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 27, issue 3, 2003

Credit History and the Performance of Prime and Nonprime Mortgages pp. 279-301

Anthony Pennington-Cross

A Semiparametric Method for Valuing Residential Locations: Application to Automated Valuation pp. 303-20

John Clapp

Inter-center Retail Externalities pp. 321-33

Luis C Mejia and Mark J Eppli

Residential Fixed Investment and the Macroeconomy: Has Deregulation Altered Key Relationships? pp. 335-54

Jean Gauger and Tricia Coxwell Snyder

Macroeconomic News and Mortgage Rates pp. 355-77

Sanjay Ramchander, Marc W Simpson and James R Webb

The Q Theory of Housing Investment pp. 379-92

G Donald Jud and Daniel T Winkler

Unsmoothing Commercial Property Returns: A Revision to Fisher-Geltner-Webb's Unsmoothing Methodology pp. 393-405

Hoon Cho, Yuichiro Kawaguchi and James D Shilling

Volume 27, issue 2, 2003

Multi-factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model pp. 143-72

Ren-Raw Chen and Louis Scott

Asset-Backed Securitization in Singapore: Value of Embedded Buy-Back Options pp. 173-89

Tien Foo Sing, Seow Eng Ong and C F Sirmans

Hedging Housing Risk in London pp. 191-209

Matteo Iacoviello and Francois Ortalo-Magne

Appraisal Quality and Residential Mortgage Default: Evidence from Alaska pp. 211-33

Michael LaCour-Little and Stephen Malpezzi

Property Company Stock Price and Net Asset Value: A Mean Reversion Perspective pp. 235-55

Kim Liow

News Effects and Structural Shifts in Price Discovery in Hong Kong pp. 257-71

Gregory M Schwann and K W Chau

Volume 27, issue 1, 2003

A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias pp. 5-23

Brian A. Ciochetti, Yongheng Deng, Gail Lee, James D. Shilling and Rui Yao

The Effect of Firm Characteristics on the Use of Percentage Retail Leases pp. 25-37

Gregory H Chun, Mark J Eppli and James D Shilling

The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns pp. 39-60

Jim Clayton and Greg MacKinnon

A Geo-Statistical Method to Define Districts within a City pp. 61-85

Rafael Cano-Guervos, Jorge Chica-Olmo and Jose A Hermoso-Gutierrez

Pathways to Homeownership: An Analysis of the Residential Location and Homeownership Choices of Black Households in Los Angeles pp. 87-109

Stuart Gabriel and Gary Painter

Household Income, Termination Risk and Mortgage Pricing pp. 111-38

Wayne R Archer, David Ling and Gary A McGill

Volume 26, issue 2-3, 2003

Optimal Loan Interest Rate Contract Design pp. 127-56

Robert Edelstein and Branko Urosevic

Signaling-Screening Equilibrium in the Mortgage Market pp. 157-78

Danny Ben-Shahar and David Feldman

Commercial Mortgage-Backed Securities: Prepayment and Default pp. 179-96

Brent Ambrose and Anthony Sanders

Fixed-Rate Endowment Mortgage and Mortgage Indemnity Valuation pp. 197-221

Jose A Azevedo-Pereira, David P Newton and Dean A Paxson

Valuing and Pricing Retail Leases with Renewal and Overage Options pp. 223-40

Patric Hendershott and Charles Ward

Term Structures in the Office Rental Market in Stockholm pp. 241-65

Ake Gunnelin and Bo Soderberg

Duration of Residence in the Rental Housing Market pp. 267-85

Yongheng Deng, Stuart Gabriel and Frank E Nothaft

Board Independence, Ownership Structure and Performance: Evidence from Real Estate Investment Trusts pp. 287-318

Chinmoy Ghosh and C F Sirmans

The Conditional Distribution of Real Estate Returns: Are Higher Moments Time Varying? pp. 319-39

Shaun A Bond and Kanak Patel

Volume 26, issue 1, 2003

Is Race an Important Factor in Bank-Customer Preferences? The Case of Mortgage Lending pp. 5-26

Harold A Black, Breck L. Robinson, Alan M. Schlottmann and Robert L. Schweitzer

The Global Determinants of Direct Office Real Estate Returns pp. 27-45

Ivo De Wit and Ronald van Dijk

Coping with Technological Change: The Case of Retail pp. 47-63

Peter F Colwell and Ramsland, Maxwell O,

The Cost Efficiency of Real Estate Investment Trusts: An Analysis with a Bayesian Stochastic Frontier Model pp. 65-80

