The Journal of Real Estate Finance and Economics

1989 - 2025

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

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

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

Volume 43, issue 4, 2011

Do Women Pay More for Mortgages? pp. 423-440

Ping Cheng, Zhenguo Lin and Yingchun Liu

FHA vs. Subprime Mortgage Originations: Is FHA the Answer to Subprime Lending? pp. 441-458

John Karikari, Ioan Voicu and Irene Fang

U.S. Monetary Policy Surprises and International Securitized Real Estate Markets pp. 459-490

Pisun Xu and Jian Yang

Valuing Homeownership pp. 491-504

Khalid Sekkat and Ariane Szafarz

Property Segment and REIT Capital Structure pp. 505-526

Mine Ertugrul and Erasmo Giambona

REIT Stock Splits and Liquidity Changes pp. 527-547

Gow-Cheng Huang, Kartono Liano and Ming-Shiun Pan

Can Space Syntax Help Us in Understanding the Intraurban Office Rent Pattern? Accessibility and Rents in Downtown Stockholm pp. 548-548

Rickard Enström and Olof Netzell

Volume 43, issue 3, 2011

Arbitrage Free Price Bounds for Property Derivatives pp. 281-298

Juerg Syz and Paolo Vanini

Momentum in Residential Real Estate pp. 299-320

Eli Beracha and Hilla Skiba

Development Value: A Real Options Approach Using Empirical Data pp. 321-335

Robert Grovenstein, James Kau and Henry Munneke

The Limited-Service Brokerage Decision: Theory and Evidence pp. 336-358

Jonathan Wiley, Leonard Zumpano and Justin Benefield

An Analysis of Lockups in REIT IPOs pp. 359-384

Hsuan-Chi Chen, Robert Fok and Chiuling Lu

Inconsistency in Welfare Inferences from Distance Variables in Hedonic Regressions pp. 385-400

Justin Ross, Michael Farmer and Clifford Lipscomb

On the Relationship Between Property Price, Time-on-Market, and Photo Depictions in a Multiple Listing Service pp. 401-422

Justin Benefield, Christopher Cain and Ken Johnson

Volume 43, issue 1, 2011

Introduction to Special Issue of JREFE on REITs pp. 1-4

James Shilling

Analyst Behavior and Underwriter Choice pp. 5-38

Walter Boudry, Jarl Kallberg and Crocker Liu

How Entrenchment, Incentives and Governance Influence REIT Capital Structure pp. 39-72

Chinmoy Ghosh, Erasmo Giambona, John Harding and C. Sirmans

What Determines Stock Price Synchronicity in REITs? pp. 73-98

Richard Chung, Scott Fung, James Shilling and Tammie Simmons-Mosley

Why Do REITs Go Private? Differences in Target Characteristics, Acquirer Motivations, and Wealth Effects in Public and Private Acquisitions pp. 99-129

David Ling and Milena Petrova

How Do Institutional Factors Affect International Real Estate Returns? pp. 130-151

Robert Edelstein, Wenlan Qian and Desmond Tsang

Transparency, Integration, and the Cost of International Real Estate Investments pp. 152-173

Piet Eichholtz, Nils Gugler and Nils Kok

Concentrated Ownership, No Dividend Payout Requirement and Capital Structure of REITs: Evidence from Turkey pp. 174-204

Isil Erol and Dogan Tirtiroglu

Seasoned Equity Issuance by Japan and Singapore REITs pp. 205-220

Seow Ong, Joseph Ooi and Yuichiro Kawaguichi

Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock pp. 221-257

Kuang-Liang Chang, Nan-Kuang Chen and Charles Leung

Changes in REIT Liquidity 1988–2007: Evidence from Daily Data pp. 258-280

Susanne Cannon and Rebel Cole

Volume 42, issue 4, 2011

Leverage and Mortgage Foreclosures pp. 393-415

James Kau, Donald Keenan and Alexey Smurov

Intrametropolitan Decentralization: Is Government Structure Capitalized in Residential Property Values? pp. 416-450

Stephen Billings and Thomas Thibodeau

Corporate Governance and Performance in the Market for Corporate Control: The Case of REITs pp. 451-480

Robert Campbell, Chinmoy Ghosh, Milena Petrova and C. Sirmans

REIT Short Sales and Return Predictability pp. 481-503

Benjamin Blau, Matthew Hill and Hao Wang

The Optimal Choice for Lenders Facing Defaults: Short Sale, Foreclose, or REO pp. 504-521

Terrence Clauretie and Nasser Daneshvary

House Prices and Economic Growth pp. 522-541

Norman Miller, Liang Peng and Michael Sklarz

The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices pp. 542-565

Bing Zhu, Roland Füss and Nico Rottke

Volume 42, issue 3, 2011

Market Sentiments, Winner’s Curse and Bidding Outcome in Land Auctions pp. 247-274

Maurice Tse, Frederik Pretorius and K. Chau

A Comparison of Alternative Forecast Models of REIT Volatility pp. 275-294

Jian Zhou and Zhixin Kang

Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets pp. 295-328

Kim Liow, Zhiwei Chen and Jingran Liu

Long-Range Dependence in U.S. Home Price Volatility pp. 329-347

William Miles

Nonlinear Spatial and Temporal Effects of Highway Construction on House Prices pp. 348-370

Ekaterina Chernobai, Michael Reibel and Michael Carney

The Impact of Financial Arrangements and Institutional Form on Housing Prices pp. 371-392

Karl Robertsen and Theis Theisen

Volume 42, issue 2, 2011

Collateral Risk in Residential Mortgage Defaults pp. 115-142

Tyler Yang, Che-Chun Lin and Man Cho

A Pricing Model for Residential Homes with Poisson Arrivals and a Sales Deadline pp. 143-161

Edward Rosenthal

Housing Tenure and Mortgage Choice pp. 162-180

Elaine Fortowsky, Michael LaCour-Little, Eric Rosenblatt and Vincent Yao

Mortgage Brokers and the Refinancing Transaction: Evidence from CRA Borrowers pp. 181-210

Jonathan Spader and Roberto Quercia

An Estimation of the Coastal Premium for Residential Housing Prices in San Diego County pp. 211-228

Stephen Conroy and Jennifer Milosch

World Ranking of Real Estate Research: Recent Changes in School Competitiveness and Research Institutions pp. 229-246

Jang Jin and Eden Yu

Volume 42, issue 1, 2011

Price Discovery in Real Estate Markets: A Dynamic Analysis pp. 1-29

Abdullah Yavas and Yildiray Yildirim

The Capitalization of Building Codes in House Prices pp. 30-50

Randy Dumm, G. Sirmans and Greg Smersh

An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects pp. 51-67

James Kau, Donald Keenan and Xiaowei Li

Does Focus Really Matter? Specialized vs. Diversified REITs pp. 68-83

SeungHan Ro and Alan Ziobrowski

Auction Price Formation with Costly Occupants: Evidence Using Data from the Osaka District Court pp. 84-98

Takako Idee, Shinichiro Iwata and Teruyuki Taguchi

Casino Revenues and Retail Property Values: The Detroit Case pp. 99-114

Jonathan Wiley and Douglas Walker