patric h. hendershott : Citation Profile


Are you patric h. hendershott?

DePaul University

25

H index

57

i10 index

2138

Citations

RESEARCH PRODUCTION:

108

Articles

123

Papers

2

Books

9

Chapters

RESEARCH ACTIVITY:

   56 years (1966 - 2022). See details.
   Cites by year: 38
   Journals where patric h. hendershott has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 81 (3.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe429
   Updated: 2024-01-16    RAS profile: 2023-05-08    
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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 patric h. hendershott.

Is cited by:

Hoesli, Martin (32)

Haurin, Donald (32)

Deng, Yongheng (31)

Ortalo-Magne, Francois (18)

Green, Richard (18)

Ling, David (18)

Leung, Charles (18)

Bourassa, Steven (15)

Rady, Sven (14)

Stevenson, Simon (13)

Oikarinen, Elias (13)

Cites to:

Shiller, Robert (24)

Summers, Lawrence (20)

Ling, David (20)

Capozza, Dennis (16)

Peek, Joe (15)

Slemrod, Joel (15)

Rosen, Harvey (14)

Haurin, Donald (13)

merton, robert (12)

Auerbach, Alan (10)

Poterba, James (9)

Main data


Where patric h. hendershott has published?


Journals with more than one article published# docs
Real Estate Economics28
Journal of Finance15
The Journal of Real Estate Finance and Economics11
Journal of Money, Credit and Banking7
Journal of Real Estate Research4
Regional Science and Urban Economics4
Public Finance Review4
Journal of Urban Economics4
National Tax Journal3
Journal of Banking & Finance3
Journal of Property Research3
Conference Series ; [Proceedings]2
Journal of Housing Economics2
Australian Economic Review2
Urban Studies2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc86
ERES / European Real Estate Society (ERES)16
Real Estate & Planning Working Papers / Henley Business School, University of Reading2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing patric h. hendershott (2024 and 2023)


YearTitle of citing document
2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Housing affordability: a new data set. (2023). Igan, Deniz ; Biljanovska, Nina ; Fu, Chenxu. In: BIS Working Papers. RePEc:bis:biswps:1149.

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2023How fiscal policy affects housing market dynamics: Evidence from Spain. (2023). Kucel, Aleksander ; Raya, Josep Maria. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:323-347.

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2023Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266.

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2023House Prices, Monetary Policy and Commodities: Evidence from Australia. (2023). Read, Alistair ; Graham, James. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:324:p:1-31.

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2023Selection Bias in Housing Price Indexes: The Characteristics Repeat Sales Approach*. (2023). Melser, Daniel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:623-637.

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2023Conflicts of interest and agent heterogeneity in buyer brokerage. (2023). Zhou, Tingyu ; Wu, Yanting ; Kryzanowski, Lawrence. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:1:p:130-169.

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2023The burgeoning role of iBuyers in the housing market. (2023). Yang, Liuming ; Seiler, Michael J. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:3:p:721-753.

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2023Global house prices since 1950. (2023). Sustek, Roman ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2307.

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2023Is Property an Insurance or an Additional Burden? Financial Stress Among Homeowners in Europe. (2023). Broschinski, Sven ; Heidenreich, Martin. In: Social Inclusion. RePEc:cog:socinc:v:11:y:2023:i:1:p:163-175.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364.

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2023Mortgage credit and house prices: The housing market equilibrium revisited. (2023). Boelhouwer, Peter ; de Haan, Jan ; van der Drift, Rosa. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200373x.

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2023Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980.

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2023Housing prices and macroprudential policies: Evidence from microdata. (2023). Singh, Bhupal. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s093936252200070x.

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2023Another application of call options: Explaining the divergence between the housing market and the rental market. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Lee, Hung-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300034x.

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2023Cost of credit, mortgage demand and house prices. (2023). Yilmaz, Fatih ; Akgunduz, Yusuf Emre ; Hacihasanolu, Yavuz Selim ; Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001589.

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2023Are environmental punishments good news or bad news? Evidence from China. (2023). Zhu, Xiao ; Kuang, Weida ; Ding, Yanhao ; Agarwal, Sumit. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:120:y:2023:i:c:s0095069623000657.

