The Journal of Real Estate Finance and Economics

1989 - 2021

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

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Volume 62, issue 1, 2021

Spatial Dependence in Subprime Mortgage Defaults pp. 1-24

Andréas Heinen, James B. Kau, Donald C. Keenan and Mi Lim Kim

House Price Expectations, Labour Market Developments and the House Price to Rent Ratio: A User Cost of Capital Approach pp. 25-47

Kieran McQuinn, Teresa Monteiro and Conor O’Toole

Specialization and Institutional Investors’ Performance – Evidence from Publicly Traded Real Estate pp. 48-80

Eli Beracha, George D. Cashman and Hilla Skiba

What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data pp. 81-107

Mehmet Balcilar, Rangan Gupta, Ricardo Sousa and Mark E. Wohar

Economies of Scale and the Operating Efficiency of REITs: A Revisit pp. 108-138

Michael J. Highfield, Lily Shen and Thomas M. Springer

Real Estate Dictionaries Across Space and Time pp. 139-163

Adam D. Nowak, Bradley S. Price and Patrick S. Smith

Correction to: How Low Can House Prices Go? Estimating a Conservative Lower Bound pp. 164-164

Alexander N. Bogin, Stephen D. Bruestle and William M. Doerner

Volume 61, issue 4, 2020

Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default pp. 549-575

Andrew Linn and Ronan C. Lyons

The Chicken and Egg Problem: Obesity and the Urban Monocentric Model pp. 576-606

Yuval Arbel, Chaim Fialkoff and Amichai Kerner

The Housing Cycle: What Role for Mortgage Market Development and Housing Finance? pp. 607-670

Luca Agnello, Vitor Castro and Ricardo Sousa

Global Cities and Local Housing Market Cycles pp. 671-697

Alessandra Canepa, Emilio Zanetti Chini and Huthaifa Alqaralleh

Are Government Owned Investment Funds Created Equal? Evidence from Sovereign Wealth Fund Real Estate Acquisitions pp. 698-729

Peng Liu, Nathan Mauck and S. McKay Price

Correction to: Appraisal Accuracy and Automated Valuation Models in Rural Areas pp. 730-731

Alexander N. Bogin and Jessica Shui

Correction to: Local House Price Paths: Accelerations, Declines, and Recoveries pp. 732-733

Alexander N. Bogin, William Doerner and William Larson

Volume 61, issue 3, 2020

2016–2017 Real Estate Finance & Investment Symposium pp. 313-315

Joseph T.L. Ooi, Thies Lindenthal and David C. Ling

Corporate Diversification and the Cost of Debt pp. 316-368

Irem Demirci, Piet Eichholtz and Erkan Yönder

Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study pp. 369-407

Martin Hoesli, Stanimira Milcheva and Alex Moss

Investors’ Limited Attention: Evidence from REITs pp. 408-442

Honghui Chen, David M. Harrison and Mahsa Khoshnoud

The Pricing of Spatial Linkages in Companies’ Underlying Assets pp. 443-475

Bing Zhu and Stanimira Milcheva

Reputation, Information, and Herding in Credit Ratings: Evidence from CMBS pp. 476-504

Xudong An, Larry Cordell and Joseph B. Nichols

A Tale of Two Countries: Comparing the US and Chinese Housing Markets pp. 505-547

Rose Neng Lai and Robert A. Van Order

Volume 61, issue 2, 2020

Achieving Effective Mortgage Modifications: The Importance of Household Characteristics pp. 151-182

Thomas P. Boehm and Alan M. Schlottmann

Combining Property Price Predictions from Repeat Sales and Spatially Enhanced Hedonic Regressions pp. 183-207

Are Oust, Simen N. Hansen and Tobias R. Pettrem

Liquidity Constraints, Home Equity and Residential Mortgage Losses pp. 208-246

Hung Do, Daniel Rösch and Harald Scheule

Active Management in Real Estate Mutual Funds pp. 247-274

Viktoriya Lantushenko and Edward Nelling

The Impact of Density Rezoning in a Small College Town pp. 275-287

Russ Kashian, Ronald Tittle and Summer Cliff

A Microeconomic Model for the Decision of Reverse Mortgage Borrowers to Sell their House Early and its Application on the Estimation of Termination Rates pp. 288-312

