James B. Kau : Citation Profile


Are you James B. Kau?

University of Georgia

14

H index

17

i10 index

744

Citations

RESEARCH PRODUCTION:

47

Articles

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   35 years (1977 - 2012). See details.
   Cites by year: 21
   Journals where James B. Kau has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 6 (0.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka323
   Updated: 2020-10-24    RAS profile: 2012-05-07    
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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 James B. Kau.

Is cited by:

Willen, Paul (21)

Deng, Yongheng (21)

Lo, Andrew (14)

merton, robert (14)

Gerardi, Kristopher (13)

Foote, Christopher (11)

Lin, Che-Chun (11)

Fan, Gang-Zhi (9)

Scholes, Myron (9)

Eichenberger, Reiner (8)

Ahlfeldt, Gabriel (8)

Cites to:

Quigley, John (9)

Muller, Walter (8)

merton, robert (7)

Deng, Yongheng (7)

Van Order, Robert (6)

Jarrow, Robert (5)

Gerardi, Kristopher (5)

Sherlund, Shane (5)

Willen, Paul (5)

Scholes, Myron (4)

Dell'ariccia, Giovanni (4)

Main data


Where James B. Kau has published?


Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics11
Journal of Urban Economics10
Real Estate Economics6
Public Choice2
Regional Science and Urban Economics2
Journal of Housing Economics2
Management Science2

Recent works citing James B. Kau (2020 and 2019)


YearTitle of citing document
2020Mortgage Contracts and Selective Default. (2020). Robertson, Scott ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:2005.03554.

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2020The impact of credit risk mispricing on mortgage lending during the subprime boom. (2020). Kay, Benjamin S ; Kahn, James A. In: BIS Working Papers. RePEc:bis:biswps:875.

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2020Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales. (2020). Choudhry, Taufiq. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:504-529.

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2019Ease Versus Noise: Long-Run Changes in the Value of Transport (Dis)amenities. (2019). Nitsch, Volker ; Ahlfeldt, Gabriel ; Wendland, Nicolai. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1631.

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2019Ease vs. noise: Long-run changes in the value of transport (dis)amenities. (2019). Wendland, Nicolai ; Nitsch, Volker ; Ahlfeldt, Gabriel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13811.

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2020Stock selling during takeovers. (2020). Thanassoulis, John ; Ordóñez Calafí, Guillem ; Ordoez-Calafi, Guillem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919309344.

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2020The impact of monetary policy on M&A outcomes. (2020). Saunders, Anthony ; Barbopoulos, Leonidas G ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919301166.

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2019Valuation of mortgage interest deductibility under uncertainty: An option pricing approach. (2019). Afkhami, Mohamad ; Ghoddusi, Hamed. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:102-122.

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2020Should I default on my mortgage even if I can pay? Experimental evidence. (2020). Barreda-Tarrazona, Iván ; Pavan, Marina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301320.

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2020Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?. (2020). Tang, Xueli ; Ali, Huson Joher ; Wadud, Mokhtarul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303547.

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2019Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty. (2019). Babii, Andrii ; Ghysels, Eric ; Chen, XI. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:47-77.

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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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2020Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients. (2020). Crook, Jonathan ; Calabrese, Raffaella. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:749-761.

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2020Do corporations learn from mispricing? Evidence from takeovers and corporate performance. (2020). Barbopoulos, Leonidas G ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521917300972.

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2020Some nontrivial properties of a formula for compound interest. (2020). Whitmeyer, Mark ; Sonin, Isaac M. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318307189.

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2019Valuation effects of overconfident CEOs on corporate diversification and refocusing decisions. (2019). Koursaros, Demetris ; Doukas, John A ; Andreou, Panayiotis C ; Louca, Christodoulos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:182-204.

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2019Continuous Workout Mortgages: Efficient pricing and systemic implications. (2019). Shackleton, Mark ; Ebrahim, Shahid M ; Wojakowski, Rafal M ; Shiller, Robert J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:244-274.

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2020Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process. (2020). Yang, Wan-Shiou ; Wu, Yang-Che ; Li, Ying ; Gong, Xiaoye. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302648.

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2019Does cross-listing in the US improve investment efficiency? Evidence from UK firms. (2019). Abdallah, Wissam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:215-231.

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2019Does money supply drive housing prices in China?. (2019). Chang, Hsu-Ling ; Tao, Ran ; Wang, Xiao-Qing ; Su, Chi-Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:85-94.

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2019Political connections, corporate governance and M&A performance: Evidence from Chinese family firms. (2019). Yang, Ping ; Huang, Zhen ; Gao, Weiwei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:38-53.

