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 38, issue 4, 2009

Residential Asking Rents and Time on the Market pp. 351-365

Marcus Allen, Ronald Rutherford and Thomas Thomson

Testing for Bubbles in Housing Markets: A Panel Data Approach pp. 366-386

Vyacheslav Mikhed and Petr Zemčík

Spillover Effects of Foreclosures on Neighborhood Property Values pp. 387-407

Zhenguo Lin, Eric Rosenblatt and Vincent Yao

The Relative Impacts of Trails and Greenbelts on Home Price pp. 408-419

Paul Asabere and Forrest Huffman

Idiosyncratic Risk and REIT Returns pp. 420-442

Joseph Ooi, Jingliang Wang and James Webb

Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity pp. 443-460

Sei-Wan Kim and Radha Bhattacharya

Volume 38, issue 3, 2009

Editorial for Special Issue pp. 193-193

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

Demand for Urban Quality of Living in China: Evolution in Compensating Land-Rent and Wage-Rate Differentials pp. 194-213

Siqi Zheng, Yuming Fu and Hongyu Liu

Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market pp. 214-240

Yongheng Deng and Peng Liu

Transaction Volume and Price Dispersion in the Presale and Spot Real Estate Markets pp. 241-253

C. Yiu, S. Wong and K. Chau

Turnovers and Housing Price Dynamics: Evidence from Singapore Condominium Market pp. 254-274

Yong Tu, Seow Ong and Ying Han

Bank Mergers, REIT Loan Pricing and Takeover Likelihood pp. 275-301

William Hardin and Zhonghua Wu

Value Creation through Securitization: Evidence from the CMBS Market pp. 302-326

Xudong An, Yongheng Deng and Stuart Gabriel

Extreme Events and the Copula Pricing of Commercial Mortgage-Backed Securities pp. 327-349

Zhan Liu, Gang-Zhi Fan and Kian Lim

Volume 38, issue 2, 2009

The Long-Horizon Performance of REIT Mergers pp. 105-114

Robert Campbell, Erasmo Giambona and C. Sirmans

Calendar Anomalies: The Case of International Property Shares pp. 115-136

Dirk Brounen and Yair Ben-Hamo

Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison pp. 137-154

Benjamas Jirasakuldech, Robert Campbell and Riza Emekter

Do Repeated Wildfires Change Homebuyers’ Demand for Homes in High-Risk Areas? A Hedonic Analysis of the Short and Long-Term Effects of Repeated Wildfires on House Prices in Southern California pp. 155-172

Julie Mueller, John Loomis and Armando González-Cabán

Irreversibility, Uncertainty and Housing Investment pp. 173-182

William Miles

Marketing Period Risk in a Portfolio Context: Comment and Extension pp. 183-191

Zhenguo Lin, Yingchun Liu and Kerry Vandell

Volume 38, issue 1, 2009

Introduction to JREFE Special Issue on the 2007 MCM International Symposium pp. 1-4

Piet Eichholtz and David Geltner

Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment pp. 5-37

Jim Clayton, David Ling and Andy Naranjo

Office Construction in Singapore and Hong Kong: Testing Real Option Implications pp. 39-58

Yuming Fu and Maarten Jennen

Optimal Time to Sell in Real Estate Portfolio Management pp. 59-87

Fabrice Barthélémy and Jean-Luc Prigent

Mortgage Put Options and Real Estate Markets pp. 89-103

Andrey Pavlov and Susan Wachter

Volume 37, issue 4, 2008

Domino Effects Within a Housing Market: The Transmission of House Price Changes Across Quality Tiers pp. 299-316

Lok Ho, Yue Ma and Donald Haurin

Determinants of House Prices: A Quantile Regression Approach pp. 317-333

Joachim Zietz, Emily Zietz and G. Sirmans

Analysis of Consumers’ Perceptions of Buying Conditions for Houses pp. 335-350

Pami Dua

Asset Price Spillover, Collateral and Crises: with an Application to Property Market Policy pp. 351-385

Nan-Kuang Chen and Charles Leung

The Effect of Reputation and Competition on the Advice of Real Estate Agents pp. 387-399

Hilde Patron and Kenneth Roskelley

Volume 37, issue 3, 2008

Cambridge–UNC Charlotte Symposium 2007 Real Estate Risk Management and Property Derivatives Editors’ Introduction pp. 187-189

Richard Buttimer and Kanak Patel

Index Revision, House Price Risk, and the Market for House Price Derivatives pp. 191-209

Yongheng Deng and John Quigley

Neutral Property Taxation Under Uncertainty pp. 211-231

Jyh-Bang Jou and Tan Lee

Is It Possible to Construct Derivatives for the Paris Residential Market? pp. 233-264

Michel Baroni, Fabrice Barthélémy and Mahdi Mokrane

Hedging House Price Risk with CME Futures Contracts: The Case of Las Vegas Residential Real Estate pp. 265-279

