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 47, issue 4, 2013

Introduction to the Special Issue pp. 583-587

Wayne Archer, David Ling and Andy Naranjo

The London Commercial Property Price Index pp. 588-616

Andrea Chegut, Piet Eichholtz and Paulo Rodrigues

On Indexing Commercial Real Estate Properties and Portfolios pp. 617-639

Walter Boudry, N. Edward Coulson, Jarl Kallberg and Crocker Liu

Transaction Frequency and Commercial Property pp. 640-658

Peter Chinloy, William Hardin and Zhonghua Wu

Modeling Space Market Dynamics: An Illustration Using Panel Data for US Retail pp. 659-687

Patric Hendershott, Maarten Jennen and Bryan MacGregor

Who Says there is a High Consensus Among Analysts when Market Uncertainty is High? Some New Evidence from the Commercial Real Estate Market pp. 688-718

James Shilling, C. Sirmans and Barrett Slade

Are REIT IPOs Unique? The Global Evidence pp. 719-759

Su Chan, Jiajin Chen and Ko Wang

List Price Information in the Negotiation of Commercial Real Estate Transactions: Is Silence Golden? pp. 760-786

Dean Gatzlaff and Peng Liu

Local Traits and Securitized Commercial Mortgage Default pp. 787-813

Xudong An, Yongheng Deng, Joseph Nichols and Anthony Sanders

Volume 47, issue 3, 2013

Effects of Bankruptcy Exemptions and Foreclosure Laws on Mortgage Default and Foreclosure Rates pp. 391-415

Chintal Desai, Gregory Elliehausen and Jevgenijs Steinbuks

Agent Change and Seller Bargaining Power: A Case of Principal Agent Problem in the Housing Market pp. 416-433

Nasser Daneshvary and Terrence Clauretie

Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence pp. 434-465

Jamie Alcock, John Glascock and Eva Steiner

A Group Utility Maximizer Mechanism for Land Assembly pp. 466-488

Usha Sridhar and Sridhar Mandyam

Gulf Views: Toward a Better Understanding of Viewshed Scope in Hedonic Property Models pp. 489-505

Paul Hindsley, Stuart Hamilton and Ash Morgan

Rushing to Overpay: Modeling and Measuring the REIT Premium pp. 506-537

Serife Akin, Val Lambson, Grant McQueen, Brennan Platt, Barrett Slade and Justin Wood

What is the Relationship Between REIT Governance and Earnings Management? pp. 538-563

Paul Anglin, Robert Edelstein, Yanmin Gao and Desmond Tsang

REIT Momentum and Characteristic-Related REIT Returns pp. 564-581

Paul Goebel, David Harrison, Jeffrey Mercer and Ryan Whitby

Volume 47, issue 2, 2013

Renegade Asset Markets pp. 197-226

Peter Chinloy and Jonathan Wiley

Measuring Price Behavior in New Residential Subdivisions pp. 227-242

Harris Hollans, Richard Martin and Henry Munneke

Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles pp. 243-265

Marcel Arsenault, Jim Clayton and Liang Peng

REIT Institutional Ownership Dynamics and the Financial Crisis pp. 266-288

Erik Devos, Seow Eng Ong, Andrew Spieler and Desmond Tsang

Findings from a Cross-Sectional Housing Risk-Factor Model pp. 289-309

Eli Beracha and Hilla Skiba

Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care? pp. 310-340

Liang Peng and Rainer Schulz

Spatial and Temporal Dependence in House Price Prediction pp. 341-369

Xiaolong Liu

Is There Volatility Convergence in Asia-Pacific Securitized Real Estate Markets? pp. 370-390

Kim Liow and Wei Chen

Volume 47, issue 1, 2013

Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets pp. 1-35

Martin Hoesli and Kustrim Reka

Testing for Fraud in the Residential Mortgage Market: How Much Did Early-Payment-Defaults Overpay for Housing? pp. 36-64

Paul Carrillo

Do Alternative Real Estate Investment Vehicles Add Value to REITs? Evidence from German Open-ended Property Funds pp. 65-82

Denis Schweizer, Lars Haß, Lutz Johanning and Bernd Rudolph

An Empirical Investigation of Herding Behavior in the U.S. REIT Market pp. 83-108

Jian Zhou and Randy Anderson

Pet Policy and Housing Prices: Evidence from the Condominium Market pp. 109-122

Zhenguo Lin, Marcus Allen and Charles Carter

Does Inflation Illusion Explain the Relation between REITs and Inflation? pp. 123-151

Gwangheon Hong and Bong Lee

Real Options Premia Implied from Recent Transactions in the Greek Real Estate Market pp. 152-168

Andrianos Tsekrekos and George Kanoutos

Usefulness of the Information Contained in the Prediction Sample for the Spatial Error Model pp. 169-195

