Brent W. Ambrose : Citation Profile


Are you Brent W. Ambrose?

Pennsylvania State University

19

H index

31

i10 index

1016

Citations

RESEARCH PRODUCTION:

65

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1990 - 2018). See details.
   Cites by year: 36
   Journals where Brent W. Ambrose has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 19 (1.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam25
   Updated: 2019-07-21    RAS profile: 2019-06-21    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Brent W. Ambrose.

Is cited by:

Frame, W (35)

Pennington-Cross, Anthony (32)

Deng, Yongheng (20)

Gerardi, Kristopher (14)

Passmore, Wayne (13)

Bostic, Raphael (13)

Quigley, John (11)

Agarwal, Sumit (11)

White, Lawrence (10)

Marques-Ibanez, David (10)

Leung, Charles (10)

Cites to:

Campbell, John (12)

Shiller, Robert (12)

Agarwal, Sumit (12)

Orphanides, Athanasios (10)

Capozza, Dennis (9)

Deng, Yongheng (8)

Brueckner, Jan (8)

Pennington-Cross, Anthony (8)

hendershott, patric (8)

Ben-David, Itzhak (7)

Mayer, Christopher (7)

Main data


Where Brent W. Ambrose has published?


Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics18
Real Estate Economics18
Journal of Money, Credit and Banking5
Journal of Real Estate Research5
Regional Science and Urban Economics3
Journal of Housing Economics2
Journal of Urban Economics2
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
ERES / European Real Estate Society (ERES)3

Recent works citing Brent W. Ambrose (2019 and 2018)


YearTitle of citing document
2018Multifamily Rental Housing, Socio-Economic and Demographic Factors, and Foreign Capital Flows – A ZIP Code Level Analysis. (2018). McCollum, Meagan ; Milcheva, Stanimira. In: ERES. RePEc:arz:wpaper:eres2018_131.

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2018Measures of mortgage default risk and local house price dynamics . (2018). Damianov, Damian ; Wang, Xiangdong ; Yan, Cheng. In: ERES. RePEc:arz:wpaper:eres2018_163.

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2018Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance. (2018). Michel, Lok Man ; Marcato, Gianluca. In: ERES. RePEc:arz:wpaper:eres2018_300.

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2017Distinguishing between Good and Bad Subprime Auto Loans Borrowers: The Role of Demographic, Region and Loan Characteristics. (2017). Ghulam, Yaseen ; Hill, Sophie. In: Review of Economics & Finance. RePEc:bap:journl:170404.

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2017Herding behaviour in the Australian loan market and its impact on bank loan quality. (2017). Tran, Vuong Thao ; Lin, Chienting ; Nguyen, Hoa . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:4:p:1149-1176.

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2018Mortgage†backed Securitization and SME Lending During the Financial and Economic Crisis: Evidence from the Italian Cooperative Banking System. (2018). Castellani, Davide. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:187-222.

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2019Securitization and credit quality in the European market. (2019). Marques-Ibanez, David ; Ongena, Steven ; MARQUESIBANEZ, DAVID ; Kara, Alper. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:407-434.

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2017A BURNING QUESTION: DOES ARSON INCREASE WHEN LOCAL HOUSE PRICES DECLINE?. (2017). Eriksen, Michael D ; Carson, James M. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:1:p:7-34.

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2017Managerial response to constitutional constraints on shareholder power. (2017). Connelly, Brian L ; Zyung, Jinyong ; Shi, Wei. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:7:p:1499-1517.

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2017Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey. (2017). coskun, yener ; Yilmaz, Bilgi ; Selcuk-Kestel, Sevtap A. In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:4:p:199-215.

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2017Are Covered Bonds Different from Asset Securitization Bonds?. (2017). Pinto, João ; Correia, Mafalda C. In: Working Papers de Gestão (Management Working Papers). RePEc:cap:mpaper:012017.

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2018State Dependent Effects of Monetary Policy: the Refinancing Channel. (2018). Eichenbaum, Martin ; Wong, Arlene ; Rebelo, Sergio. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13223.