Mark Bertus, Harris Hollans and Steve Swidler

Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach pp. 281-298

Brent Ambrose and Yildiray Yildirim

Volume 37, issue 2, 2008

Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring pp. 93-111

Yildiray Yildirim

School Quality, House Prices and Liquidity pp. 113-130

Velma Zahirovic-Herbert and Geoffrey Turnbull

Property Condition Disclosure Law: Why Did States Mandate ‘Seller Tell All’? pp. 131-146

Anupam Nanda

Principal–Agent Conflict and Broker Effort Near Listing Contract Expiration: The Case of Residential Properties pp. 147-161

Terrence Clauretie and Nasser Daneshvary

Developing a House Price Index for The Netherlands: A Practical Application of Weighted Repeat Sales pp. 163-186

S. Jansen, P. Vries, H. Coolen, C. Lamain and P. Boelhouwer

Volume 37, issue 1, 2008

Partial Interests in Recreational Property pp. 1-20

Peter Colwell, Carolyn Dehring and Geoffrey Turnbull

Home Equity, Household Savings and Consumption pp. 21-32

J. Benjamin and P. Chinloy

Residential Investment and Business Cycles in an Open Economy: A Generalized Impulse Response Approach pp. 33-49

Timothy Bisping and Hilde Patron

Momentum Profitability and Market Trend: Evidence from REITs pp. 51-69

Szu-Yin Hung and John Glascock

House Prices and Bubbles in New Zealand pp. 71-91

Patricia Fraser, Martin Hoesli and Lynn McAlevey

Volume 36, issue 4, 2008

Maastricht–Cambridge–MIT Symposium 2006 pp. 365-366

Shaun Bond and Piet Eichholtz

Avoiding Taxes at Any Cost: The Economics of Tax-Deferred Real Estate Exchanges pp. 367-404

David Ling and Milena Petrova

Executive Compensation in UK Property Companies pp. 405-426

Piet Eichholtz, Nils Kok and Roger Otten

Fundamental Real Estate Prices: An Empirical Estimation with International Data pp. 427-450

Christian Hott and Pierre Monnin

Lease Maturity and Initial Rent: Is There a Term Structure for UK Commercial Property Leases? pp. 451-469

Shaun Bond, Pavlos Loizou and Patrick McAllister

Volume 36, issue 3, 2008

Boom–Bust Cycles and the Forecasting Performance of Linear and Non-Linear Models of House Prices pp. 249-264

W. Miles

Foreclosure Sales: The Effects of Price Expectations, Volatility and Equity Losses pp. 265-287

Seow Ong, Poh Neo and Yong Tu

Can Space Syntax Help Us in Understanding the Intraurban Office Rent Pattern? Accessibility and Rents in Downtown Stockholm pp. 289-305

Rickard Enström and Olof Netzell

An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options pp. 307-342

Nicholas Sharp, David Newton and Peter Duck

GSEs, Mortgage Rates, and Secondary Market Activities pp. 343-363

Andreas Lehnert, Wayne Passmore and Shane Sherlund

Volume 36, issue 2, 2008

How Does the Market for Corporate Control Function for Property Companies? pp. 141-163

Piet Eichholtz and Nils Kok

Real Estate Risk Exposure of Equity Real Estate Investment Trusts pp. 165-181

Ming-Long Lee, Ming-Te Lee and Kevin Chiang

The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach pp. 183-206

Martin Hoesli, Colin Lizieri and Bryan MacGregor

GSE Activity, FHA Feedback, and Implications for the Efficacy of the Affordable Housing Goals pp. 207-231

Xudong An and Raphael Bostic

Revisiting Non-normal Real Estate Return Distributions by Property Type in the U.S pp. 233-248

Michael Young

Volume 36, issue 1, 2008

Cambridge-UNC Charlotte Symposium 2006 Real Estate Risk Management and Property Derivatives pp. 1-4

Richard Buttimer and Kanak Patel

Pricing Property Index Linked Swaps with Counterparty Default Risk pp. 5-21

Kanak Patel and Ricardo Pereira

Property Derivatives and Index-Linked Mortgages pp. 23-35

Juerg Syz, Paolo Vanini and Marco Salvi

Trading House Price Risk with Existing Futures Contracts pp. 37-52

Christoph Hinkelmann and Steve Swidler

Financial Leverage, CEO Compensation,and Corporate Hedging: Evidence from Real Estate Investment Trusts pp. 53-80

Mine Ertugrul, Özcan Sezer and C. Sirmans

Land Development: Risk, Return and Risk Management pp. 81-102

Richard Buttimer, Steven Clark and Steven Ott

Taxation on Land Value and Development When There Are Negative Externalities from Development pp. 103-120

Jyh-Bang Jou and Tan Lee

Market Risk of Mortgage-Backed Securities with Consistent Measures pp. 121-140

Ren-Raw Chen, Hsien-Hsing Liao and Tyler Yang