19
H index
38
i10 index
1202
Citations
University of Florida | 19 H index 38 i10 index 1202 Citations RESEARCH PRODUCTION: 72 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David C. Ling. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Real Estate Economics | 31 |
The Journal of Real Estate Finance and Economics | 17 |
Journal of Urban Economics | 4 |
Journal of Real Estate Research | 3 |
National Tax Journal | 3 |
Land Economics | 2 |
Journal of International Money and Finance | 2 |
Journal of Money, Credit and Banking | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 8 |
ERES / European Real Estate Society (ERES) | 6 |
Working Papers / Federal Reserve Bank of Dallas | 2 |
Year | Title of citing document | |
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2022 | Historical monetary and financial statistics for policymakers: towards a unified framework. (2022). Thomas, Ryland ; Qvigstad, Jan F ; Jobst, Clemens ; Flandreau, Marc ; Eitrheim, oyvind ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:127. Full description at Econpapers || Download paper | |
2022 | The Consumption?Stimulating Effect of Public Rental Housing in China. (2022). Teng, Yangchuan ; Cao, Yujin ; Shao, Xiaokuai ; Gong, Liutang ; Chen, Jidong. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:1:p:106-135. Full description at Econpapers || Download paper | |
2023 | The impact of exchange listing on corporate governance: Evidence from direct listings. (2023). Kern, Andrew E ; Yore, Adam S ; Morillon, Thibaut G ; French, Dan W. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:197-234. Full description at Econpapers || Download paper | |
2022 | Time?varying impacts of expectations on housing markets across hot and cold phases. (2022). Huang, Meichi. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:249-265. Full description at Econpapers || Download paper | |
2022 | Overreaction?based momentum in the real estate investment trust market. (2022). Wu, Zhenxing ; Huang, Guanying ; Chen, Tsungyu. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:453-471. Full description at Econpapers || Download paper | |
2022 | Short selling and options trading: A tale of two markets. (2022). Harrison, David M ; Cashman, George D ; Sheng, Hainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:313-338. Full description at Econpapers || Download paper | |
2023 | CDS contract initiations: REIT board monitoring and corporate decision outcomes. (2023). Jain, Pawan ; Baulkaran, Vishaal. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:217-246. Full description at Econpapers || Download paper | |
2023 | Bank deposits and textual sentiment: When an European Central Bank presidents speech is not just a speech. (2023). Anastasiou, Dimitris ; Katsafados, Apostolos. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:1:p:55-87. Full description at Econpapers || Download paper | |
2022 | FEAR Index, city characteristics, and housing returns. (2022). Saydometov, Sergiy ; Sabherwal, Sanjiv ; Aroul, Ramya Rajajagadeesan. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:173-205. Full description at Econpapers || Download paper | |
2022 | Industry Concentration and U.S. REIT Returns. (2022). Hansz, Andrew J ; Zhang, Ying. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:247-267. Full description at Econpapers || Download paper | |
2022 | Employee productivity and REIT performance. (2022). Wu, Zhonghua ; Hardin, William G ; Feng, Zifeng. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:59-88. Full description at Econpapers || Download paper | |
2022 | Location density, systematic risk, and cap rates: Evidence from REITs. (2022). Viswanathan, Ashvin ; Titman, Sheridan ; Steiner, Eva ; Fisher, Gregg. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:2:p:366-400. Full description at Econpapers || Download paper | |
2022 | Does asset location and concentration explain REIT IPO valuation?. (2022). Zheng, Chen ; Marcato, Gianluca ; Ling, David C. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:3:p:672-706. Full description at Econpapers || Download paper | |
2022 | CEOs age and acquisition behaviors of REITs. (2022). , Joseph ; Zhang, Fan. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:4:p:1107-1140. Full description at Econpapers || Download paper | |
2022 | Homeownership and taxes: How the TCJA altered the tax codes treatment of housing. (2022). hendershott, patric ; Ambrose, Brent ; McGill, Gary A ; Ling, David C. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:5:p:1167-1200. Full description at Econpapers || Download paper | |