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2017Continuous Workout Mortgages: Efficient Pricing and Systemic Implications. (2017). Shiller, Robert J ; Ebrahim, Shahid M ; Wojakowski, Rafal M. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2116.

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2017Continuous Workout Mortgages: Efficient Pricing and Systemic Implications. (2017). Shiller, Robert J ; Shackleton, Mark B ; Ebrahim, Shahid M ; Wojakowski, Rafal M. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3016.

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2017What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach. (2017). Tse, Chung-Yi ; Leung, Charles ; Huang, Daisy J ; Ka, Charles . In: ISER Discussion Paper. RePEc:dpr:wpaper:0990.

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2017What is a housing bubble?. (2017). Oust, Are ; Hrafnkelsson, Kjartan . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00726.

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2019The impact of lending standards on default rates of residential real estate loans. (2019). Gaudencio, Joo ; Schwarz, Claudia ; Mazany, Agnieszka. In: Occasional Paper Series. RePEc:ecb:ecbops:2019220.

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2017Securitization and credit quality. (2017). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper ; Marques-Ibaez, David . In: Working Paper Series. RePEc:ecb:ecbwps:20172009.

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2017Verifying the Determinants of the Mortgage Defaults on Home Mortgage. (2017). Wu, Wei-Wen ; Hong, Cheng-Yih ; Li, Jian-Fa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-32.

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2017The role of corporate political strategies in M&As. (2017). Croci, Ettore ; Petmezas, Dimitris ; Park, Jung Chul ; Pantzalis, Christos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:260-287.

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2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

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2018Endogeneity in household mortgage choice. (2018). Dungey, Mardi ; Doko Tchatoka, Firmin ; Yanotti, Maria B. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:30-44.

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2018Predicting loss severities for residential mortgage loans: A three-step selection approach. (2018). Scheule, Harald ; Rosch, Daniel ; Do, Hung Xuan. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:246-259.

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2019A Bayesian approach to modeling mortgage default and prepayment. (2019). Soyer, Refik ; Wilson, Simon P ; Bhattacharya, Arnab. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1112-1124.

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2018Risk-based loan pricing consequences for credit unions. (2018). Fullerton, Thomas ; Tokle, Robert J ; Walke, Adam G. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:105-119.

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2018Rumor rationales: The impact of message justification on article credibility. (2018). Betton, Sandra ; Walker, Thomas ; Davis, Frederick. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:271-287.

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2018Target countrys leadership style and bidders takeover decisions. (2018). Rouine, Ibtissem. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:17-29.

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2019Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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2019Decoupling management inefficiency: Myopia, hyperopia and takeover likelihood. (2019). Danbolt, JO ; Ntim, Collins G ; Tunyi, Abongeh A. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:1-20.

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2017The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data. (2017). Jung, Hosung ; Lee, Jieun. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:167-185.

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2017The effect of foreclosure laws on securitization: Evidence from U.S. states. (2017). Milonas, Kristoffer. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:1-22.

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2018CMBS market efficiency: The crisis and the recovery. (2018). Jarrow, Robert ; Christopoulos, Andreas D. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:159-186.

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2017Do country-level financial structures explain bank-level CDS spreads?. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:135-145.

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2018Exposure at default modeling – A theoretical and empirical assessment of estimation approaches and parameter choice. (2018). Gurtler, Marc ; Usselmann, Piet ; Hibbeln, Martin Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:176-188.

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2018Real estate as a common risk factor in bank stock returns. (2018). Carmichael, Benoit ; Coen, Alain. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:118-130.

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2018Voluntary disclosure in bilateral transactions. (2018). OPP, CHRISTIAN ; Zhang, Xingtan ; Glode, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:652-688.

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2018The effect of mortgage broker licensing under the originate-to-distribute model: Evidence from the U.S. mortgage market. (2018). Shi, Lan ; Zhang, Yan . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:70-85.

