Most cited documents in this series:

Year	Title	Cited
1998	A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances. RePEc:kap:jrefec:v:17:y:1998:i:1:p:99-121 [Citation Analysis]	157
1998	Analysis of Spatial Autocorrelation in House Prices. RePEc:kap:jrefec:v:17:y:1998:i:1:p:61-85 [Citation Analysis]	53
1997	Consumption and Investment Motives and the Portfolio Choices of Homeowners. RePEc:kap:jrefec:v:15:y:1997:i:2:p:159-80 [Citation Analysis]	45
1997	Spatial Dependence and House Price Index Construction. RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:203-22 [Citation Analysis]	41
1991	Real Estate Development as an Option. RePEc:kap:jrefec:v:4:y:1991:i:2:p:191-208 [Citation Analysis]	41
1992	Estimating Price Trends for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods. RePEc:kap:jrefec:v:5:y:1992:i:4:p:357-74 [Citation Analysis]	39
1993	The Single Family Home in the Investment Portfolio. RePEc:kap:jrefec:v:6:y:1993:i:3:p:201-22 [Citation Analysis]	38
1998	Pricing Residential Amenities: The Value of a View. RePEc:kap:jrefec:v:16:y:1998:i:1:p:55-73 [Citation Analysis]	36
1991	Risk and Return in Real Estate. RePEc:kap:jrefec:v:4:y:1991:i:2:p:175-90 [Citation Analysis]	35
1992	The Predictability of Returns on Equity REITs and Their Co-movement with Other Assets. RePEc:kap:jrefec:v:5:y:1992:i:4:p:401-18 [Citation Analysis]	34
1997	Sample Selection Bias and Repeat-Sales Index Estimates. RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:33-50 [Citation Analysis]	34
2002	Hedging Housing Risk. RePEc:kap:jrefec:v:24:y:2002:i:1-2:p:167-200 [Citation Analysis]	33
2004	Real Estate Versus Financial Wealth in Consumption RePEc:kap:jrefec:v:29:y:2004:i:3:p:341-354 [Citation Analysis]	30
1998	Spatial Statistics and Real Estate. RePEc:kap:jrefec:v:17:y:1998:i:1:p:5-13 [Citation Analysis]	30
1991	Price Formation and the Appraisal Function in Real Estate Markets. RePEc:kap:jrefec:v:4:y:1991:i:2:p:127-46 [Citation Analysis]	29
1999	Why Dont We Know More about Housing Supply? RePEc:kap:jrefec:v:18:y:1999:i:1:p:9-23 [Citation Analysis]	29
2000	Further Evidence on the Integration of REIT, Bond, and Stock Returns. RePEc:kap:jrefec:v:20:y:2000:i:2:p:177-94 [Citation Analysis]	27
1995	Explicit Tests of Contingent Claims Models of Mortgage Default. RePEc:kap:jrefec:v:11:y:1995:i:2:p:99-117 [Citation Analysis]	26
2001	Property-Value Impacts of an Environmental Disamenity: The Case of Landfills. RePEc:kap:jrefec:v:22:y:2001:i:2-3:p:185-202 [Citation Analysis]	25
2001	Valuing Open Space and Land-Use Patterns in Urban Watersheds. RePEc:kap:jrefec:v:22:y:2001:i:2-3:p:221-37 [Citation Analysis]	23
2003	Credit History and the Performance of Prime and Nonprime Mortgages. RePEc:kap:jrefec:v:27:y:2003:i:3:p:279-301 [Citation Analysis]	23
1991	Smoothing in Appraisal-Based Returns. RePEc:kap:jrefec:v:4:y:1991:i:3:p:327-45 [Citation Analysis]	23
1994	Bias in Estimates of Discrimination and Default in Mortgage Lending: The Effects of Simultaneity and Self-Selection. RePEc:kap:jrefec:v:9:y:1994:i:3:p:197-215 [Citation Analysis]	22
1996	The Cultural Affinity Hypothesis and Mortgage Lending Decisions. RePEc:kap:jrefec:v:13:y:1996:i:1:p:57-70 [Citation Analysis]	22
1998	Predicting House Prices Using Multiple Listings Data. RePEc:kap:jrefec:v:17:y:1998:i:1:p:35-59 [Citation Analysis]	21
1995	The Persistence of Real Estate Cycles. RePEc:kap:jrefec:v:10:y:1995:i:2:p:95-119 [Citation Analysis]	21
2002	Measuring Potential GSE Funding Advantages. RePEc:kap:jrefec:v:25:y:2002:i:2-3:p:129-50 [Citation Analysis]	21
2000	Mortgage Default with Asymmetric Information. RePEc:kap:jrefec:v:20:y:2000:i:3:p:251-74 [Citation Analysis]	20
1997	Economic Risk Factors and Commercial Real Estate Returns. RePEc:kap:jrefec:v:14:y:1997:i:3:p:283-307 [Citation Analysis]	20