2022 | Property market liquidity and REIT liquidity. (2022). Zhu, Bing ; Downs, David H. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:6:p:1462-1491. Full description at Econpapers || Download paper | |
2023 | CEO–CFO team optimism: Commercial real estate transactions and REIT performance. (2023). Yonder, Erkan ; Eichholtz, Piet. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:1:p:103-129. Full description at Econpapers || Download paper | |
2023 | Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407. Full description at Econpapers || Download paper | |
2023 | Lenders’ pricing strategy: Do neighborhood risks matter?. (2023). Zhang, QI ; Wang, Yonglin ; He, Jia ; Deng, Yongheng ; Agarwal, Sumit. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:1011-1047. Full description at Econpapers || Download paper | |
2022 | Refinancing Inertia in the Irish Mortgage Market. (2022). Devine, Kenneth. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/22. Full description at Econpapers || Download paper | |
2022 | Housing and Macroeconomics. (2022). Leung, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1197. Full description at Econpapers || Download paper | |
2022 | Government loan guarantees, market liquidity, and lending standards. (2022). Kuncl, Martin ; Ahnert, Toni. In: Working Paper Series. RePEc:ecb:ecbwps:20222710. Full description at Econpapers || Download paper | |
2022 | The effect of teachers concurrent administrative position on students academic outcomes: Evidence and mechanisms. (2022). Zhou, Xianbo ; Sun, Yucheng. In: China Economic Review. RePEc:eee:chieco:v:71:y:2022:i:c:s1043951x2100153x. Full description at Econpapers || Download paper | |
2023 | Option price implied information and REIT returns. (2023). Zhan, Xintong ; Song, Linjia ; Cao, Jie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:13-28. Full description at Econpapers || Download paper | |
2023 | Stranded houses? The price effect of a minimum energy efficiency standard. (2023). Guin, Benjamin ; Gibberd, Alex ; Ferentinos, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000531. Full description at Econpapers || Download paper | |
2022 | Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795. Full description at Econpapers || Download paper | |
2023 | Good growth, bad growth: Market reaction to capital raising for REIT expansion. (2023). Zhang, Wenjing ; Weng, Xiaoyu ; Wang, Zilong ; Mansley, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000157. Full description at Econpapers || Download paper | |
2022 | The relative performance of green REITs: Evidence from financial analysts’ forecasts and abnormal returns. (2022). Desfleurs, Aurelie ; Coen, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002427. Full description at Econpapers || Download paper | |
2023 | Where prices are not lazy: Evidence from REITs and the financial sector. (2023). Wagner, Dominik ; Kolmeder, Severin ; Fromel, Pascal. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007772. Full description at Econpapers || Download paper | |
2023 | Another 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. Full description at Econpapers || Download paper | |
2022 | How new Fed corporate bond programs cushioned the Covid-19 recession. (2022). Duca, John ; Bordo, Michael D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426622000139. Full description at Econpapers || Download paper | |
2022 | Information precision and return co-movements in private commercial real estate markets. (2022). Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000024. Full description at Econpapers || Download paper | |
2022 | Hedonic, residual, and matching methods for residential land valuation. (2022). Hoesli, Martin ; Bourassa, Steven C. In: Journal of Housing Economics. RePEc:eee:jhouse:v:58:y:2022:i:pa:s1051137722000420. Full description at Econpapers || Download paper | |
2023 | How ‘bad’ is renter protection for institutional investment in multifamily housing?. (2023). Milcheva, Stanimira ; McCollum, Meagan. In: Journal of Housing Economics. RePEc:eee:jhouse:v:59:y:2023:i:pa:s1051137722000845. Full description at Econpapers || Download paper | |
2022 | Listed real estate futures trading, market efficiency, and direct real estate linkages: International evidence. (2022). Cho, Hyunbum ; Stevenson, Simon ; Lee, Chyi Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000961. Full description at Econpapers || Download paper | |
2023 | How the new fed municipal bond facility capped municipal-treasury yield spreads in the Covid-19 recession. (2023). Duca, John ; Bordo, Michael D. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:67:y:2023:i:c:s0889158322000545. Full description at Econpapers || Download paper | |