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2018Measurement error in residential property valuation: An application of forecast combination. (2018). GLENNON, DENNIS ; Mayock, Tom ; Kiefer, Hua. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:1-29.

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2018Optimal portfolio choices and the determination of housing rents under housing market uncertainty. (2018). Fan, Gang-Zhi ; Ong, Seow Eng ; Deng, Xiaoying ; Pu, Ming. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:200-217.

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2018Credit conditions and the housing price ratio: Evidence from Ireland’s boom and bust. (2018). Lyons, Ronan C. In: Journal of Housing Economics. RePEc:eee:jhouse:v:42:y:2018:i:c:p:84-96.

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2018Do European banks with a covered bond program issue asset-backed securities for funding?. (2018). Lugo, Stefano ; Kool, Clemens ; Boesel, Nils . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:76-87.

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2017Recourse and residential mortgages: The case of Nevada. (2017). Oswald, Florian ; Li, Wenli. In: Journal of Urban Economics. RePEc:eee:juecon:v:101:y:2017:i:c:p:1-13.

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2017Meet the “born efficient” financial institutions: Evidence from the boom years of US REITs. (2017). Işık, İhsan ; Isik, Ihsan ; Topuz, John C. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:70-99.

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2018Housing investment, default risk, and expectations: Focusing on the chonsei market in Korea. (2018). Moon, Byunggeor. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:71:y:2018:i:c:p:80-90.

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2018Spillover effects in home mortgage defaults: Identifying the power neighbor. (2018). Chomsisengphet, Souphala ; Liu, Xiaodong ; Kiefer, Hua. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:73:y:2018:i:c:p:68-82.

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2019Disentangling the impact of securitization on bank profitability. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Abouarab, Rabab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:519-537.

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2019Bank liquidity management through the issuance of bonds in the aftermath of the global financial crisis. (2019). Markmann, Holger ; Falkenbach, Heidi ; Milcheva, Stanimira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:32-47.

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2017The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities. (2017). Gerardi, Kristopher ; Frame, W ; Adelino, Manuel. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-04.

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2017Agency Conflicts in Residential Mortgage Securitization: What Does the Empirical Literature Tell Us?. (2017). Frame, W. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-01.

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2017Fracking and Mortgage Default. (2017). Gerardi, Kristopher ; Cunningham, Christopher ; Shen, Yannan . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-04.

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2018Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom. (2018). Gerardi, Kristopher ; Frame, W ; Liu, Haoyang ; Conklin, James. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-10.

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2017Student Loan Relief Programs: Implications for Borrowers and the Federal Government. (2017). Edmiston, Kelly ; Di, Wenhua. In: Research Working Paper. RePEc:fip:fedkrw:rwp17-02.

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2018Introduction to Special Issue: The Appropriate Role of Government in U.S. Mortgage Markets. (2018). Tracy, Joseph ; Frame, W. In: Economic Policy Review. RePEc:fip:fednep:00051.

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2017REGIME SHIFT AND THE POST-CRISIS WORLD OF MORTGAGE LOSS SEVERITIES. (2017). An, Xudong ; Cordell, Lawrence R. In: Working Papers. RePEc:fip:fedpwp:17-8.

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2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence. (2019). Liow, Kim Hiang ; Huang, Yuting ; Zhou, Xiaoxia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:16-:d:199346.

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2019A Methodology for Determining the Profitability Index of Real Estate Initiatives Involving Public–Private Partnerships. A Case Study: The Integrated Intervention Programs in Rome. (2019). Campo, Orazio ; Battisti, Fabrizio. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1371-:d:211234.

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2017Analysis of the Dynamic Relationship between Fluctuations in the Korean Housing Market and the Occurrence of Unsold New Housing Stocks. (2017). Lee, Younghoon ; Kim, Jaejun. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:1:p:107-:d:87697.

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2017Sustainable Governance in Northeast Asia: Challenges for the Sustainable Frontier. (2017). Choi, Yongrok. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:191-:d:89005.