Shu Ling Chiang and Ming Shann Tsai

Volume 61, issue 1, 2020

Competition and Appraisal Inflation pp. 1-38

James Conklin, N. Edward Coulson, Moussa Diop and Thao Le

Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada pp. 39-54

Mobeen Ur Rehman, Sajid Ali and Syed Jawad Hussain Shahzad

Housing Market Response to New Flood Risk Information and the Impact on Poor Tenant pp. 55-79

Donggyu Yi and Hyundo Choi

The Discount to NAV of Distressed Open-End Real Estate Funds pp. 80-114

Sebastian Schnejdar, Michael Heinrich, René-Ojas Woltering and Steffen Sebastian

Paying for a Name? Comparing the Performance of Franchised Real Estate Brokerage Firms pp. 115-128

Stephen L. Locke

The Continuing Overreaction in the REIT Market pp. 129-149

Ming-Yu Liu and Chiuling Lu

Volume 60, issue 4, 2020

Mortgage Risk Premiums during the Housing Bubble pp. 421-468

Adam J. Levitin, Desen Lin and Susan Wachter

Detecting Bubbles in the US and UK Real Estate Markets pp. 469-513

Frank J. Fabozzi, Iason Kynigakis, Ekaterini Panopoulou and Radu S. Tunaru

Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models pp. 514-553

Alex Minne, Marc Francke, David Geltner and Robert White

Interest Rates and Investment: Evidence from Commercial Real Estate pp. 554-586

Liang Peng and Thomas G. Thibodeau

The Impact of Exogenous Shocks on House Prices: the Case of the Volkswagen Emissions Scandal pp. 587-610

Heiko Kirchhain, Jan Mutl and Joachim Zietz

Volume 60, issue 3, 2020

Mortgage Pricing Implications of Prepayment: Separating Pecuniary and Non-pecuniary Prepayment pp. 239-269

Lu Fang

Fannie Mae and Freddie Mac: Risk-Taking and the Option to Change Strategy pp. 270-307

Jason Thomas and Robert Order

The Wealth Effects of REIT Property Acquisitions and Dispositions: the Creditors’ Perspective pp. 308-337

Qing Li, David C. Ling, Masaki Mori and Seow Eng Ong

The Impact of Default and Foreclosure on Housing Values: Rings Vs. Neighborhoods Approach pp. 338-374

Ying Huang, Ronald W. Spahr and Mark A. Sunderman

Underwriting Limits and Optimal Leverage in Commercial Real Estate pp. 375-395

Leo Cremer

Urban Land: Price Indices, Performance, and Leading Indicators pp. 396-419

Mark Fitzgerald, David J. Hansen, Will McIntosh and Barrett A. Slade

Volume 60, issue 1, 2020

New Perspectives on Real Estate Valuation pp. 1-2

Jeffrey Cohen and Michael LaCour-Little

Assumable Financing Redux: A New Challenge for Appraisal? pp. 3-39

Michael LaCour-Little, Zhenguo Lin and Wei Yu

Appraisal Accuracy and Automated Valuation Models in Rural Areas pp. 40-52

Alexander N. Bogin and Jessica Shui

Properties that Sell at or above Listing Price: Strategic Pricing, Better Broker or Just Dumb Luck? pp. 53-76

Velma Zahirovic-Herbert, Bennie D. Waller and Geoffrey K. Turnbull

Contract Price Confirmation Bias: Evidence from Repeat Appraisals pp. 77-98

Michael D. Eriksen, Hamilton B. Fout, Mark Palim and Eric Rosenblatt

Beyond the Cap Rate: Valuation of Multifamily Properties pp. 99-110

Jun Li and Xiaoli Liang

Valuing Curb Appeal pp. 111-133

Erik B Johnson, Alan Tidwell and Sriram V Villupuram

Time-Geographically Weighted Regressions and Residential Property Value Assessment pp. 134-154

Jeffrey Cohen, Cletus Coughlin and Jeffrey Zabel

Assessment Regressivity and Property Taxation pp. 155-169

Daniel McMillen and Ruchi Singh

Examining the Information Content of Residuals from Hedonic and Spatial Models Using Trees and Forests pp. 170-180

R. Kelley Pace and Darren Hayunga

Energy Efficiency Information and Valuation Practices in Rental Housing pp. 181-204

Andrea Chegut, Piet Eichholtz, Rogier Holtermans and Juan Palacios

The Effect of Fair Value Method Adoption: Evidence from Real Estate Firms in the EU pp. 205-237

Chinmoy Ghosh, Mingwei Liang and Milena T Petrova