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 41, issue 4, 2010

Real Estate Brokerage Earnings: The Role of Choice of Compensation Scheme pp. 369-389

Richard Martin and Henry Munneke

Additive Hedonic Regression Models with Spatial Scaling Factors: An Application for Rents in Vienna pp. 390-411

W. Brunauer, S. Lang, P. Wechselberger and S. Bienert

Insider Ownership, Risk, and Leverage in REITs pp. 412-432

Walter Dolde and John Knopf

International Diversification Strategies for Direct Real Estate pp. 433-457

Ivo Wit

Global Property Market Diversification pp. 458-485

John Gallo and Ying Zhang

Foreign Ownership of Stocks and Long-run Interdependence Between National Housing and Stock Markets—Evidence from Finnish Data pp. 486-509

Elias Oikarinen

Volume 41, issue 3, 2010

Omitted Mobility Characteristics and Property Market Dynamics: Application to Mortgage Termination pp. 245-271

Xudong An, John Clapp and Yongheng Deng

Home Price, Time-on-Market, and Seller Heterogeneity Under Changing Market Conditions pp. 272-293

Ping Cheng, Zhenguo Lin and Yingchun Liu

Predicting Downturns in the US Housing Market: A Bayesian Approach pp. 294-319

Rangan Gupta and Sonali Das

The Role of Correlated Trading in Setting REIT Prices pp. 320-338

Kevin Chiang and Ming-Long Lee

The Integration of Mortgage and Capital Markets in Emerging Economies—Evidence from South Africa pp. 339-353

Frank Gyamfi-Yeboah and Alan Ziobrowski

Modelling Foreign Real Estate Investment: The Spanish Case pp. 354-367

Carlos Rodriguez and Ricardo Bustillo

Volume 41, issue 2, 2010

Spatial Statistics Applied to Commercial Real Estate pp. 103-125

Darren Hayunga and Kelley Pace

Volatilities and Momentum Returns in Real Estate Investment Trusts pp. 126-149

Szu-Yin Hung and John Glascock

A Spatial Autocorrelation Approach for Examining the Effects of Urban Greenspace on Residential Property Values pp. 150-169

Delores Conway, Christina Li, Jennifer Wolch, Christopher Kahle and Michael Jerrett

Are Securitized Real Estate Returns more Predictable than Stock Returns? pp. 170-192

Camilo Serrano and Martin Hoesli

Industrial Real Estate Investment: Does the Contrarian Strategy Work? pp. 193-227

Kwame Addae-Dapaah, James Webb, Kim Ho and Yan Tan

Green Design and the Market for Commercial Office Space pp. 228-243

Jonathan Wiley, Justin Benefield and Ken Johnson

Volume 41, issue 1, 2010

Introduction for REAL—Maastricht-MIT Special Issue pp. 1-2

Piet Eichholtz, David Geltner and Seow Ong

Housing Price Dynamics in Time and Space: Predictability, Liquidity and Investor Returns pp. 3-23

Min Hwang and John Quigley

Repeat Sales Index for Thin Markets pp. 24-52

Marc Francke

Alpha and Persistence in Real Estate Fund Performance pp. 53-79

Shaun Bond and Paul Mitchell

Asymmetric Adjustment in the City of London Office Market pp. 80-101

Patric Hendershott, Colin Lizieri and Bryan MacGregor

Volume 40, issue 4, 2010

Editorial pp. 385-386

K. Chau, Seow Eng Ong, Yongheng Deng and Hongyu Liu

A Theory on REIT’s Advisor Choice and the Optimal Compensation Mechanism pp. 387-411

Hua Sun

Do REITs Manipulate Their Financial Results Around Seasoned Equity Offerings? Evidence from US Equity REITs pp. 412-445

Yuan Zhu, Seow Ong and Wee Yeo

Institutional Monitoring and REIT CEO Compensation pp. 446-479

Zhilan Feng, Chinmoy Ghosh, Fan He and C. Sirmans

Do Unexpected Land Auction Outcomes Bring New Information to the Real Estate Market? pp. 480-496

K. Chau, S. Wong, C. Yiu, Maurice Tse and Frederik Pretorius

Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance? pp. 497-543

Minye Zhang and Yongheng Deng

Community Rating, Cross Subsidies and Underinsurance: Why so many Households in Japan do not Purchase Earthquake Insurance pp. 544-561

Michio Naoi, Miki Seko and Kazuto Sumita

Volume 40, issue 3, 2010

Listing Specialization and Pricing Precision pp. 245-259

Sean Salter, Ken Johnson and Ernest King

Discrimination and Mortgage Lending in Boston: The Effects of Model Uncertainty pp. 260-285

Cullen Goenner

Why Do the Swiss Rent? pp. 286-309

Steven Bourassa and Martin Hoesli

Using Financial and Macroeconomic Indicators to Forecast Sales of Large Development and Construction Firms pp. 310-331

Hong Chen

Price Run-up in Housing Markets, Access to Bank Lending and House Prices in Korea pp. 332-367

Sae Park, Doo Bahng and Yun Park

Constructing the Economy: The Role of Construction Sector in India’s Growth pp. 368-384