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2018Mortgage Experiences of Rural Borrowers in the United States: Insights from the National Survey of Mortgage Originations. (2018). Patrabansh, Saty ; Dey, Jaya ; Mota, Nuno ; Critchfield, Tim. In: NMDB Staff Working Papers. RePEc:hfa:nmdbwp:18-01.

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2018Foreclosure Spillovers within Broad Neighborhoods. (2018). Huang, Weiran ; Ross, Stephen L ; Nelson, Ashlyn. In: Working Papers. RePEc:hka:wpaper:2018-096.

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2017The Impact of the Global Financial Crisis on the Co-Integration Relationship between Reit and Stock Markets: A Dynamic Co-Integration Approach. (2017). Yuksel, Aydin S ; Ozturk, Hakki ; Erol, Umit . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:7:p:86-98.

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2017Did Increased Large Bank Concentration of US Mortgage Loan Originations Explain Rising Originator Profits?. (2017). Guirguis, Hany ; Mueller, Andrew G ; Harris, Joshua . In: International Real Estate Review. RePEc:ire:issued:v:20:n:03:2017:p:325-348.

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2017Do Economies of Scale Exist? : Evidence from Korean REITs. (2017). , ChanghaJin ; Kim, Kwanyoung ; Jin, Changha . In: International Real Estate Review. RePEc:ire:issued:v:20:n:03:2017:p:349-374.

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2017Industrial Real Estate Market Dynamics in Singapore: A VAR Approach. (2017). Ho, Kim Hin ; David, Kim Hin ; Rengarajan, Satyanarain . In: International Real Estate Review. RePEc:ire:issued:v:20:n:04:2017:p:417-450.

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2018Evaluation of Australian REIT Performance and the Impact of Interest Rates and Leverage. (2018). Wong, Woon Weng ; Reddy, Wejendra. In: International Real Estate Review. RePEc:ire:issued:v:21:n:01:2018:p:41-70.

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2018The Geography of REIT Investment in Audit Services. (2018). Lu-Andrews, Ran ; Yu-Thompson, Yin . In: International Real Estate Review. RePEc:ire:issued:v:21:n:02:2018:p:169-226.

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2019Housing Rent Dynamics and Rent Regulation in St. Petersburg (1880-1917). (2019). Sofie, Waltl ; Leonid, Limonov ; Konstantin, KHOLODILIN. In: LISER Working Paper Series. RePEc:irs:cepswp:2019-03.

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2017Foreclosure Delay and Consumer Credit Performance. (2017). Jagtiani, Julapa ; Lang, William W ; Calem, Paul S. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:52:y:2017:i:3:d:10.1007_s10693-016-0257-y.

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2018Unintended Consequences of Risk Based Pricing: Racial Differences in Mortgage Costs. (2018). Daniels, Kenneth ; Smith, Brent C. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:3:d:10.1007_s10693-017-0274-5.

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2017Tenant Quality and REIT Liquidity Management. (2017). Lu-Andrews, Ran. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9575-y.

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2017Information Asymmetry and Organizational Structure: Evidence from REITs. (2017). Deng, Yongheng ; Srinivasan, Anand ; Hu, Maggie. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:1:d:10.1007_s11146-016-9550-7.

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2017A Relook into the Impact of Divestitures in the Presence of Agency Conflicts: Evidence from Property Subsidiary Sell-Offs in China. (2017). Ooi, Joseph ; Chow, Yuen Leng ; Xu, Ruoran . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:3:d:10.1007_s11146-016-9584-x.

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2017REITs, Growth Options and Beta. (2017). Tirtiroglu, Dogan ; Wee, Tan Cheng ; Ha, Thu . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:3:d:10.1007_s11146-016-9590-z.

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2017Under the Lender’s Looking Glass. (2017). Letdin, Mariya . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9561-4.

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2018“Cure” Effects and Mortgage Default: A Split Population Survival Time Model. (2018). Liu, BO ; Sing, Tien Foo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9597-0.

