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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Mortgage Default with Asymmetric Information pp. 251-74: Jan Brueckner
The Hazard Rates of First and Second Defaults pp. 275-93: Brent Ambrose and Charles Capone
Residential Real Estate Brokerage Efficiency from a Cost and Profit Perspective pp. 295-310: Randy I Anderson, Danielle Lewis and Leonard V Zumpano
Year-Round School Schedules and Residential Property Values pp. 311-22: Terrence M Clauretie and Helen R Neill
Ethnicity, Endogeneity, and Housing Tenure Choice pp. 323-41: Steven Bourassa

Introduction to the Special Issue: The Maturation of a Developing Industry: REITs in the 1990s pp. 87-90: John Glascock and Chinmoy Ghosh
Debt, Agency, and Management Contracts in REITs: The External Advisor Puzzle pp. 91-116: Dennis Capozza and Paul J Seguin
The Predictability of Equity REIT Returns: Time Variation and Economic Significance pp. 117-36: David Ling, Andy Naranjo and Michael D Ryngaert
A Test of the Signaling Value of IPO Underpricing with REIT IPO-SEO Pairs pp. 137-54: Chinmoy Ghosh, Raja Nag and C F Sirmans
Assessing the Real Estate Pricing Puzzle: A Diagnostic Application of the Stochastic Discounting Factor to the Distribution of REIT Returns pp. 155-75: David H Downs
Further Evidence on the Integration of REIT, Bond, and Stock Returns pp. 177-94: John Glascock, Chiuling Lu and Raymond W So
The Changing Asymmetric Information Component of REIT Spreads: A Study of Anticipated Announcements pp. 195-210: Cynthia G McDonald, Terry Nixon and Slawson, V Carlos,
REIT Economies of Scale: Fact or Fiction? pp. 211-24: Brent Ambrose, Steven R. Ehrlich, William T. Hughes and Susan Wachter
Asymmetric Information and the Predictability of Real Estate Returns pp. 225-44: Michael Cooper, David H Downs and Gary A Patterson

Implied Volatility in the U.K. Commercial Property Market: Empirical Evidence Based on Transaction Data pp. 5-24: Kanak Patel and Tien Foo Sing
Price Volatility of Commercial and Residential Property pp. 25-36: Sunny Kai Sun Kwong and Charles Leung
Housing Vouchers, Tenant Quality, and Apartment Values pp. 37-48: John D Benjamin, Peter Chinloy and G Stacey Sirmans
Sticky Valuations, Aggregation Effects, and Property Indices pp. 49-66: Gerald R Brown and George Matysiak
Property Asset Bubbles: Evidence from the Sydney Office Market pp. 67-81: Patric Hendershott

An Analysis of Seasoned Equity Offerings by Equity REITs, 1991 to 1995 pp. 175-92: Chinmoy Ghosh, Raja Nag and C F Sirmans
Determinants of Real Estate Asset Allocations in Private and Public Pension Plans pp. 193-210: Brian A Ciochetti, J Sa-Aadu and James D Shilling
The Relationships between Mortgage Rates and Capital-Market Rates under Alternative Market Conditions pp. 211-21: Marcus T Allen, Ronald C Rutherford and Marilyn K Wiley
Controlling for Quality in House Price Indices pp. 223-41: Jeffrey Zabel
Disaggregation of Local Apartment Markets by Unit Type pp. 243-57: Marvin Wolverton, Hardin, William G, and Ping Cheng
Discount Point Concessions: Comment pp. 259-62: Terrence M Clauretie
Discount Point Concessions: Reply and Further Evidence pp. 263-65: Paul K Asabere and Forrest E Huffman

The Choice of Methodology for Computing Housing Price Indexes: Comparisons of Temporal Aggregation and Sample Definition pp. 91-112: Peter Englund, John Quigley and Christian L Redfearn
A Housing Price Model with Endogenous Externality Location: A Study of Mobile Home Parks pp. 113-31: Henry J Munneke and Slawson, V Carlos,
A Closed Form Formula for Valuing Mortgages pp. 133-46: P Collin-Dufresne and John P Harding
Differences in the Cost of Mortgage Credit Implications for Discrimination pp. 147-59: Gordon W Crawford and Eric Rosenblatt
Comment on Bohanon and Coelho, "The Costs of Free Land: The Oklahoma Land Rushes." pp. 161-64: Noel D Campbell
The Costs of Free Land: The Oklahoma Land Rushes--Reply pp. 165-67: Cecil Bohanon and Philip Coelho

What Is Real Estate Finance? pp. 9-19: Joseph T Williams
Home Equity Insurance pp. 21-47: Robert Shiller and Allan N Weiss
Anatomy of an ARM: The Interest-Rate Risk of Adjustable-Rate Mortgages pp. 49-67: Richard Stanton and Nancy Wallace
Housing, Illiquidity, and Wealth pp. 69-83: Peter Chinloy
Erratum: Spatiotemporal Autoregressive Models of Neighborhood Effects pp. 85: John Clapp and Mauricio Rodriguez

Buyer Brokerage: Incentive and Efficiency Implications pp. 259-77: Abdullah Yavas and Peter Colwell
Recovery of Real Estate Returns for Portfolio Allocation pp. 279-96: John B Corgel and Jan A deRoos
Office Capitalization Rates: Real Estate and Capital Market Influences pp. 297-322: Rena Sivitanidou and Petros Sivitanides
Thrift Conversions and Windfall Profits: An Empirical Examination pp. 323-38: Gene R Pettigrew, Daniel Page, John S. Jahera and James Barth
Stationarity and Cointegration in Systems with Real Estate and Financial Assets pp. 339-49: Mukesh K Chaudhry, F C Neil Myer and James R Webb
Buyer Search Intensity and the Role of the Residential Real Estate Broker pp. 351-68: Harold W Elder, Leonard V Zumpano and Edward A Baryla

Evaluating Real Estate Valuation Systems pp. 147-61: Robert Shiller and Allan N Weiss
Land Prices and Land Assembly in the CBD pp. 163-80: Peter F Colwell and Henry J Munneke
Two-Rate Property Tax Effects on Land Development pp. 181-90: John Anderson
Using Leading Indicators to Forecast U.S. Home Sales in a Bayesian Vector Autoregressive Framework pp. 191-205: Pami Dua, Stephen Miller and David J Smyth
Property Investment and Property Development Firm Performance around Initial Public Offerings and Rights Offerings: U.K. Evidence pp. 207-38: Marcus Gerbich, Mario Levis and Piers Venmore-Rowland
Optimal Leverage in Real Estate Investment pp. 239-52: John McDonald

Housing Supply: The Other Half of the Market a Note from the Editor pp. 5-7: Stuart Rosenthal
Why Don't We Know More about Housing Supply? pp. 9-23: Denise DiPasquale
The Long-Run Elasticity of New Housing Supply in the United States: Empirical Evidence for 1950 to 1994 pp. 25-42: Dixie M Blackley
Residential Construction Costs and the Supply of New Housing: Endogeneity and Bias in Construction Cost Indexes pp. 43-62: Craig Somerville
Where, When, and by How Much Does Abnormal Weather Affect Housing Construction? pp. 63-87: James T Fergus
Housing Inventory and Completion pp. 89-105: N. Edward Coulson
Subsidized and Unsubsidized Housing Stocks 1935 to 1987: Crowding Out and Cointegration pp. 107-24: Michael Murray
Residential Construction and Credit Market Imperfection pp. 125-39: Thomas Sai-fan Chan