Hrushikesh Mallick and Mantu Mahalik

Volume 40, issue 2, 2010

The Duration of Foreclosures in the Subprime Mortgage Market: A Competing Risks Model with Mixing pp. 109-129

Anthony Pennington-Cross

An Analysis of the Financing Decisions of REITs: The Role of Market Timing and Target Leverage pp. 130-160

Joseph Ooi, Seow Eng Ong and Lin Li

Urban Spatial Development: a Real Options Approach pp. 161-187

Tan Lee and Jyh-Bang Jou

Determinants of Urban Vacant Land pp. 188-202

Felipe Morandé, Alexandra Petermann and Miguel Vargas

The Housing Price Impact of Covenant Restrictions and Other Subdivision Characteristics pp. 203-220

William Rogers

Volatility Decomposition and Correlation in International Securitized Real Estate Markets pp. 221-243

Kim Liow and Muhammad Ibrahim

Volume 40, issue 1, 2010

A Case for Percentage Commission Contracts: The Impact of a “Race” Among Agents pp. 1-13

Lynn Fisher and Abdullah Yavas

Price-volume Correlation in the Housing Market: Causality and Co-movements pp. 14-40

Jim Clayton, Norman Miller and Liang Peng

Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors pp. 41-61

Wayne Archer, David Ling and Brent C Smith

Flood Hazards and Urban Housing Markets: The Effects of Katrina on New Orleans pp. 62-76

Russell McKenzie and John Levendis

Structural Breaks and the Convergence of Regional House Prices pp. 77-88

Mei-Se Chien

Real-Estate Risk Effects on Financial Institutions’ Stock Return Distribution: a Bivariate GARCH Analysis pp. 89-107

Elyas Elyasiani, Iqbal Mansur and Jill Wetmore

Volume 39, issue 4, 2009

Local Office Rent Dynamics pp. 385-402

Dirk Brounen and Maarten Jennen

UK Housing Market: Time Series Processes with Independent and Identically Distributed Residuals pp. 403-414

Geoff Willcocks

Long-term Memory in Volatility: Some Evidence from International Securitized Real Estate Markets pp. 415-438

Kim Liow

REIT Open-Market Stock Repurchases and Profitability pp. 439-449

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

Investor Sentiment and REIT Returns pp. 450-471

Crystal Lin, Hamid Rahman and Kenneth Yung

Office Building Capitalization Rates: The Case of Downtown Chicago pp. 472-485

John McDonald and Sofia Dermisi

Volume 39, issue 3, 2009

Amsterdam-Cambridge-UNC Charlotte Symposium 2008 Real Estate Portfolio & Risk Management pp. 225-228

Richard Buttimer, Erasmo Giambona and Kanak Patel

Mean-Reversion in REITs Discount to NAV & Risk Premium pp. 229-247

Kanak Patel, Ricardo Pereira and Kirill Zavodov

An Empirical Analysis of Residential Property Flipping pp. 248-263

Craig Depken, Harris Hollans and Steve Swidler

Trends, Cycles and Convergence in U.S. Regional House Prices pp. 264-283

Steven Clark and T. Coggin

The Effect of House Prices on Household Consumption in Italy pp. 284-300

R. Calcagno, Elsa Fornero and Mariacristina Rossi

How Does a Development Moratorium Affect Development Timing Choices and Land Values? pp. 301-315

Jyh-Bang Jou and Tan (Charlene) Lee

Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market pp. 316-335

Yuval Arbel, Danny Ben-Shahar and Eyal Sulganik

Asymmetric Properties of Office Rent Adjustment pp. 336-358

Dirk Brounen and Maarten Jennen

Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate pp. 359-383

David Ling, Gianluca Marcato and Pat McAllister

Volume 39, issue 2, 2009

Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) pp. 107-117

James Kau, Donald Keenan and Yildiray Yildirim

A New Prepayment Model (with Default): An Occupation-time Derivative Approach pp. 118-145

Nicholas Sharp, Paul Johnson, David Newton and Peter Duck

The Interaction between Mortgage Financing and Housing Prices in Greece pp. 146-164

Sophocles Brissimis and Thomas Vlassopoulos

Migration and Wealth Accumulation in Uganda pp. 165-179

William Herrin, John Knight and Arsene Balihuta

Institutional Investment and the Turn-of-the-Month Effect: Evidence from REITs pp. 180-201

Jonathan Wiley and Leonard Zumpano

Correlation and Volatility Dynamics in International Real Estate Securities Markets pp. 202-223

Kim Liow, Kim Ho, Muhammad Ibrahim and Ziwei Chen

Volume 39, issue 1, 2009

Directional Land Value Gradients pp. 1-23

Peter Colwell and Henry Munneke

The Structure of Chinese Urban Land Prices: Estimates from Benchmark Land Price Data pp. 24-38

Rui Wang

The Determinants of REIT Cash Holdings pp. 39-57

William Hardin, Michael Highfield, Matthew Hill and G. Kelly

Nonparametric Estimation of Households’ Duration of Residence from Panel Data pp. 58-73

Jacobo Uña-Álvarez, Raquel Arévalo and M. Soledad Otero-Giráldez

Discovering REIT Price Discovery: A New Data Setting pp. 74-91

Kevin Chiang

REIT IPOs and the Cost of Going Public pp. 92-106

Steven Dolvin and Mark Pyles