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2018Real Earnings Management, Liquidity Risk and REITs SEO Dynamics. (2018). Deng, Xiaoying ; Ong, Seow Eng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:3:d:10.1007_s11146-017-9649-5.

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2018When Bubble Meets Bubble: Contagion in OECD Countries. (2018). Pinchao-Rosero, Andres ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:4:d:10.1007_s11146-017-9605-4.

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2018Good Growth, Bad Growth: How Effective are REITs’ Corporate Watchdogs?. (2018). Ooi, Joseph ; Xu, Ruoran . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-017-9640-1.

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2018Demystifying the Management Structure Puzzle: an Empirical Investigation into the Drivers of REIT Internalization. (2018). Sheng, Kevin Hon ; Yeo, Wee Yong ; Ong, Seow Eng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:3:d:10.1007_s11146-017-9630-3.

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2018What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach. (2018). Huang, Daisy J ; Tse, Chung-Yi ; Ka, Charles . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:3:d:10.1007_s11146-017-9647-7.

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2018Testing the Dividend Discount Model in Housing Markets: the Role of Risk. (2018). Bao, GE ; Feng, Guoliang. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:4:d:10.1007_s11146-017-9626-z.

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2019Impact of Foreclosure Laws on Mortgage Loan Supply and Performance. (2019). Zhao, Daxuan ; Sing, Tien Foo ; Wang, Yonglin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9641-0.

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2019REIT Operational Efficiency: Performance, Risk, and Return. (2019). Hardin, William G ; Feng, Zifeng ; Beracha, Eli. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:3:d:10.1007_s11146-018-9655-2.

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2019Borrower Risk and Housing Price Appreciation. (2019). Hayunga, Darren K ; Zhu, Shuang ; Pace, Kelley R. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:4:d:10.1007_s11146-018-9669-9.

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2019The Importance of Originator-Servicer Affiliation in Loan Renegotiation. (2019). Dlima, Walter ; Le, Thao ; Diop, Moussa ; Conklin, James N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:1:d:10.1007_s11146-018-9671-2.

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2018The Size of the Rental Market and Housing Market Fluctuations. (2018). Rubaszek, Michał ; Czerniak, Adam. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-017-9452-1.

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2017Does ICT adoption improve access to credit for small enterprises?. (2017). Vezzulli, Andrea ; Rotondi, Zeno ; Frazzoni, Serena ; Pellegrina, Lucia Dalla. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:3:d:10.1007_s11187-016-9794-x.

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2017The grounded city: from competitivity to the foundational economy. (2017). Engelen, Ewald ; Williams, Karel ; Salento, Angelo ; Johal, Sukhdev ; Froud, Julie. In: Cambridge Journal of Regions, Economy and Society. RePEc:oup:cjrecs:v:10:y:2017:i:3:p:407-423..

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2017Securitisation and Business Cycle: An Agent-Based Perspective. (2017). Teglio, Andrea ; Raberto, Marco ; Mazzocchetti, Andrea ; Cincotti, Silvano. In: MPRA Paper. RePEc:pra:mprapa:76760.

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2017What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach. (2017). Tse, Chung-Yi ; Leung, Charles ; Huang, Daisy J ; Ka, Charles . In: MPRA Paper. RePEc:pra:mprapa:76864.

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2017Why Do Firms Sell Out? Separating Targets’ Motives from Bidders’ Selection of Targets in M&A. (2017). Zha Giedt, Jenny. In: MPRA Paper. RePEc:pra:mprapa:81014.

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2017Got Hurt for What You Paid? Revisiting Government Subsidy in the U.S. Mortgage Market. (2017). Zhao, Yunhui. In: MPRA Paper. RePEc:pra:mprapa:81083.

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2017Mortgage Supply and Housing Rents. (2017). Gete, Pedro ; Reher, Michael . In: MPRA Paper. RePEc:pra:mprapa:82856.

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2018Is there convergence between the BRICS and International REIT Markets?. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis ; coskun, yener ; Akinsomi, Omokolade. In: MPRA Paper. RePEc:pra:mprapa:88756.