2022 | Household mortgage refinancing decisions are neighbor influenced, especially along racial lines. (2022). Shah, Avni M ; ben McCartney, W. In: Journal of Urban Economics. RePEc:eee:juecon:v:128:y:2022:i:c:s0094119021000917. Full description at Econpapers || Download paper | |
2022 | Property valuation using machine learning algorithms on statistical areas in Greater Sydney, Australia. (2022). Han, Hoon ; Pettit, Christopher ; Shi, Vivien ; Gao, Qishuo. In: Land Use Policy. RePEc:eee:lauspo:v:123:y:2022:i:c:s0264837722004367. Full description at Econpapers || Download paper | |
2022 | Short sales, short risk, and return predictability in Asia-Pacific real estate markets. (2022). Sheng, Hainan ; Harrison, David M ; Cashman, George D. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000701. Full description at Econpapers || Download paper | |
2022 | Informational efficiency and GICS classification: Evidence from REITs. (2022). Liu, Shinhua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:355-362. Full description at Econpapers || Download paper | |
2023 | Firm location quality, founding family firms, and management team expertise. (2023). Hsieh, Yu-Ting ; Tseng, Yijie ; Chen, Tsung-Kang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:177-189. Full description at Econpapers || Download paper | |
2022 | Income decline, financial insecurity, landlord screening and renter mobility. (2022). Dean, Jason ; Steele, Marion . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:95:y:2022:i:c:s0166046222000370. Full description at Econpapers || Download paper | |
2023 | Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788. Full description at Econpapers || Download paper | |
2023 | Hybrid MADM-based study of key risk factors in house-for-pension reverse mortgage lending in Taiwans banking industry. (2023). Chang, Wen-Chang ; Wang, Ying-Wei ; Tsai, Pei-Hsuan. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:86:y:2023:i:c:s0038012122002610. Full description at Econpapers || Download paper | |
2023 | Money Matters: Broad Divisia Money and the Recovery of Nominal GDP from the COVID-19 Recession. (2023). Duca, John ; Bordo, Michael D. In: Working Papers. RePEc:fip:feddwp:96241. Full description at Econpapers || Download paper | |
2022 | Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts. (2022). Liow, Kim Hiang. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:234-:d:824016. Full description at Econpapers || Download paper | |
2022 | An Extended Fama-French Multi-Factor Model in Direct Real Estate Investing. (2022). Cheung, Ka-Shing ; Xiong, Chuyi ; Yiu, Chung-Yim. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:9:p:390-:d:904642. Full description at Econpapers || Download paper | |
2022 | Dynamics between Direct Industrial Real Estate and the Macroeconomy: An Empirical Study of Hong Kong. (2022). Lo, Daniel ; Yau, Yung ; Haran, Martin ; McCord, Michael. In: Land. RePEc:gam:jlands:v:11:y:2022:i:10:p:1675-:d:927733. Full description at Econpapers || Download paper | |
2022 | Housing Sustainability: The Effects of Speculation and Property Taxes on House Prices within and beyond the Jurisdiction. (2022). Weber, Olaf ; Rauf, Muhammad Adil. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:12:p:7496-:d:843066. Full description at Econpapers || Download paper | |
2022 | The Effect of Access to the Public Debt Market on Corporate Financing Decisions: The Case of REITs. (2022). Chau, Kwong Wing ; Shen, Jianfu. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:8008-:d:853216. Full description at Econpapers || Download paper | |
2022 | Architectural Quality and the Housing Market: Values of the Late Twentieth Century Built Heritage. (2022). Barreca, Alice. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:5:p:2565-:d:756538. Full description at Econpapers || Download paper | |
2022 | Understanding Housing Prices Using Geographic Big Data: A Case Study in Shenzhen. (2022). Li, Lefei ; Jia, Zelu ; Jiang, Xufeng ; Zhao, Tianhong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5307-:d:804159. Full description at Econpapers || Download paper | |
2022 | Social Well-Being for a Sustainable Future: The Influence of Trust in Big Business and Banks on Perceptions of Technological Development from a Life Satisfaction Perspective in Latin America. (2022). Bazan-Monasterio, Victor ; Saz-Gil, Isabel ; Gil-Lacruz, Ana ; Lopez-Concepcion, Arelys. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:628-:d:1019729. Full description at Econpapers || Download paper | |
