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 61, issue 4, 2020

Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default pp. 549-575

Andrew Linn and Ronan Lyons

The Chicken and Egg Problem: Obesity and the Urban Monocentric Model pp. 576-606

Yuval Arbel, Chaim Fialkoff and Amichai Kerner

The Housing Cycle: What Role for Mortgage Market Development and Housing Finance? pp. 607-670

Luca Agnello, Vitor Castro and Ricardo Sousa

Global Cities and Local Housing Market Cycles pp. 671-697

Alessandra Canepa, Emilio Zanetti Chini and Huthaifa Alqaralleh

Are Government Owned Investment Funds Created Equal? Evidence from Sovereign Wealth Fund Real Estate Acquisitions pp. 698-729

Peng Liu, Nathan Mauck and S. McKay Price

Correction to: Appraisal Accuracy and Automated Valuation Models in Rural Areas pp. 730-731

Alexander Bogin and Jessica Shui

Correction to: Local House Price Paths: Accelerations, Declines, and Recoveries pp. 732-733

Alexander Bogin, William Doerner and William Larson

Volume 61, issue 3, 2020

2016–2017 Real Estate Finance & Investment Symposium pp. 313-315

Joseph Ooi, Thies Lindenthal and David Ling

Corporate Diversification and the Cost of Debt pp. 316-368

Irem Demirci, Piet Eichholtz and Erkan Yönder

Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study pp. 369-407

Martin Hoesli, Stanimira Milcheva and Alex Moss

Investors’ Limited Attention: Evidence from REITs pp. 408-442

Honghui Chen, David Harrison and Mahsa Khoshnoud

The Pricing of Spatial Linkages in Companies’ Underlying Assets pp. 443-475

Bing Zhu and Stanimira Milcheva

Reputation, Information, and Herding in Credit Ratings: Evidence from CMBS pp. 476-504

Xudong An, Larry Cordell and Joseph B. Nichols

A Tale of Two Countries: Comparing the US and Chinese Housing Markets pp. 505-547

Rose Neng Lai and Robert A. Van Order

Volume 61, issue 2, 2020

Achieving Effective Mortgage Modifications: The Importance of Household Characteristics pp. 151-182

Thomas P. Boehm and Alan M. Schlottmann

Combining Property Price Predictions from Repeat Sales and Spatially Enhanced Hedonic Regressions pp. 183-207

Are Oust, Simen N. Hansen and Tobias R. Pettrem

Liquidity Constraints, Home Equity and Residential Mortgage Losses pp. 208-246

Hung Do, Daniel Rösch and Harald Scheule

Active Management in Real Estate Mutual Funds pp. 247-274

Viktoriya Lantushenko and Edward Nelling

The Impact of Density Rezoning in a Small College Town pp. 275-287

Russ Kashian, Ronald Tittle and Summer Cliff

A Microeconomic Model for the Decision of Reverse Mortgage Borrowers to Sell their House Early and its Application on the Estimation of Termination Rates pp. 288-312

Shu Ling Chiang and Ming Shann Tsai

Volume 61, issue 1, 2020

Competition and Appraisal Inflation pp. 1-38

James Conklin, N. Edward Coulson, Moussa Diop and Thao Le

Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada pp. 39-54

Mobeen Ur Rehman, Sajid Ali and Syed Jawad Hussain Shahzad

Housing Market Response to New Flood Risk Information and the Impact on Poor Tenant pp. 55-79

Donggyu Yi and Hyundo Choi

The Discount to NAV of Distressed Open-End Real Estate Funds pp. 80-114

Sebastian Schnejdar, Michael Heinrich, René-Ojas Woltering and Steffen Sebastian

Paying for a Name? Comparing the Performance of Franchised Real Estate Brokerage Firms pp. 115-128

Stephen L. Locke

The Continuing Overreaction in the REIT Market pp. 129-149

Ming-Yu Liu and Chiuling Lu

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 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