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2018Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States. (2018). Ji, Qiang ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bekun, Festus Victor. In: Working Papers. RePEc:pre:wpaper:201850.

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2017The Housing Crisis and the Rise in Student Loans. (2017). Mondragon, John ; Amromin, Gene ; Eberly, Janice. In: 2017 Meeting Papers. RePEc:red:sed017:369.

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More than 100 citations found, this list is not complete...

Works by Brent W. Ambrose:


YearTitleTypeCited
1998Valuing Upward-Only Adjusting Leases In: ERES.
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2009Secured Debt and Corporate Performance: Evidence from REITs In: ERES.
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paper0
2015The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties In: ERES.
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paper1
2018The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties.(2018) In: The Journal of Real Estate Finance and Economics.
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This paper has another version. Agregated cites: 1
article
2016Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market In: Journal of Finance.
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article4
1992The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency In: Real Estate Economics.
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article45
1996Credit Restrictions and the Market for Commercial Real Estate Loans In: Real Estate Economics.
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article2
1998Modeling the Conditional Probability of Foreclosure in the Context of Single-Family Mortgage Default Resolutions In: Real Estate Economics.
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article49
2001Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence In: Real Estate Economics.
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article18
2003Modeling the Korean Chonsei Lease Contract In: Real Estate Economics.
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article15
2004The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis In: Real Estate Economics.
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article46
2005Real Estate and Economies of Scale: The Case of REITs In: Real Estate Economics.
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article17
2005A Note on Hybrid Mortgages In: Real Estate Economics.
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article19
2007Comovement After Joining an Index: Spillovers of Nonfundamental Effects In: Real Estate Economics.
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article21
2008Credit Availability and the Structure of the Homebuilding Industry In: Real Estate Economics.
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article6
2009REIT Capital Budgeting and Equity Marginal q In: Real Estate Economics.
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article0
2012Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default? In: Real Estate Economics.
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article17
2012The Adjustable Balance Mortgage: Reducing the Value of the Put In: Real Estate Economics.
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article6
2014Mortgage Brokers, Origination Fees, Price Transparency and Competition In: Real Estate Economics.
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article3
2015Introduction to the Special Issue In: Real Estate Economics.
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article1
2015The Subprime Virus In: Real Estate Economics.
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article2
2016Servicers and Mortgage-Backed Securities Default: Theory and Evidence In: Real Estate Economics.
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article0
2017Product Market Competition and Corporate Real Estate Investment under Demand Uncertainty In: Real Estate Economics.
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article0
1992The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood In: Journal of Financial and Quantitative Analysis.
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article92
2011The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence In: Journal of Financial and Quantitative Analysis.
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article7
2006An empirical analysis of home equity loan and line performance In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article15
2016Joint liability lending and credit risk: Evidence from the home equity market In: Journal of Housing Economics.
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article0
1998Risks and Incentives in Underserved Mortgage Markets In: Journal of Housing Economics.
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article2
1996Risks and Incentives in Underserved Mortgage Markets.(1996) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 2
paper
2018Reassessing Taylor rules using improved housing rent data In: Journal of Macroeconomics.
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article0
2002Credit Rationing in the U.S. Mortgage Market: Evidence from Variation in FHA Market Shares In: Journal of Urban Economics.
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article15
2014Spillover effects of subprime mortgage originations: The effects of single-family mortgage credit expansion on the multifamily rental market In: Journal of Urban Economics.
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article2
2000Local economic risk factors and the primary and secondary mortgage markets In: Regional Science and Urban Economics.
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article11
2004Have the GSE affordable housing goals increased the supply of mortgage credit? In: Regional Science and Urban Economics.
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article35
2005GSE impact on rural mortgage markets In: Regional Science and Urban Economics.
