The Journal of Real Estate Finance and Economics

1989 - 2025

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

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Volume 45, issue 4, 2012

National Transaction-based Land Price Indices pp. 829-845

C. Sirmans and Barrett Slade

Pricing Mortgage Insurance with Asymmetric Jump Risk and Default Risk: Evidence in the U.S. Housing Market pp. 846-868

Chia-Chien Chang, Wei-Yi Huang and So- De Shyu

The Impact of the Sarbanes-Oxley Act on the Structure of REIT Boards of Directors pp. 869-887

Magdy Noguera

Optimal Phasing and Inventory Decisions for Large-Scale Residential Development Projects pp. 888-918

Steven Ott, W. Hughen and Dustin Read

Government Interference and the Efficiency of the Land Market in China pp. 919-938

Liang Peng and Thomas Thibodeau

Subprime Loan Default Resolutions: Do They Vary Across Mortgage Products and Borrower Demographic Groups? pp. 939-964

Ioan Voicu, Marilyn Jacob, Kristopher Rengert and Irene Fang

The Effects of Estate Sales of Residential Real Estate on Price and Marketing Time pp. 965-981

Justin Benefield, Ronald Rutherford and Marcus Allen

Real Estate Brokers and Commission: Theory and Calibrations pp. 982-1004

Oz Shy

The Asymmetric Wealth Effect in the US Housing and Stock Markets: Evidence from the Threshold Cointegration Model pp. 1005-1020

I-Chun Tsai, Cheng-Feng Lee and Ming-Chu Chiang

Dynamic Interactions Between Private and Public Real Estate Markets: Some International Evidence pp. 1021-1040

Nafeesa Yunus, J. Hansz and Paul Kennedy

Efficiency and Incentives in Residential Brokerage pp. 1041-1061

Raymond Brastow, Thomas Springer and Bennie Waller

Multiscale Analysis of International Linkages of REIT Returns and Volatilities pp. 1062-1087

Jian Zhou

Volume 45, issue 3, 2012

Model Stability and the Subprime Mortgage Crisis pp. 545-568

Xudong An, Yongheng Deng, Eric Rosenblatt and Vincent Yao

Risk versus Demographics in Subprime Mortgage Lending: Evidence from Three Connecticut Cities pp. 569-587

Sara DeLoughy

Liquidity and the Future Stock Returns of the REIT Industry pp. 588-603

Ming-Chi Chen, Chin-Yu Wang and So- De Shyu

Assessing the Residential Property Tax Revenue Impact of a Shopping Center pp. 604-621

Tun-hsiang Yu, Seong-Hoon Cho and Seung Kim

Reits’ Price Reaction to Unexpected FFO Announcements pp. 622-644

Frank Gyamfi-Yeboah, Alan Ziobrowski and Lisa Lambert

The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate pp. 645-677

Youngha Cho, Soosung Hwang and Steve Satchell

Information Asymmetry and Corporate Liquidity Management: Evidence from Real Estate Investment Trusts pp. 678-704

Heng An, William Hardin and Zhonghua Wu

How Much Extra Premium Does a Loss-averse Owner-occupied Home Buyer Pay for His House? pp. 705-722

Mao-wei Hung and Leh-chyan So

Skyscraper Height pp. 723-753

Jason Barr

Housing Starts in Canada, Japan, and the United States: Do Forecasters Herd? pp. 754-773

Christian Pierdzioch, Jan-Christoph Rülke and Georg Stadtmann

Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps pp. 774-803

Colin Lizieri, Gianluca Marcato, Paul Ogden and Andrew Baum

Repeat Sales Regression on Heterogeneous Properties pp. 804-827

Liang Peng

Volume 45, issue 2, 2012

Racial Discrimination and Mortgage Lending pp. 289-304

James Kau, Donald Keenan and Henry Munneke

Delegating Eminent Domain Powers to Private Firms: Land Use and Efficiency Implications pp. 305-325

Geoffrey Turnbull

Frothy Housing Markets and Local Stock-Price Movements pp. 326-346

Christopher Anderson and Eli Beracha

Spatial Variation in the Determinants of House Prices and Apartment Rents in China pp. 347-363

Dean Hanink, Robert Cromley and Avraham Ebenstein

Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance pp. 364-382

Ming-Chi Chen, Chi-Lu Peng, So- De Shyu and Jhih-Hong Zeng

Market Value of REIT Liquidity pp. 383-401

Matthew Hill, G. Kelly and William Hardin

Earnings Conference Call Content and Stock Price: The Case of REITs pp. 402-434

James Doran, David Peterson and S. Price

Dividend Size, Yield, Clienteles and REITs pp. 435-449

William Hardin, Gow-Cheng Huang and Kartono Liano

Financial Opacity and Firm Performance: The Readability of REIT Annual Reports pp. 450-470

Stephen Dempsey, David Harrison, Kimberly Luchtenberg and Michael Seiler

Minimum Service Requirements, Limited Brokers and Menuing of Services pp. 471-490

Kimberly Goodwin, Ken Johnson and Leonard Zumpano

Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets pp. 491-521

Jian Yang, Yinggang Zhou and Wai Leung

Estimating Real Estate Price Movements for High Frequency Tradable Indexes in a Scarce Data Environment pp. 522-543