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2020Bibliometric overview of the Technological Forecasting and Social Change journal: Analysis from 1970 to 2018. (2020). Sharma, Anuj ; Das, Mukunda V ; Dhir, Sanjay ; Singh, Shiwangi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:154:y:2020:i:c:s0040162519305220.

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2019Ease versus noise: long-run changes in the value of transport (dis)amenities. (2019). Nitsch, Volker ; Wendland, Nicolai ; Ahlfeldt, Gabriel M. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102824.

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2020Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods. (2020). Slaymaker, Rachel ; O'Toole, Conor. In: Papers. RePEc:esr:wpaper:wp652.

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2019The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom. (2019). Kay, Benjamin S ; Kahn, James A. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-46.

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2020A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes. (2020). Miguelbravo, Jorge ; Chamboko, Richard. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:64-:d:369662.

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2019The Role of Labor Unions in Corporate Transparency: Focusing on the Role of Governance in Auditor Change Process. (2019). Lee, Ho-Young ; Chung, Ju Ryum ; Cho, Eun Jung. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2643-:d:229330.

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2019Justice without romance. The history of the economic analyses of judges behavior -1960-1993. (2019). Ramello, Giovanni ; Melcarne, Alessandro ; Marciano, Alain. In: Post-Print. RePEc:hal:journl:hal-02306821.

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2020Time Preferences, Mortgage Choice and Mortgage Default. (2020). He, Jia ; Deng, Yongheng ; Agarwal, Sumit. In: International Real Estate Review. RePEc:ire:issued:v:23:n:02:2020:p:777-813.

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2019How Big are the Ambiguity-Based Premiums on Mortgage Insurances?. (2019). Chen, Chang-Chih ; Chang, Chia-Chien. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:1:d:10.1007_s11146-016-9569-9.

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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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2019An Unintended Consequence of Mortgage Financing Regulation – a Racial Disparity. (2019). Munneke, Henry J ; Fang, LU ; Kau, James B. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9683-y.

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2019Evaluation of Mortgage Default Characteristics Using Fannie Mae’s Loan Performance Data. (2019). Ahlawat, Samit. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9686-8.

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2019Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach. (2019). Selcuk-Kestel, Sevtap A ; Yilmaz, Bilgi. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9688-6.

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2020Fannie Mae and Freddie Mac: Risk-Taking and the Option to Change Strategy. (2020). Order, Robert ; Thomas, Jason . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:3:d:10.1007_s11146-018-9679-7.

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2020Mortgage Pricing Implications of Prepayment: Separating Pecuniary and Non-pecuniary Prepayment. (2020). Fang, LU. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:3:d:10.1007_s11146-019-09735-7.

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2020Immigrant and Minority Homeownership Experience: Evidence from the 2009 American Housing Survey. (2020). Mundra, Kusum. In: Eastern Economic Journal. RePEc:pal:easeco:v:46:y:2020:i:1:d:10.1057_s41302-019-00153-4.

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2019Credit risk and macroeconomic stress tests in China. (2019). Mo, Maggie ; Arestis, Philip. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:3:d:10.1057_s41261-018-0084-1.

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2020The Determinants of Mortgage Defaults in Australia – Evidence for the Double-trigger Hypothesis. (2020). Bergmann, Michelle. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2020-03.

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2020Redevelopment Option Value for Commercial Real Estate. (2020). van De, Alex. In: Diskussionsschriften. RePEc:rdv:wpaper:credresearchpaper26.

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2019.

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2020Determinants of IPO-firms’ merger appetite. (2020). Bade, Marco . In: Review of Managerial Science. RePEc:spr:rvmgts:v:14:y:2020:i:1:d:10.1007_s11846-018-0291-2.

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2020Pricing Rent for Social Housing Under Uncertainty. (2020). Chen, Chia-Tsong ; Lin, Sheng-Hau. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:10:y:2020:i:4:f:10_4_4.

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2019Ease vs. noise: Long-run changes in the value of transport (dis)amenities. (2019). Nitsch, Volker ; Ahlfeldt, Gabriel M ; Wendland, Nicolai. In: Darmstadt Discussion Papers in Economics. RePEc:zbw:darddp:236.