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article5
2018The effect of advertising on home equity credit choices In: Chapters.
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chapter0
2002GSE debt and the decline in the Treasury debt market In: Proceedings.
[Citation analysis]
article6
2008Determinants of automobile loan default and prepayment In: Economic Perspectives.
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article2
2008Does it pay to read your junk mail? evidence of the effect of advertising on home equity credit choices In: Working Paper Series.
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paper0
2018Pricing government credit: a new method for determining government credit risk exposure In: Economic Policy Review.
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article1
2015The impact of student loan debt on small business formation In: Working Papers.
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paper2
1992Does an Industry Effect Exist for Leveraged Buyouts? In: Financial Management.
[Citation analysis]
article7
2017Inflation Rates Are Very Different When Housing Rents Are Accurately Measured In: HIT-REFINED Working Paper Series.
[Full Text][Citation analysis]
paper0
2001Reit Organizational Structure and Operating Characteristics In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article35
2010Stock Market Information and REIT Earnings Management In: Journal of Real Estate Research.
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article3
1990An Analysis of the Factors Affecting Light Industrial Property Valuation In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article13
1993Factors Influencing Capitalization Rates In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article21
1993Rural Industrial Location: The Impact of Firm Size In: Journal of Real Estate Research.
[Full Text][Citation analysis]
article0
2005Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization? In: Journal of Financial Services Research.
[Full Text][Citation analysis]
article82
1995Pricing Effects in Fannie Mae Agency Bonds. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article0
1996Cost-Benefit Analysis of Single-Family Foreclosure Alternatives. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article33
2000REIT Economies of Scale: Fact or Fiction? In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article9
1998REIT Economies of Scale: Fact or Fiction?.(1998) In: Zell/Lurie Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
2000The Hazard Rates of First and Second Defaults. In: The Journal of Real Estate Finance and Economics.
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article25
The Hazard Rates of First and Second Default.() In: Zell/Lurie Center Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2000Embedded Options in the Mortgage Contract. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article20
1998Embedded Options in the Mortgage Contract.(1998) In: Zell/Lurie Center Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 20
paper
2001Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article23
2001A New Spin on the Jumbo/Conforming Loan Rate Differential. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article13
2002Pricing Upward-Only Adjusting Leases. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article10
2000Pricing Upward-Only Adjusting Leases.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2002Measuring Potential GSE Funding Advantages. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article28
2003Bank and Nonbank Lenders and the Commercial Mortgage Market. In: The Journal of Real Estate Finance and Economics.
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article3
2003Commercial Mortgage-Backed Securities: Prepayment and Default. In: The Journal of Real Estate Finance and Economics.
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article37
2004Legal Restrictions in Personal Loan Markets In: The Journal of Real Estate Finance and Economics.
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article6
2005Forced Development and Urban Land Prices In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article2
2008Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article5
1990Corporate Real Estates Impact on the Takeover Market. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article11
2016Real Estate Risk and Hedge Fund Returns In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article0
1993Spatial Variation of Nonmetropolitan Industrial Location. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article2
1997Pricing Mortgage Default and Foreclosure Delay. In: Journal of Money, Credit and Banking.
[Citation analysis]
article58
2002GSE Debt and the Decline in the Treasury Market. In: Journal of Money, Credit and Banking.
[Citation analysis]
article1
2006Credit Lines and Credit Utilization In: Journal of Money, Credit and Banking.
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article30
2011The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market In: Journal of Money, Credit and Banking.
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article9
2013House Prices and Fundamentals: 355 Years of Evidence In: Journal of Money, Credit and Banking.
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article49
2019Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt In: Review of Finance.
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article0
2015The Repeat Rent Index In: The Review of Economics and Statistics.
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article12
Old REITs and New REITs In: Zell/Lurie Center Working Papers.
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paper0
Mixed Income Housing Initiatives in Public Housing In: Zell/Lurie Center Working Papers.
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paper0
Mixing Income Groups In Public Housing In: Zell/Lurie Center Working Papers.
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paper0
Economies Of Scale In: Zell/Lurie Center Working Papers.
[Full Text][Citation analysis]
paper2

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