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2023The geography of US homeownership tax expenditures. (2023). Dawkins, Casey J. In: Journal of Housing Economics. RePEc:eee:jhouse:v:59:y:2023:i:pa:s1051137722000602.

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2023Dynamic integration and transmission channels among interest rates and oil price shocks. (2023). Dagher, Leila ; Abid, Ilyes ; Guesmi, Khaled ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:296-317.

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2023Shantytown Redevelopment and Housing Prices: Empirical Evidence from Chinese Cities. (2023). Liu, Caixia. In: Land. RePEc:gam:jlands:v:12:y:2023:i:4:p:823-:d:1115682.

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2023ESG, Taxes, and Profitability of Insurers. (2023). Bressan, Silvia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13937-:d:1243501.

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2023Heterogeneous Impacts of Policy Sentiment with Different Themes on Real Estate Market: Evidence from China. (2023). Liu, Shuqin ; Lv, Benfu ; Ma, Diandian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1690-:d:1037103.

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2023Is There Still a Day-of-the-Week Effect in the Real Estate Sector?. (2023). Grebe, Leonard ; Reis, Julius Marcus ; Hennig, Kerstin ; Schiereck, Dirk. In: Oblik i finansi. RePEc:iaf:journl:y:2023:i:3:p:84-97.

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2023Asymmetric Dynamics of Rent and Vacancy Rates in the Tokyo Office Market. (2023). Imazeki, Toyokazu ; Tsutsumi, Morito ; Matsuo, Kazushi. In: International Real Estate Review. RePEc:ire:issued:v:26:n:01:2023:p:1-41.

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2023Older Adults’ Relationship Trajectories and Estate Planning. (2023). Carr, Deborah ; Choi, Shinae L. In: Journal of Family and Economic Issues. RePEc:kap:jfamec:v:44:y:2023:i:2:d:10.1007_s10834-022-09839-y.

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2023Why Disclose Less Information? Toward Resolving a Disclosure Puzzle in the Housing Market. (2023). Wentland, Scott A ; Waller, Bennie D ; Contat, Justin C ; Bian, Xun. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09824-6.

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2023Information Frictions in Real Estate Markets: Recent Evidence and Issues. (2023). Zhou, Tingyu ; Broxterman, Daniel. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-022-09918-9.

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2023Medical Service Quality and Office Rent Premiums: Reputation Spillovers. (2023). Smith, Brent C ; Goodman, Allen C. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:3:d:10.1007_s11146-021-09855-z.

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2023Price Dynamics in Public and Private Commercial Real Estate Markets. (2023). Yavas, Abdullah ; Fan, Ying. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09773-6.

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2023Revisiting the Autocorrelation of Real Estate Returns. (2023). Wong, Siu Kei ; Deng, Kuang Kuang. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:2:d:10.1007_s11146-021-09830-8.

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2023Co-Listing Strategies: Better Transaction Outcomes?. (2023). Rutherford, Ronald C ; Benefield, Justin D ; Allen, Marcus T. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:3:d:10.1007_s11146-021-09858-w.

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2023Common risk factors and risk–return trade-off for REITs and treasuries. (2023). Tewari, Manish ; ben Bouheni, Faten. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00309-0.

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2023The accuracy of homeowners’ valuations in the twenty-first century. (2023). Damen, Sven ; Dreesen, Stijn. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02326-1.

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2023Valuing options to renew at future market value: the case of commercial property leases. (2023). Pretorius, Frederik ; Shen, Jianfu ; Wang, Jenny Jing. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00479-1.

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2023COVID-19 and housing prices: evidence from U.S. county-level data. (2023). YILMAZKUDAY, HAKAN. In: Review of Regional Research: Jahrbuch für Regionalwissenschaft. RePEc:spr:jahrfr:v:43:y:2023:i:2:d:10.1007_s10037-023-00187-4.