Danielle Lewis, Thomas M Springer and Randy I Anderson

Bank and Nonbank Lenders and the Commercial Mortgage Market pp. 81-94

Brent Ambrose, John D Benjamin and Peter Chinloy

The Trade-Off Between the Selling Price of Residential Properties and Time-on-the-Market: The Impact of Price Setting pp. 95-111

Paul Anglin, Ronald Rutherford and Thomas M Springer

Volume 25, issue 2-3, 2002

Government Sponsored Agencies: Do the Benefits Outweigh the Costs? pp. 121-27

Anthony Sanders

Measuring Potential GSE Funding Advantages pp. 129-50

Brent Ambrose and Arthur Warga

Debt Spreads between GSEs and Other Corporations pp. 151-72

Frank E Nothaft, James E Pearce and Stevan Stevanovic

The Effects of Purchases of Mortgages and Securitization By Government Sponsored Enterprises on Mortgage Yield Spreads and Volatility pp. 173-95

Andy Naranjo and Alden Toevs

A Reconsideration of the Jumbo/Non-jumbo Mortgage Rate Differential pp. 197-213

Joseph A McKenzie

GSEs, Mortgage Rates, and the Long-Run Effects of Mortgage Securitization pp. 215-42

Wayne Passmore, Roger Sparks and Jamie Ingpen

The Role of Interest Rates in Influencing Long-Run Homeownership Rates pp. 243-67

Gary Painter and Christian L Redfearn

Volume 25, issue 1, 2002

Residential Mortgage Lending and Borrower Risk: The Relationship between Mortgage Spreads and Individual Characteristics pp. 5-32

Raymond C Chiang, Ying-Foon Chow and Ming Liu

Pricing Upward-Only Adjusting Leases pp. 33-49

Brent Ambrose, Patric Hendershott and Malgorzata Klosek

Technology and Realtor Income pp. 51-65

John D Benjamin, Donald G. Jud, Kevin A. Roth and Daniel T. Winkler

On Property Tax Coordination pp. 67-79

Chi-Chur Chao and Eden Yu

Farmland Investment under Conditions of Certainty and Uncertainty pp. 81-98

Hardin, William G, and Ping Cheng

The Determinants of REIT CEO Compensation pp. 99-113

Anita K Pennathur and Roger M Shelor

Volume 24, issue 3, 2002

Anatomy of a Fair Lending Exam: The Uses and Limitations of Statistics pp. 207-37

Paul S Calem and Stanley D Longhofer

Frictions, Heterogeneity and Optimality in Mortgage Modeling pp. 239-60

James Kau and Slawson, V Carlos,

Regional and State Variation in Homeownership Rates; or If California's Home Prices Were As Low As Pennsylvania's Would Its Ownership Rate Be As High? pp. 261-76

N. Edward Coulson

Residential Search and Mobility in a Housing Market Equilibrium Model pp. 277-99

Arno van der Vlist, Piet Rietveld and Peter Nijkamp

REIT Returns and Inflation: Perverse or Reverse Causality Effects? pp. 301-17

John Glascock, Chiuling Lu and Raymond W So

REIT Risk Premium Sensitivity and Interest Rates pp. 319-30

Zane Swanson, John Theis and K Michael Casey

Volume 24, issue 1-2, 2002

A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations pp. 9-33

Charles A Calhoun and Yongheng Deng

Mortgage Contracts, Strategic Options and Stochastic Collateral pp. 35-58

Robert Jones and David Nickerson

Explaining Real Commercial Rents Using an Error Correction Model with Panel Data pp. 59-87

Patric Hendershott, Bryan MacGregor and Michael White

The Value of the Rent Control Option pp. 89-101

Danny Ben-Shahar, David Feldman and Doron Greenberg

Initial Public Offerings: Evidence from the British, French and Swedish Property Share Markets pp. 103-17

Dirk Brounen and Piet Eichholtz

Commercial Real Estate Return Performance: A Cross-Country Analysis pp. 119-42

David Ling and Andy Naranjo

Rational Delays: The Case of Real Estate pp. 143-65

Stephen Day Cauley and Andrey D Pavlov

Hedging Housing Risk pp. 167-200

Peter Englund, Min Hwang and John Quigley