Takafumi Kato

Volume 46, issue 4, 2013

Special Issue Introduction pp. 565-567

K. Chau, Seow Ong, Hongyu Liu and Richard Green

The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence pp. 568-595

Gang-Zhi Fan, Zsuzsa Huszár and Weina Zhang

Trading Volume-Induced Spatial Autocorrelation in Real Estate Prices pp. 596-608

S. Wong, C. Yiu and K. Chau

Commercial Mortgage Workout Strategy and Conditional Default Probability: Evidence from Special Serviced CMBS Loans pp. 609-632

Jun Chen and Yongheng Deng

On The Operating Performance of REITs Following Seasoned Equity Offerings: Anomaly Revisited pp. 633-663

Chinmoy Ghosh, Scott Roark and C. Sirmans

Corporate Governance and Performance of Externally Managed Singapore Reits pp. 664-684

Patrick Lecomte and Joseph Ooi

Volume 46, issue 3, 2013

Deriving Optimal Portfolios for Hedging Housing Risk pp. 379-396

Cristian Voicu and Michael Seiler

The Inventory-Sales Ratio and Homebuilder Return Predictability pp. 397-423

Peter Chinloy and Zhonghua Wu

Risk and Structural Instability in US House Prices pp. 424-436

Michail Karoglou, Bruce Morley and Dennis Thomas

Monetary Policy and the Housing Bubble pp. 437-451

John McDonald and Houston Stokes

The Role of People’s Expectation in the Recent US Housing Boom and Bust pp. 452-479

MeiChi Huang

A Top-Down Approach for Asset-Backed Securities: A Consistent Way of Managing Prepayment, Default and Interest Rate Risks pp. 480-515

Jean-David Fermanian

A Time Series Analysis of U.K. Construction and Real Estate Indices pp. 516-542

Jorge Belaire-Franch and Kwaku Opong

Historic Preservation: Preserving Value? pp. 543-563

Martin Heintzelman and Jason Altieri

Erratum to: Historic Preservation: Preserving Value? pp. 564-564

Martin Heintzelman and Jason Altieri

Volume 46, issue 2, 2013

Introduction to the Special Issue pp. 203-206

Piet Eichholtz, David Geltner and Seow Eng Ong

Erratum to: Introduction to the Special Issue pp. 207-207

Piet Eichholtz, David Geltner and Seow Eng Ong

What Determined the Great Cap Rate Compression of 2000–2007, and the Dramatic Reversal During the 2008–2009 Financial Crisis? pp. 208-231

Serguei Chervachidze and William Wheaton

Commercial Property Rent Dynamics in U.S. Metropolitan Areas: An Examination of Office, Industrial, Flex and Retail Space pp. 232-259

Maria Ibanez and Anthony Pennington-Cross

Estimating Transaction-Based Price Indices of Local Commercial Real Estate Markets Using Public Assessment Data pp. 260-281

Dean Gatzlaff and Cynthia Holmes

Commercial Real Estate, Information Production and Market Activity pp. 282-298

David Downs and Z. Güner

Sponsor Backing in Asian REIT IPOs pp. 299-320

Woei Chyuan Wong, Seow Eng Ong and Joseph Ooi

Foreclosure of Securitized Commercial Mortgages—A Model of the Special Servicer pp. 321-338

Peng Liu and Daniel Quan

Exploring the Foreclosure Contagion Effect Using Agent-Based Modeling pp. 339-354

Marshall Gangel, Michael Seiler and Andrew Collins

Residential Mortgage Default: The Roles of House Price Volatility, Euphoria and the Borrower’s Put Option pp. 355-378

Wayne Archer and Brent Smith

Volume 46, issue 1, 2013

Are Commercial Mortgage Defaults Affected by Tax Considerations? pp. 1-23

Hoon Cho, Brian Ciochetti and James Shilling

REIT Going Private Decisions pp. 24-43

James Brau, J. Carpenter, Mauricio Rodriguez and C. Sirmans

Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices pp. 44-90

Felix Schindler

Dividends, Values and Agency Costs in REITs pp. 91-114

Wen-Hsiu Chou, William Hardin, Matthew Hill and G. Kelly

Another Look at Effects of “Adults-Only” Age Restrictions on Housing Prices pp. 115-130

Charles Carter, Zhenguo Lin, Marcus Allen and William Haloupek

Fair Lending Analysis of Mortgage Pricing: Does Underwriting Matter? pp. 131-151

Yan Zhang

Time Variation in Diversification Benefits of Commodity, REITs, and TIPS pp. 152-192

Jingzhi Huang and Zhaodong Zhong

Distortions Resulting from Residential Land Use Controls in Metropolitan Areas pp. 193-202

Brian Jansen and Edwin Mills