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Works by patric h. hendershott:


YearTitleTypeCited
1981The Decline in Aggregate Share Values: Taxation, Valuation Errors, Risk and Profitability. In: American Economic Review.
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article10
1978Regulation and Reform of the Housing Finance System In: Books.
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book0
1994Rental adjustment and valuation of real estate in overbuilt markets: fundamental versus reported office market values in Sydney, Australia In: ERES.
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paper7
1995Loan-to-Value Ratios in Sweden - The Impact of Financial Deregulation In: ERES.
[Full Text][Citation analysis]
paper0
1995Loan-to-Value Ratios in Sweden: The Impact of Financial Deregulation..(1995) In: Uppsala - Working Paper Series.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1996House Prices Down Under In: ERES.
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paper0
1996Taxes and House Prices In: ERES.
[Full Text][Citation analysis]
paper5
2000EXPLAINING COMMERCIAL RENTS USING AN ERROR CORRECTION MODEL WITH PANEL DATA In: ERES.
[Full Text][Citation analysis]
paper1
2001Estimation of the Rental Adjustment Process In: ERES.
[Full Text][Citation analysis]
paper30
2002Estimation of the Rental Adjustment Process.(2002) In: Real Estate Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
2002The Determinants of House Price Dynamics In: ERES.
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paper98
2002Modelling Real Esate Capitalisation Rates Using an Error Correction Model In: ERES.
[Full Text][Citation analysis]
paper1
2002Estimating the Price Elasticity of Demand in the UK: Incorporating the Impact of Mortgage Interest Tax Relief and Credit Rationing Sample Selection Effects In: ERES.
[Full Text][Citation analysis]
paper0
2003Modelling UK Office and Retail Capitalisation Rates: Evidence of Investor Rationality In: ERES.
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paper0
2004Fractional Logit Estimation of the LTV Decision In: ERES.
[Full Text][Citation analysis]
paper0
2005Adjustment in Property Space Markets: Estimates from the Stockholm Office Market In: ERES.
[Full Text][Citation analysis]
paper1
2005Adjustment in Property Space Markets: Estimates from the Stockholm Office Market.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2008ANOTHER LOOK AT THE LONDON OFFICE MARKET In: ERES.
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paper0
2012Modelling office market dynamics: panel estimation and comparison of US metropolitan areas In: ERES.
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paper0
2018Regulation, Tax, and Interest Rate Implications for Commercial Real Estate Valuations: Lessons from the Past Half Century In: ERES.
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paper0
2019Temporal and Spatial Variations in the Dynamics of US Metropolitan Office Markets In: ERES.
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paper0
1992Over Investment in Australian Housing : Implications for Tax Policy. In: CEPR Discussion Papers.
[Citation analysis]
paper1
1989Household Saving in the United States: Measurement and Behavior. In: Journal of Business & Economic Statistics.
[Citation analysis]
article3
1980Real User Costs and the Demand for Single-Family Housing In: Brookings Papers on Economic Activity.
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article26
1994Independent Living and Home Ownership: An Analysis of Australian Youth In: Australian Economic Review.
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article17
1993Independent Living and Homeownership: An Analysis of Australian Youth.(1993) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 17
paper
1995Australian Capital City Real House Prices, 1979–1993 In: Australian Economic Review.
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article25
1992CAUSES AND CONSEQUENCES OF THE 1980s COMMERCIAL CONSTRUCTION BOOM In: Journal of Applied Corporate Finance.
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article8
1967THE STRUCTURE OF INTERNATIONAL INTEREST RATES: THE U.S. TREASURY BILL RATE AND THE EURODOLLAR DEPOSIT RATE In: Journal of Finance.
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article27
1968RECENT DEVELOPMENT OF THE FINANCIAL SECTOR OF ECONOMETRIC MODELS In: Journal of Finance.
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article2
1970Free Reserves, Interest Rates, and Deposits: A Synthesis. In: Journal of Finance.
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article2
1971The Full-Employment Interest Rate and the Neutralized Money Stock: Comment. In: Journal of Finance.
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article0
1971Financial Disintermediation in a Macroeconomic Framework. In: Journal of Finance.
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article1
1973Expected Inflation Implied by Capital Market Rates. In: Journal of Finance.
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article3
1973Financial Disintermediation in a Macroeconomic Framework: Reply. In: Journal of Finance.
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article0
1975Recognizing the Impact of Inflation: Discussion. In: Journal of Finance.
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article0
1975The Financial Behavior of Households: Some Empirical Estimates. In: Journal of Finance.
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article1