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James B. Kau is editor of


Journal
The Journal of Real Estate Finance and Economics

Works by James B. Kau:


YearTitleTypeCited
1985Rational Pricing of Adjustable Rate Mortgages In: Real Estate Economics.
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article7
1985Pricing Default Risk in Mortgages In: Real Estate Economics.
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article31
1987Taxes, Points and Rationality in the Mortgage Market In: Real Estate Economics.
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article3
1993Transaction Costs, Suboptimal Termination and Default Probabilities In: Real Estate Economics.
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article33
1994Waiting to Default: The Value of Delay In: Real Estate Economics.
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article30
1998Valuing Prepayment and Default in a Fixed‐Rate Mortgage: A Bivariate Binomial Options Pricing Technique In: Real Estate Economics.
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article15
1982POLITICAL DETERMINANTS OF RATES IN ELECTRIC UTILITIES In: Review of Policy Research.
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article0
1980The Theory of Housing and Interest Rates In: Journal of Financial and Quantitative Analysis.
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article7
2008Do managers listen to the market? In: Journal of Corporate Finance.
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article36
1977Racial discrimination and occupational attainment at the turn of the century In: Explorations in Economic History.
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article0
1987The valuation and securitization of commercial and multifamily mortgages In: Journal of Banking & Finance.
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article14
1992A note on bias resulting from imposing expedient conditions on mortgage valuation models In: Journal of Housing Economics.
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article0
1992The prepayment of fixed-rate mortgages underlying mortgage-backed securities: A switching regimes analysis In: Journal of Housing Economics.
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article0
1981On the theory of interest rates, consumer durables, and the demand for housing In: Journal of Urban Economics.
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article3
1983Technological change and economic growth in housing In: Journal of Urban Economics.
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article1
1983Structural shifts in urban population density gradients: An empirical investigation In: Journal of Urban Economics.
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article3
1984Changes in urban land values: 1836-1970 In: Journal of Urban Economics.
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article1
1991Contributing authors and institutions to the Journal of Urban Economics: 1974-1989 In: Journal of Urban Economics.
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article5
1994Default Probabilities for Mortgages In: Journal of Urban Economics.
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article95
1979Urban land value functions and the price elasticity of demand for housing In: Journal of Urban Economics.
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article29
1979The elasticity of substitution in urban housing production: A VES approach In: Journal of Urban Economics.
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article2
2011Subprime mortgage default In: Journal of Urban Economics.
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article10
1980Urban spatial structure: An analysis with a varying coefficient model In: Journal of Urban Economics.
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article5
1983Inflation, taxes and housing: A theoretical analysis In: Journal of Public Economics.
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article1
1999Patterns of rational default In: Regional Science and Urban Economics.
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article8
1977A random coefficient model to estimate a stochastic density gradient In: Regional Science and Urban Economics.
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article1
1990The Valuation and Analysis of Adjustable Rate Mortgages In: Management Science.
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article14
1995Pricing a Class of American and European Path Dependent Securities In: Management Science.
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article0
1993An Analysis of Financial and Nonfinancial Prepayment of GNMA Securities with a Varying Coefficient Model In: Journal of Real Estate Research.
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article1
1999Catastrophic Default and Credit Risk for Lending Institutions In: Journal of Financial Services Research.
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article8
1995The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment. In: The Journal of Real Estate Finance and Economics.
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article54
2002Frictions, Heterogeneity and Optimality in Mortgage Modeling. In: The Journal of Real Estate Finance and Economics.
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article7
2005The Effect of Mortgage Price and Default Risk on Mortgage Spreads In: The Journal of Real Estate Finance and Economics.
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article8
2006Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models In: The Journal of Real Estate Finance and Economics.
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article6
2009Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) In: The Journal of Real Estate Finance and Economics.
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article8
1990Pricing Commercial Mortgages and Their Mortgage-Backed Securities. In: The Journal of Real Estate Finance and Economics.
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article18
2011An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects In: The Journal of Real Estate Finance and Economics.
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article6
2011Leverage and Mortgage Foreclosures In: The Journal of Real Estate Finance and Economics.
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article1
2011Development Value: A Real Options Approach Using Empirical Data In: The Journal of Real Estate Finance and Economics.
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article7
2012Asymmetric Information in the Subprime Mortgage Market In: The Journal of Real Estate Finance and Economics.
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article2
1993The Timing of Prepayment: A Theoretical Analysis. In: The Journal of Real Estate Finance and Economics.
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article0
2002The Growth of Government: In: Public Choice.
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article9
1993Ideology, Voting, and Shirking. In: Public Choice.
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article19
1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages. In: Journal of Money, Credit and Banking.
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article109
1979Self-Interest, Ideology, and Logrolling in Congressional Voting. In: Journal of Law and Economics.
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article88
1993Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages. In: The Journal of Business.
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article23
1978Voting on Minimum Wages: A Time-Series Analysis. In: Journal of Political Economy.
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article16

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