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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What Drives Housing Markets: Fundamentals or Bubbles? pp. 395-415: Renhe Liu, Eddie Chi-man Hui, Jiaqi Lv and Yi Chen
The Short Sale Stigma pp. 416-434: Kimberly R. Goodwin and Ken H. Johnson
Under the Lender’s Looking Glass pp. 435-456: Mariya Letdin
Refinance and Mortgage Default: A Regression Discontinuity Analysis of HARP’s Impact on Default Rates pp. 457-475: Kadiri Karamon, Douglas McManus and Jun Zhu
Mortgage Payment Problem Development and Recovery: A Joint Probability Model Approach pp. 476-510: Thomas P. Boehm and Alan M. Schlottmann
The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices pp. 511-532: Marc K. Francke and Alex Minne

Sponsor Ownership in Asian REITs pp. 265-287: Cheng Tang and Masaki Mori
The Housing Market Effects of Local Home Purchase Restrictions: Evidence from Beijing pp. 288-312: Weizeng Sun, Siqi Zheng, David M. Geltner and Rui Wang
A Relook into the Impact of Divestitures in the Presence of Agency Conflicts: Evidence from Property Subsidiary Sell-Offs in China pp. 313-344: Ruoran Xu, YuenLeng Chow and Joseph Ooi
Inflation Illusion, Expertise and Commercial Real Estate pp. 345-369: William G. Hardin, Xiaoquan Jiang and Zhonghua Wu
REITs, Growth Options and Beta pp. 370-394: Dogan Tirtiroglu, Thu Ha Nguyen, Ercan Tirtiroglu and Tan Cheng Wee

Using Option Market Liquidity to Predict REIT Leverage Changes pp. 135-154: Paul Borochin, John L. Glascock, Ran Lu-Andrews and Jie Yang
List Prices in the US Housing Market pp. 155-184: Darren K. Hayunga and R. Kelley Pace
The Effect of Listing Price Changes on the Selling Price of Single-Family Residential Homes pp. 185-215: Bruce L. Gordon and Daniel T. Winkler
The Issuer-pays Business Model and Competitive Rating Market: Rating Network Structure pp. 216-241: Xiaoyang Zhuo, Guangli Xu and Yongjin Wang
A Lattice Framework with Smooth Convergence for Pricing Real Estate Derivatives with Stochastic Interest Rate pp. 242-263: Dong Zou and Pu Gong

From Origination to Renegotiation: A Comparison of Portfolio and Securitized Commercial Real Estate Loans pp. 1-31: Lamont Black, John Krainer and Joseph Nichols
Information Asymmetry and Organizational Structure: Evidence from REITs pp. 32-64: Yongheng Deng, Maggie (Rong) Hu and Anand Srinivasan
Commonality in Liquidity and Real Estate Securities pp. 65-105: Martin Hoesli, Anjeza Kadilli and Kustrim Reka
The Impact of Capital Expenditures on Property Performance in Commercial Real Estate pp. 106-133: Chinmoy Ghosh and Milena T. Petrova

Institutional Property-Type Herding in Real Estate Investment Trusts pp. 459-481: Viktoriya Lantushenko and Edward Nelling
Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices pp. 482-514: Geoffrey M. Ngene, Daniel P. Sohn and M. Kabir Hassan
Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls? pp. 515-557: S. McKay Price, Michael Seiler and Jiancheng Shen
Valuing Vulnerable Mortgage Insurance Under Capital Forbearance pp. 558-578: Chia-Chien Chang and Min-Teh Yu
Spillover Risks in REITs and other Asset Markets pp. 579-604: Ming-Chu Chiang, Tien Foo Sing and I-Chun Tsai

Overview of Special Issue: In Celebration of the UConn Real Estate Center’s 50th Symposium pp. 269-271: John P. Harding and John S. Howe
Tenant Quality and REIT Liquidity Management pp. 272-296: Ran Lu-Andrews
Spatial Correlation in Expected Returns in Commercial Real Estate Markets and the Role of Core Markets pp. 297-337: James D. Shilling, C.F. Sirmans and Barrett A. Slade
An Investigation into the Substitutability of Equity and Mortgage REITs in Real Estate Portfolios pp. 338-364: J. Andrew Hansz, Ying Zhang and Tingyu Zhou
Local Polynomial Regressions versus OLS for Generating Location Value Estimates pp. 365-385: Jeffrey Cohen, Cletus Coughlin and John M. Clapp
Erratum to: Local Polynomial Regressions versus OLS for Generating Location Value Estimates pp. 386-386: Jeffrey Cohen, Cletus Coughlin and John M. Clapp
Implicit Hedonic Pricing Using Mortgage Payment Information pp. 387-402: R. Kelley Pace and Shuang Zhu
The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing pp. 403-428: Shaun Bond and Chen Xue
The Other Side of Value: The Effect of Quality on Price and Return in Real Estate pp. 429-457: Sara Kelly Anzinger, Chinmoy Ghosh and Milena Petrova

Client Externality Effects of Agents Selling Their Own Properties pp. 139-164: Xun Bian, Geoffrey K. Turnbull and Bennie D. Waller
Commission Splits in Real Estate Transactions pp. 165-187: Xun Bian, Bennie D. Waller and Abdullah Yavas
Foreclosure, REO, and Market Sales in Residential Real Estate pp. 188-215: Peter Chinloy, William Hardin and Zhonghua Wu
Housing Wealth, Financial Wealth and Consumption Expenditure: The Role of Consumer Confidence pp. 216-236: Hassan Gholipour Fereidouni and Reza Tajaddini
The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries pp. 237-268: N Kishor and Hardik Marfatia

A Pair-wise Analysis of Intra-city Price Convergence Within the Paris Housing Market pp. 1-16: Mark Holmes, Jesus Otero and Theodore Panagiotidis
Determinants of Foreign Versus Domestic Real Estate Investment: Property Level Evidence from Listed Real Estate Investment Firms pp. 17-57: Nathan Mauck and S. McKay Price
Financial and Housing Wealth, Expenditures and the Dividend to Ownership pp. 58-96: Sheng Guo and William G. Hardin
How Low Can House Prices Go? Estimating a Conservative Lower Bound pp. 97-116: Alexander Bogin, Stephen D. Bruestle and William Doerner
Sample Selection Approaches to Estimating House Price Cash Differentials pp. 117-137: Andres Jauregui, Owen Tidwell and Diane Hite

Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun pp. 419-449: Efthymios Pavlidis, Alisa Yusupova, Ivan Paya, David Peel, Enrique Martínez-García, Adrienne Mack and Valerie Grossman
Housing Prices and the Public Disclosure of Flood Risk: A Difference-in-Differences Analysis in Finland pp. 450-471: Athanasios Votsis and Adriaan Perrels
Mortgage Market, Housing Tenure Choice and Unemployment pp. 472-493: Gaetano Lisi
Forward Curve Risk Factors Analysis in the UK Real Estate Market pp. 494-526: Pierre-Arnaud Drouhin, Arnaud Simon and Yasmine Essafi
REIT Crash Risk and Institutional Investors pp. 527-558: Heng An, Qun Wu and Zhonghua Wu

Housing Market Dynamics: Disequilibrium, Mortgage Default, and Reverse Mortgages pp. 269-281: Timothy Jones, Dean Gatzlaff and G. Stacy Sirmans

Inferring Price Information from Mortgage Payment Behavior: a Latent Index Approach pp. 246-267: R. Kelley Pace and Shuang Zhu