2001	Estimating the Economic Benefits of Cleaning Up Superfund Sites: The Case of Woburn, Massachusetts. RePEc:kap:jrefec:v:22:y:2001:i:2-3:p:163-84 [Citation Analysis]	19
1997	Using the Spatial Configuration of the Data to Improve Estimation. RePEc:kap:jrefec:v:14:y:1997:i:3:p:333-40 [Citation Analysis]	19
1993	Inter-store Externalities and Space Allocation in Shopping Centers. RePEc:kap:jrefec:v:7:y:1993:i:1:p:5-16 [Citation Analysis]	19
1998	The Dynamic Impact of Macroeconomic Aggregates on Housing Prices and Stock of Houses: A National and Regional Analysis. RePEc:kap:jrefec:v:17:y:1998:i:2:p:179-97 [Citation Analysis]	19
1989	Housing Vacancies, Thin Markets, and Idiosyncratic Tastes. RePEc:kap:jrefec:v:2:y:1989:i:1:p:5-30 [Citation Analysis]	19
1997	The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression and Hybrid Approaches. RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:51-73 [Citation Analysis]	19
1998	Transportation Improvements and Land Values in the Antebellum United States: A Hedonic Approach. RePEc:kap:jrefec:v:16:y:1998:i:2:p:173-89 [Citation Analysis]	19
2004	The Neighborhood Distribution of Subprime Mortgage Lending RePEc:kap:jrefec:v:29:y:2004:i:4:p:393-410 [Citation Analysis]	18
1997	Frequency of Transaction and House Price Modeling. RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:173-87 [Citation Analysis]	18
1994	Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods. RePEc:kap:jrefec:v:9:y:1994:i:2:p:137-64 [Citation Analysis]	18
2003	The Trade-Off Between the Selling Price of Residential Properties and Time-on-the-Market: The Impact of Price Setting. RePEc:kap:jrefec:v:26:y:2003:i:1:p:95-111 [Citation Analysis]	18
2003	Commercial Mortgage-Backed Securities: Prepayment and Default. RePEc:kap:jrefec:v:26:y:2003:i:2-3:p:179-96 [Citation Analysis]	17
2001	The Use of Census Data for Hedonic Price Estimates of Open-Space Amenities and Land Use. RePEc:kap:jrefec:v:22:y:2001:i:2-3:p:239-52 [Citation Analysis]	17
1989	The Impact of the Agencies on Conventional Fixed-Rate Mortgage Yields. RePEc:kap:jrefec:v:2:y:1989:i:2:p:101-15 [Citation Analysis]	17
1992	The Accuracy of Real Estate Indices: Repeat Sale Estimators. RePEc:kap:jrefec:v:5:y:1992:i:1:p:5-53 [Citation Analysis]	17
1994	Race, Redlining, and Residential Mortgage Loan Performance. RePEc:kap:jrefec:v:9:y:1994:i:3:p:263-94 [Citation Analysis]	17
2004	Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices RePEc:kap:jrefec:v:28:y:2004:i:4:p:299-317 [Citation Analysis]	17
1995	The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment. RePEc:kap:jrefec:v:11:y:1995:i:1:p:5-36 [Citation Analysis]	17
1990	The Integration of the Real Estate Market and the Stock Market: Some Preliminary Evidence. RePEc:kap:jrefec:v:3:y:1990:i:3:p:261-82 [Citation Analysis]	17
1999	Home Equity Insurance. RePEc:kap:jrefec:v:19:y:1999:i:1:p:21-47 [Citation Analysis]	16
2004	Subprime Borrowers: Mortgage Transitions and Outcomes RePEc:kap:jrefec:v:29:y:2004:i:4:p:365-392 [Citation Analysis]	16

Citing documents used to compute impact factor 37:

Year	Title	See
2011	Housing Sales in Urban Beijing RePEc:una:unccee:wp1011	[Citation Analysis]
2011	The spatial and temporal diffusion of house prices in the UK RePEc:eee:juecon:v:69:y:2011:i:1:p:2-23	[Citation Analysis]
2011	“Fire Sales” in housing market: is the house-searching process similar to a theme park visit? RePEc:pra:mprapa:29127	[Citation Analysis]
2011	House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data RePEc:pre:wpaper:201116	[Citation Analysis]
2011	¡§Fire Sales¡¨ in Housing Market: Is the House- Search Process Similar to a Theme Park Visit? RePEc:ire:issued:v:14:n:03:2011:p:311-329	[Citation Analysis]
2011	Dynamics of a Protected Housing Market: The Case of Switzerland RePEc:tcd:tcduee:tep1011	[Citation Analysis]
2011	House prices, non-fundamental components and interstate spillovers: The Australian experience RePEc:eee:jbfina:v:35:y:2011:i:3:p:653-669	[Citation Analysis]
