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 60, issue 4, 2020

Mortgage Risk Premiums during the Housing Bubble pp. 421-468

Adam J. Levitin, Desen Lin and Susan Wachter

Detecting Bubbles in the US and UK Real Estate Markets pp. 469-513

Frank J. Fabozzi, Iason Kynigakis, Ekaterini Panopoulou and Radu S. Tunaru

Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models pp. 514-553

Alex Minne, Marc Francke, David Geltner and Robert White

Interest Rates and Investment: Evidence from Commercial Real Estate pp. 554-586

Liang Peng and Thomas G. Thibodeau

The Impact of Exogenous Shocks on House Prices: the Case of the Volkswagen Emissions Scandal pp. 587-610

Heiko Kirchhain, Jan Mutl and Joachim Zietz

Volume 60, issue 3, 2020

Mortgage Pricing Implications of Prepayment: Separating Pecuniary and Non-pecuniary Prepayment pp. 239-269

Lu Fang

Fannie Mae and Freddie Mac: Risk-Taking and the Option to Change Strategy pp. 270-307

Jason Thomas and Robert Order

The Wealth Effects of REIT Property Acquisitions and Dispositions: the Creditors’ Perspective pp. 308-337

Qing Li, David Ling, Masaki Mori and Seow Eng Ong

The Impact of Default and Foreclosure on Housing Values: Rings Vs. Neighborhoods Approach pp. 338-374

Ying Huang, Ronald W. Spahr and Mark A. Sunderman

Underwriting Limits and Optimal Leverage in Commercial Real Estate pp. 375-395

Leo Cremer

Urban Land: Price Indices, Performance, and Leading Indicators pp. 396-419

Mark Fitzgerald, David J. Hansen, Will McIntosh and Barrett A. Slade

Volume 60, issue 1, 2020

New Perspectives on Real Estate Valuation pp. 1-2

Jeffrey Cohen and Michael LaCour-Little

Assumable Financing Redux: A New Challenge for Appraisal? pp. 3-39

Michael LaCour-Little, Zhenguo Lin and Wei Yu

Appraisal Accuracy and Automated Valuation Models in Rural Areas pp. 40-52

Alexander Bogin and Jessica Shui

Properties that Sell at or above Listing Price: Strategic Pricing, Better Broker or Just Dumb Luck? pp. 53-76

Velma Zahirovic-Herbert, Bennie D. Waller and Geoffrey K. Turnbull

Contract Price Confirmation Bias: Evidence from Repeat Appraisals pp. 77-98

Michael Eriksen, Hamilton B. Fout, Mark Palim and Eric Rosenblatt

Beyond the Cap Rate: Valuation of Multifamily Properties pp. 99-110

Jun Li and Xiaoli Liang

Valuing Curb Appeal pp. 111-133

Erik B Johnson, Owen Tidwell and Sriram V Villupuram

Time-Geographically Weighted Regressions and Residential Property Value Assessment pp. 134-154

Jeffrey Cohen, Cletus Coughlin and Jeffrey Zabel

Assessment Regressivity and Property Taxation pp. 155-169

Daniel McMillen and Ruchi Singh

Examining the Information Content of Residuals from Hedonic and Spatial Models Using Trees and Forests pp. 170-180

R. Kelley Pace and Darren Hayunga

Energy Efficiency Information and Valuation Practices in Rental Housing pp. 181-204

Andrea Chegut, Piet Eichholtz, Rogier Holtermans and Juan Palacios

The Effect of Fair Value Method Adoption: Evidence from Real Estate Firms in the EU pp. 205-237

Chinmoy Ghosh, Mingwei Liang and Milena T Petrova

Volume 59, issue 4, 2019

Risk and Performance of Mutual Funds’ Securitized Mortgage Investments pp. 515-548

Brent Ambrose, Moussa Diop, Walter D’Lima and Mark Thibodeau

An Unintended Consequence of Mortgage Financing Regulation – a Racial Disparity pp. 549-588

James B. Kau, Lu Fang and Henry J. Munneke

Evaluation of Mortgage Default Characteristics Using Fannie Mae’s Loan Performance Data pp. 589-616

Samit Ahlawat

Listing Agent Signals: Does a Picture Paint a Thousand Words? pp. 617-648

Kimberly F. Luchtenberg, Michael Seiler and Hua Sun

A Farewell to ARMs or Ever Changing Market Segments? pp. 649-672

Bing Chen and Frank Stafford

Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach pp. 673-697

Bilgi Yilmaz and A. Sevtap Selcuk-Kestel

Volume 59, issue 3, 2019

Energy Factors, Leasing Structure and the Market Price of Office Buildings in the U.S pp. 329-371

Dwight Jaffee, Richard Stanton and Nancy Wallace

Commercial Real Estate Market Property Level Capital Expenditures: An Options Analysis pp. 372-390

Shaun A. Bond, James D. Shilling and Charles H. Wurtzebach

How Big of a Lemons Market is the Secondary Market for Private Equity Real Estate Limited Partnerships? pp. 391-418

David Barker, Kiat Ying Seah and James D. Shilling

Rent Premiums and Vertical Sorting in Amsterdam’s Multi-Tenant Office Buildings pp. 419-460

Ilir Nase, Nick van Assendelft and Hilde Remøy

The Optimal Selling Strategy of Residential Real Estate pp. 461-489

Jia Xie

Only the Best? Exploring Cross-Border Investor Preferences in US Gateway Cities pp. 490-513

