pp. 264-286

Shuping Wu and Zan Yang

Disruptive Innovation and Real Estate Agency: The Disruptee Strikes Back pp. 287-317

Seow Eng Ong, Davin Wang and Calvin Chua

Volume 67, issue 1, 2023

The Rank-Size Rule and Challenges in Diversifying Commercial Real Estate Portfolios pp. 1-28

Timothy P. Dombrowski, Rajesh P. Narayanan and R. Kelley Pace

The Bargaining and Contagion Effects of Investors in Single Family Residential Properties: The Case of Denver Colorado pp. 29-64

Jeffrey P. Cohen and John P. Harding

Publisher Correction: The Bargaining and Contagion Effects of Investors in Single Family Residential Properties: The Case of Denver Colorado pp. 65-71

Jeffrey P. Cohen and John P. Harding

Tenant Mix and Retail Rents in High Street Shopping Districts pp. 72-107

Song Zhang, Mark Duijn and Arno J. Vlist

The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis pp. 108-149

Massimo Guidolin, Manuela Pedio and Milena T. Petrova

Price Dynamics in Public and Private Commercial Real Estate Markets pp. 150-190

Ying Fan and Abdullah Yavas