1976A Tax Cut in a Multiple Security Model: Crowding Out, Pulling In and the Term Structure of Interest Rates. In: Journal of Finance.
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article1
1976Policy and Statistical Exogeneity: Reply. In: Journal of Finance.
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article0
1978The Impact of Taxes, Risk and Relative Security Supplies on Interest Rate Differentials. In: Journal of Finance.
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article15
1980 The Demand for Tax-Exempt Securities by Financial Institutions. In: Journal of Finance.
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article7
1983 The Allocation of Capital between Residential and Nonresidential Uses: Taxes, Inflation and Capital Market Constraints. In: Journal of Finance.
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article15
1981The Allocation of Capital Between Residential and Nonresidential Uses: Taxes, Inflation and Capital Market Constraints.(1981) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 15
paper
1984 Expectations, Surprises and Treasury Bill Rates: 1960-82. In: Journal of Finance.
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article1
1984Expectations, Surprises and Treasury Bill Rates: 1960-82.(1984) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 1
paper
1980INFLATION AND THE GROWTH IN HOME MORTGAGE DEBT, 1964–78 In: Journal of Financial Research.
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article0
1982Taxes and the User Cost of Capital for Owner?Occupied Housing In: Real Estate Economics.
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article40
1982Taxes and the User Cost of Capital for Owner-Occupied Housing.(1982) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 40
paper
1983Measurement of the Spreads Between Yields on Various Mortgage Contracts and Treasury Securities In: Real Estate Economics.
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article5
1984Prospective Changes in Tax Law and the Value of Depreciable Real Estate In: Real Estate Economics.
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article12
1984Prospective Changes in Tax Law and the Value of Depreciable Real Estate.(1984) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 12
paper
1985Pricing Life?of?Loan Rate Caps on Default?Free Adjustable?Rate Mortgages In: Real Estate Economics.
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article9
1985Valuing ARM Rate Caps: Implications of 1970–84 Interest Rate Behavior In: Real Estate Economics.
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article3
1986Mortgage Pricing: What Have We Learned So Far?† In: Real Estate Economics.
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article0
1988Adjustments in the Real Estate Market In: Real Estate Economics.
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article4
1988Housing Inventory Change and the Role of Existing Structures, 1961–1985 In: Real Estate Economics.
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article1
1989Social Returns to Housing and Other Fixed Capital In: Real Estate Economics.
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article2
1990The Relationship between Median and Constant Quality House Prices: Implications for Setting FHA Loan Limits In: Real Estate Economics.
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article17
1990Research on Real Estate Investment In: Real Estate Economics.
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article3
1990Risk and Return on Real Estate: Evidence from Equity REITs In: Real Estate Economics.
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article120
1990Risk and Return on Real Estate: Evidence from Equity REITs.(1990) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 120
paper
1991House Price Indexes: Issues and Results In: Real Estate Economics.
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article35
1991Local House Price Indexes: 1982–1991 In: Real Estate Economics.
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article7
1991Local House Price Indexes: 1982-1991.(1991) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
paper
1993Equity and Nonequity Determinants of FHA Single?Family Mortgage Foreclosures in the 1980s In: Real Estate Economics.
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article7
1993Equity and Nonequity Determinants of FHA Single-Family Mortgage Foreclosures in the 1980s.(1993) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
paper
1995U.S. Office Market Values During the Past Decade: How Distorted Have Appraisals Been? In: Real Estate Economics.
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article13
1992Office Market Values During the Past Decade: How Distorted Have Appraisals Been?.(1992) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 13
paper
1998Selling Time and Selling Price: The Influence of Seller Motivation In: Real Estate Economics.
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article87
1999The Workings of the London Office Market In: Real Estate Economics.
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article43
2002Forecasting Housing Markets: Lessons Learned In: Real Estate Economics.
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article5
2004An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets In: Real Estate Economics.
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article137
2004Introduction In: Real Estate Economics.
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article2