Steven Devaney, David Scofield and Fangchen Zhang

Volume 59, issue 2, 2019

Are REIT Investors Overly Optimistic after Equity Offerings?: Evidence from Analyst Forecast Errors pp. 148-165

Elizabeth Devos, Erik Devos, Seow Eng Ong and Andrew C. Spieler

The Impact of Geographic and Cultural Dispersion on Information Opacity pp. 166-208

George D. Cashman, David M. Harrison, Michael Seiler and Hainan Sheng

What Motivates a Developer to Sell before Completion? pp. 209-232

L. Li and K. W. Chau

Land acquisition outcome, developer risk attitude and land development timing pp. 233-271

Zan Yang and Shuping Wu

Herding Behavior among Residential Developers pp. 272-294

SeungHan Ro, Paul Gallimore, Sherwood Clements and Gang-Zhi Fan

On the Determinants of REIT Capital Structure: Evidence from around the World pp. 295-328

Yunus Yasin Dogan, Chinmoy Ghosh and Milena Petrova

Volume 59, issue 1, 2019

Social Interaction and Urban Location Decisions pp. 1-26

Zackary Hawley and Geoffrey K. Turnbull

Caste, Faith, Gender: Determinants of Homeownership in Urban India pp. 27-55

Prashant Das, N. Edward Coulson and Alan Ziobrowski

The Importance of Originator-Servicer Affiliation in Loan Renegotiation pp. 56-89

James N. Conklin, Moussa Diop, Thao Le and Walter D’Lima

Information Asymmetry and REIT Capital Market Access pp. 90-110

Elizabeth Devos, Erik Devos, Seow Eng Ong and Andrew C. Spieler

Residential Real Estate, Risk, Return and Diversification: Some Empirical Evidence pp. 111-146

Daniel Melser and Robert Hill

Volume 58, issue 4, 2019

Testing for Price Anomalies in Sequential Sales pp. 517-543

Henry J. Munneke, Joseph Ooi, C. F. Sirmans and Geoffrey K. Turnbull

Borrower Risk and Housing Price Appreciation pp. 544-566

Darren K. Hayunga, R. Kelley Pace and Shuang Zhu

Affordable Housing and the Socioeconomic Integration of Elementary Schools pp. 567-595

Keith Ihlanfeldt and Tom Mayock

How Effective are Policy Interventions in a Spatially-Embedded International Real Estate Market? pp. 596-637

Kun Duan, Tapas Mishra, Mamata Parhi and Simon Wolfe

Are all Homeowners Willing to Pay for Better Schools? ─ Evidence from a Finite Mixture Model Approach pp. 638-655

Jee W. Hwang, Chun Kuang and Okmyung Bin

Flood Hazards Impact on Neighborhood House Prices pp. 656-674

Lei Zhang and Tammy Leonard

Volume 58, issue 3, 2019

The Impact of TOM on Prices in the US Housing Market pp. 335-365

Darren K. Hayunga and R. Kelley Pace

Sample Selection Approaches to Estimating and Allocating House Transaction Funding Price Differentials pp. 366-407

Andres Jauregui, Owen Tidwell and Vivek Sah

REIT Operational Efficiency: Performance, Risk, and Return pp. 408-437

Eli Beracha, Zifeng Feng and William G. Hardin

Housing “Beta”: Common Risk Factor in Returns of Stocks pp. 438-456

Vishaal Baulkaran, Pawan Jain and Mark Sunderman

On the Directional Accuracy of United States Housing Starts Forecasts: Evidence from Survey Data pp. 457-488

Tim Meyer

What We Should Know About House Reconstruction Costs? pp. 489-516

Marcel Voia and Thi Hong Thinh Doan

Volume 58, issue 2, 2019

Impact of Foreclosure Laws on Mortgage Loan Supply and Performance pp. 159-200

Daxuan Zhao, Yonglin Wang and Tien Foo Sing

Local House Price Paths: Accelerations, Declines, and Recoveries pp. 201-222

Alexander Bogin, William Doerner and William Larson

Spatial Dependence in the Residential Canadian Housing Market pp. 223-263

Yuan Zhang, Yiguo Sun and Thanasis Stengos

Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis pp. 264-289

Nafeesa Yunus

Modelling UK House Prices with Structural Breaks and Conditional Variance Analysis pp. 290-309

Kyriaki Begiazi and Paraskevi Katsiampa

Do Local Property Taxes Affect New Building Development? Results from a Quasi-Natural Experiment in New Zealand pp. 310-333

Norman Gemmell, Arthur Grimes and Mark Skidmore

Volume 58, issue 1, 2019

Political Risk Affects Real Estate Markets pp. 1-20

Sam Monfared and Andrey Pavlov

Information Entropy-Based Housing Spatiotemporal Dependence pp. 21-50

Jin Zhao

New Evidence on Housing Wealth and Consumption Channels pp. 51-79

Bing Zhu, Lingxiao Li, David H. Downs and Steffen Sebastian

Land Values: Size Matters pp. 80-110

Terrence M. Clauretie and Herman Li

Does Joint Bidding Reduce Competition? Evidence from Hong Kong Land Auctions pp. 111-132

Jianfu Shen, Frederik Pretorius and Xin Li

How Big are the Ambiguity-Based Premiums on Mortgage Insurances? pp. 133-157

Chang-Chih Chen and Chia-Chien Chang