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 56, issue 4, 2018

Sealed-Bid Auctions and Fixed Price Sales: Seller Choice in Housing Markets pp. 525-545

Stephen Buschbom, Carolyn Dehring, Neil Dunse and Henry Munneke

When Bubble Meets Bubble: Contagion in OECD Countries pp. 546-566

Jose Gomez-Gonzalez, Juliana Gamboa-Arbelaez, Jorge Hirs-Garzon and Andres Pinchao-Rosero

Is there really any Contagion among Major Equity and Securitized Real Estate Markets? Analysis from a New Perspective pp. 567-586

Eddie C. M. Hui and Ka Kwan Kevin Chan

Stabilising House Prices: the Role of Housing Futures Trading pp. 587-621

Arzu Uluc

Impact of Investors in Distressed Housing Markets pp. 622-652

Marcus T. Allen, Jessica Rutherford, Ronald Rutherford and Abdullah Yavas

Wireless Towers and Home Values: An Alternative Valuation Approach Using a Spatial Econometric Analysis pp. 653-676

Ermanno Affuso, J Cummings and Huubinh Le

Volume 56, issue 3, 2018

Urban Economic Openness and IPO Underpricing pp. 325-351

Gianluca Marcato, Stanimira Milcheva and Chen Zheng

Institutions and Capital Structure: The Case of Chinese Property Firms pp. 352-385

Kuang Kuang Deng, Siu Kei Wong and Kwong Wing Chau

Home-Purchase Limits and Housing Prices: Evidence from China pp. 386-409

Shijun Jia, Yourong Wang and Gang-Zhi Fan

Real Earnings Management, Liquidity Risk and REITs SEO Dynamics pp. 410-442

Xiaoying Deng and Seow Eng Ong

Land Auctions with Budget Constraints pp. 443-471

Jianfu Shen, Frederik Pretorius and K. W. Chau

A Reexamination of Housing Price and Household Consumption in China: The Dual Role of Housing Consumption and Housing Investment pp. 472-499

Zan Yang, Ying Fan and Liqing Zhao

The Anatomy of Public and Private Real Estate Return Premia pp. 500-523

Tim Kroencke, Felix Schindler and Bertram I. Steininger

Volume 56, issue 2, 2018

Why Sellers Avoid Auctions: Theory and Evidence pp. 163-182

Peyman Khezr

Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis pp. 183-216

Jamie Alcock and Petra Andrlikova

“Cure” Effects and Mortgage Default: A Split Population Survival Time Model pp. 217-251

Bo Liu and Tien Foo Sing

Real Estate Market Segmentation: Hotels as Exemplar pp. 252-273

Eli Beracha, William G. Hardin and Hilla Maaria Skiba

Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S pp. 274-302

John L. Glascock, Wikrom Prombutr, Ying Zhang and Tingyu Zhou

House Age, Price and Rent: Implications from Land-Structure Decomposition pp. 303-324

Yangfei Xu, Qinghua Zhang, Siqi Zheng and Guozhong Zhu

Volume 56, issue 1, 2018

The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties pp. 1-32

Brent Ambrose, Michael Shafer and Yildiray Yildirim

Sales Concessions in the US Housing Market pp. 33-75

Darren K. Hayunga

Disentangling the Effects of Household Financial Constraints and Risk Profile on Mortgage Rates pp. 76-100

Santiago Carbó-Valverde, Sergio Mayordomo and Francisco Rodríguez-Fernández

Cash and Distressed House Sales Price Discounts: Dual Sample Selection Spatial Interdependence Approaches pp. 101-139

Owen Tidwell, Andres Jauregui, Vivek Sah and Andrew Narwold

Testing Calendar Effects of International Equity and Real Estate Markets pp. 140-158

Eddie C. M. Hui and Ka Kwan Kevin Chan

Erratum to: Testing Calendar Effects of International Equity and Real Estate Markets pp. 159-161

Eddie C. M. Hui and Ka Kwan Kevin Chan

Volume 55, issue 4, 2017

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

Volume 55, issue 3, 2017

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

Volume 55, issue 2, 2017

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

Volume 55, issue 1, 2017

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

Volume 54, issue 4, 2017

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

Volume 54, issue 3, 2017

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

Volume 54, issue 2, 2017

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

Volume 54, issue 1, 2017

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