Sheharyar Bokhari and David Geltner

Volume 45, issue 1, 2012

Special Issue Introduction pp. 1-2

Richard Green, K. Chau, Hongyu Liu and Seow Ong

Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions pp. 3-29

Gang-Zhi Fan, Ming Pu and Seow Ong

The Market for Real Estate Presales: A Theoretical Approach pp. 30-48

Robert Edelstein, Peng Liu and Fang Wu

Liquidity and Information Asymmetry in the Real Estate Market pp. 49-62

Siu Wong, C. Yiu and K. Chau

Residential Mobility Decisions in Japan: Effects of Housing Equity Constraints and Income Shocks under the Recourse Loan System pp. 63-87

Miki Seko, Kazuto Sumita and Michio Naoi

The Impact of Property Condition Disclosure Laws on Housing Prices: Evidence from an Event Study Using Propensity Scores pp. 88-109

Anupam Nanda and Stephen Ross

Default Clustering Risks in Commercial Mortgage-Backed Securities pp. 110-127

Gang-Zhi Fan, Tien Foo Sing and Seow Ong

Tail Dependence in International Real Estate Securities Markets pp. 128-151

Jian Zhou and Yanmin Gao

Extreme Risk Measures for International REIT Markets pp. 152-170

Jian Zhou and Randy Anderson

Institutional Investors and Firm Efficiency of Real Estate Investment Trusts pp. 171-211

Richard Chung, Scott Fung and Szu-Yin Hung

Home Price Risk, Local Market Shocks, and Index Hedging pp. 212-237

DeForest McDuff

GSE Activity and Mortgage Supply in Lower-Income and Minority Neighborhoods: The Effect of the Affordable Housing Goals pp. 238-261

Neil Bhutta

REIT Stock Prices with Inflation Hedging and Illusion pp. 262-287

William Hardin, Xiaoquan Jiang and Zhonghua Wu

Volume 44, issue 4, 2012

Household Housing Demand: Empirical Analysis and Theoretical Reconciliation pp. 429-445

Richard Dusansky, Çağatay Koç and Ilke Onur

Real Estate Mergers: Corporate Control & Shareholder Wealth pp. 446-471

Kiplan Womack

Fair Value and Risk Profile for Presale Contracts of Condominiums pp. 472-504

Jin Choi, Henning Rasmussen and Matt Davison

CRA Lending in a Changing Context: Evidence of Interaction with FHA and Subprime Originations pp. 505-525

Jonathan Spader and Roberto Quercia

Seemingly Irrational but Predictable Price Formation in Seoul’s Housing Market pp. 526-542

Hoon Cho, Kyung-Hwan Kim and James Shilling

Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps pp. 543-569

Ming Pu, Gang-Zhi Fan and Seow Ong

Disentangling the Short and Long-Run Effects of Occupied Stock in the Rental Adjustment Process pp. 570-590

Zeno Adams and Roland Füss

Volume 44, issue 3, 2012

The Transitory and Legacy Effects of the Rental Externality on House Price and Liquidity pp. 275-297

Geoffrey Turnbull and Velma Zahirovic-Herbert

Dynamic Correlations Among Asset Classes: REIT and Stock Returns pp. 298-318

Bradford Case, Yawei Yang and Yildiray Yildirim

Fractional Cointegration Analysis of Securitized Real Estate pp. 319-338

Camilo Serrano and Martin Hoesli

The Time-Series Properties of House Prices: A Case Study of the Southern California Market pp. 339-361

Rangan Gupta and Stephen Miller

Corporate Governance and Market Valuation of Publicly Traded Real Estate Companies: Evidence from Europe pp. 362-393

Nicolas Kohl and Wolfgang Schaefers

International Real Estate Mutual Fund Performance: Diversification or Costly Information? pp. 394-413

Yang-pin Shen, Chiuling Lu and Zong-Han Lin

Quality & Time-on-the-Market in Residential Markets pp. 414-428

Jun Chen and Ronald Rutherford

Volume 44, issue 1, 2012

Introduction to Special Issue on the Economics of Information in Real Estate Markets pp. 1-6

Dean Gatzlaff and G. Sirmans

Developers, Herding, and Overbuilding pp. 7-35

Gregory DeCoster and William Strange

The Subprime Crisis and House Price Appreciation pp. 36-66

William Goetzmann, Liang Peng and Jacqueline Yen

Asymmetric Information in the Subprime Mortgage Market pp. 67-89

James Kau, Donald Keenan, Constantine Lyubimov and V. Slawson

Information, Search, and House Prices: Revisited pp. 90-115

Keith Ihlanfeldt and Tom Mayock

Presale Contract and its Embedded Default and Abandonment Options pp. 116-152

Su Chan, Ko Wang and Jing Yang

Distressed Properties: Valuation Bias and Accuracy pp. 153-166

Shuang Zhu and R. Pace

Information Producers and Valuation: Evidence from Real Estate Markets pp. 167-183

David Downs and Z. Güner

Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings? pp. 184-202

David Ling, Andy Naranjo and Michael Ryngaert

Cash Flow Volatility, Prices and Price Volatility: An Experimental Study pp. 203-229

Nuriddin Ikromov and Abdullah Yavas

On the Hybrid Nature of REITs pp. 230-249

Walter Boudry, N. Edward Coulson, Jarl Kallberg and Crocker Liu

Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs pp. 250-274

S. Price, Dean Gatzlaff and C. Sirmans