2011	Is Sustainability Attractive for Corporate Real Estate Decisions ? RePEc:ebg:essewp:dr-11006	[Citation Analysis]
2011	Is Sustainability Attractive for Corporate Real Estate Decisions ? RePEc:hal:journl:hal-00609149	[Citation Analysis]
2011	Taking the LEED? Analyzing Spatial Variations in Market Penetration Rates of Eco-Labeled Properties RePEc:rdg:repxwp:rep-wp2011-01	[Citation Analysis]
2011	Eco-labeling in commercial office markets: Do LEED and Energy Star offices obtain multiple premiums? RePEc:eee:ecolec:v:70:y:2011:i:6:p:1220-1230	[Citation Analysis]
2011	Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection RePEc:pre:wpaper:201132	[Citation Analysis]
2011	An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899	[Citation Analysis]
2011	Forecasting the US real house price index: Structural and non-structural models with and without fundamentals RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021	[Citation Analysis]
2011	Dynamic modeling of regional house price diffusion in Taiwan RePEc:eee:jhouse:v:20:y:2011:i:4:p:315-332	[Citation Analysis]
2011	Flips, flops and foreclosures: anatomy of a real estate bubble RePEc:eme:jfeppp:v:3:y:2011:i:1:p:49-65	[Citation Analysis]
2011	Fundamental indicators, bubbles in stock returns and investor sentiment RePEc:eee:quaeco:v:51:y:2011:i:1:p:82-87	[Citation Analysis]
2011	Was there a U.S. house price bubble? An econometric analysis using national and regional panel data RePEc:eee:quaeco:v:51:y:2011:i:2:p:189-200	[Citation Analysis]
2011	The Estonian real estate market: a speculative bubble? RePEc:wiw:wiwrsa:ersa10p302	[Citation Analysis]
2011	A binomial model of Geithners toxic asset plan RePEc:eee:jebusi:v:63:y:2011:i:5:p:349-371	[Citation Analysis]
2011	Effects of structural changes on the risk characteristics of REIT returns RePEc:eee:reveco:v:20:y:2011:i:4:p:645-653	[Citation Analysis]
2011	Price Discovery in Real Estate Markets: A Dynamic Analysis RePEc:kap:jrefec:v:42:y:2011:i:1:p:1-29	[Citation Analysis]
2011	Multiple Regimes and Volatility Transmission in Securitized Real Estate Markets RePEc:kap:jrefec:v:42:y:2011:i:3:p:295-328	[Citation Analysis]
2011	Real Estate Portfolio Management : Optimization under Risk Aversion RePEc:ema:worpap:2011-12	[Citation Analysis]
2011	Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios RePEc:hal:journl:hal-00671067	[Citation Analysis]
2011	Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries RePEc:fau:fauart:v:61:y:2011:i:6:p:584-600	[Citation Analysis]
2011	An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899	[Citation Analysis]
2011	The rat race of capital structure research for REITs and REOCs: Two spotlights on leverage RePEc:zbw:zewdip:11077	[Citation Analysis]
2011	Information and Search on the Housing Market: An Agent-based Model RePEc:wiw:wiwrsa:ersa11p1395	[Citation Analysis]
2011	Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach RePEc:mcd:mcddps:2011_12	[Citation Analysis]
2011	Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach RePEc:rim:rimwps:29_11	[Citation Analysis]
2011	Housing price dynamics and convergence in high-tech metropolitan economies RePEc:eee:quaeco:v:51:y:2011:i:3:p:283-291	[Citation Analysis]
2011	The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices RePEc:kap:jrefec:v:42:y:2011:i:4:p:542-565	[Citation Analysis]
2011	REIT Short Sales and Return Predictability RePEc:kap:jrefec:v:42:y:2011:i:4:p:481-503	[Citation Analysis]
2011	Is there a Link Between Foreclosure and Health? RePEc:nbr:nberwo:17310	[Citation Analysis]
2011	The role of neighborhood characteristics in mortgage default risk: evidence from New York City RePEc:pra:mprapa:33941	[Citation Analysis]
2011	The Effect of Sheriff’s Sales on Condominium Sub-Market Property Values RePEc:ags:jrapmc:133148	[Citation Analysis]

Cites in year: CiY