2004Determinants of Cross?Sectional Variation in Discount Rates, Growth Rates and Exit Cap Rates In: Real Estate Economics.
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article4
2003Determinants of Cross-Sectional Variation in Discount Rates, Growth Rates, and Exit Cap Rates.(2003) In: FAME Research Paper Series.
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This paper has nother version. Agregated cites: 4
paper
2008Adjustment in Property Space Markets: Taking Long?Term Leases and Transaction Costs Seriously In: Real Estate Economics.
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article17
2009Evolution of the American Real Estate and Urban Economics Association1 In: Real Estate Economics.
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article0
2022Homeownership and taxes: How the TCJA altered the tax codes treatment of housing In: Real Estate Economics.
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article0
1979The Likely Impact of Increases in Deposit Rate Ceilings on Thrift Earnings and Housing Construction* In: Real Estate Economics.
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article0
1980Residential Mortgage Markets and the Cost of Mortgage Funds In: Real Estate Economics.
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article6
1987Private Saving in the United States: 1950-85 In: Boston College Working Papers in Economics.
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paper7
1987Private Saving in the United States: 1950-85.(1987) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2011Comprehensive model of household tenure choice In: Swiss Finance Institute Research Paper Series.
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paper0
2012Mortgage Interest Deductions and Homeownership: An International Survey In: Swiss Finance Institute Research Paper Series.
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paper1
1977Model simulations of the impact of selective credit policies and financial reforms : The appropriate monetary-policy assumption In: Journal of Banking & Finance.
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article0
1978Dynamics of forecasting financial cycles : Lacy H. Hunt, (JAI Press, Greenwich, Connecticut, 1976) pp. xxiv + 296 In: Journal of Banking & Finance.
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article0
1979Commercial bank asset portfolio behavior in the United States : Evidence of a change in structure In: Journal of Banking & Finance.
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article0
2009Marital history and home ownership: Evidence from Australia In: Journal of Housing Economics.
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article18
1992Changes in the relative incentives to invest in housing: Australia, Sweden, and the United States In: Journal of Housing Economics.
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article5
1981Inflation and extraordinary returns on owner-occupied housing: Some implications for capital allocation and productivity growth In: Journal of Macroeconomics.
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article27
1994Housing Decisions of American Youth In: Journal of Urban Economics.
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article49
1996Rental Adjustment and Valuation in Overbuilt Markets: Evidence from the Sydney Office Market In: Journal of Urban Economics.
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article25
1997Debt Usage and Mortgage Choice: The FHA-Conventional Decision In: Journal of Urban Economics.
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article22
2006The sensitivity of homeowner leverage to the deductibility of home mortgage interest In: Journal of Urban Economics.
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article17
2005The Sensitivity of Homeowner Leverage to the Deductibility of Home Mortgage Interest.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 17
paper
1977The GNP gap : An indicator of monetary policy? In: Journal of Monetary Economics.
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article0
1992Introducing risky housing and endogenous tenure choice into a portfolio-based general equilibrium model In: Journal of Public Economics.
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article15
1989Introducing Risky Housing and Endogenous Tenure Choice into Portfolio- Based General Equilibrium Models.(1989) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 15
paper
1989Integration of mortgage and capital markets and the accumulation of residential capital In: Regional Science and Urban Economics.
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article17
1989Integration of Mortgage and Capital Markets and the Accumulation of Residential Capital.(1989) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 17
paper
1991Are real house prices likely to decline by 47 percent? In: Regional Science and Urban Economics.
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article47
1991Are Real House Prices Likely to Decline by 47 Percent?.(1991) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 47
paper
1996Introduction and overview In: Regional Science and Urban Economics.
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article0
1996Age, housing demand, and real house prices In: Regional Science and Urban Economics.
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article49
1995Age, Housing Demand, and Real House Prices.(1995) In: Wisconsin-Madison CULER working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 49
paper
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