2023 | Case Study-Based Integrated Assessment of Former Waste Disposal Sites Transformed to Green Space in Terms of Ecosystem Services and Land Assets Recovery. (2023). Wdowin, Magdalena ; Fonteina-Kazeka, Maija ; Zahoor, Muhammad ; Burlakovs, Juris ; Gaagai, Aissam ; Vincevica-Gaile, Zane ; Aouissi, Hani Amir ; Kriipsalu, Mait ; Siltumens, Kristaps ; Grinfelde, Inga ; Krievans, Maris ; Rudovica, Vita ; Hanc, Emil. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3256-:d:1064398. Full description at Econpapers || Download 2023 | Research Trends and Directions on Real Estate Investment Trusts’ Performance Risks. (2023). Ayaba, Marie Mangwi ; Okoro, Chioma. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5436-:d:1101729. Full description at Econpapers || Download paper |
2022 | Commercial real estate prices and COVID-19. (2022). Malle, Richard ; Hoesli, Martin. In: Post-Print. RePEc:hal:journl:hal-03611776. Full description at Econpapers || Download paper | |
2022 | Economic Policy Uncertainty and Real Estate Market: Evidence from U.S. REITs. (2022). Prombutr, Wikrom ; Hansz, Andrew J ; Zhang, Ying. In: International Real Estate Review. RePEc:ire:issued:v:25:n:01:2022:p:55-87. Full description at Econpapers || Download paper | |
2023 | Anomalies in U.S. REIT Returns: Evidence for and against the Q-theory. (2023). Zhang, Ying ; Phengpis, Chanwit ; Prombutr, Wikrom. In: International Real Estate Review. RePEc:ire:issued:v:26:n:01:2023:p:43-71. Full description at Econpapers || Download paper | |
2022 | Empirical analysis of the illiquidity premia of German real estate securities. (2022). Walther, Thomas ; Kuster-Simic, Andre ; Paul, Thomas. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:2:d:10.1007_s11408-021-00398-0. Full description at Econpapers || Download paper | |
2022 | Buy-to-Rent Investors and the Market for Single Family Homes. (2022). Schultz, Paul ; Dlima, Walter. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:1:d:10.1007_s11146-020-09790-5. Full description at Econpapers || Download paper | |
2022 | Asymmetric Patterns of Demand-Supply Mismatch in Real Estate. (2022). Nanda, Anupam ; Marcato, Gianluca. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:3:d:10.1007_s11146-020-09812-2. Full description at Econpapers || Download paper | |
2022 | Local Economy, Asset Location and REIT Firm Growth. (2022). Wu, Zhonghua ; Feng, Zifeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:1:d:10.1007_s11146-021-09822-8. Full description at Econpapers || Download paper | |
2022 | Price and Liquidity Dynamics for Single and Multi-Family Homes during Housing Market Shocks. (2022). Livy, Mitchell R ; Irwin, Nicholas B. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:1:d:10.1007_s11146-021-09846-0. Full description at Econpapers || Download paper | |
2022 | Preferences of Institutional Investors in Commercial Real Estate. (2022). Minne, Alex ; Milcheva, Stanimira ; Cvijanovi, Dragana. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:2:d:10.1007_s11146-020-09816-y. Full description at Econpapers || Download paper | |
2022 | Operating Lease as Alternative Financing for REITs: a Viable Strategy or a Sign of Trouble?. (2022). Tsang, Desmond ; Li, HE ; Devos, Erik. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:2:d:10.1007_s11146-021-09820-w. Full description at Econpapers || Download paper | |
2022 | Why Do Buyers Pay Different Prices for Comparable Products? A Structural Approach on the Housing Market. (2022). Seiler, Michael J ; Siebert, Ralph B. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:2:d:10.1007_s11146-021-09841-5. Full description at Econpapers || Download paper | |
2022 | CEO Influence on Funds from Operations (FFO) Adjustment for Real Estate Investment Trusts (REITs). (2022). Wu, Wentao ; Lin, Zhilu ; Feng, Zhilan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:3:d:10.1007_s11146-020-09795-0. Full description at Econpapers || Download paper | |
2022 | How Does Local Economy Affect Commercial Property Performance?. (2022). Feng, Zifeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:3:d:10.1007_s11146-021-09848-y. Full description at Econpapers || Download paper | |
2022 | Cutting Funding for Police Protection: The Consequences for the Size of Newly-Constructed Housing. (2022). Brasington, David M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:4:d:10.1007_s11146-021-09870-0. Full description at Econpapers || Download paper | |
2023 | A Sentiment Index of the Housing Market in China: Text Mining of Narratives on Social Media. (2023). Li, Keyang ; Liu, Hongyu ; Wu, Jing ; Zhu, Enwei. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09900-5. Full description at Econpapers || Download paper | |
2023 | The Cost of Financial Flexibility: Information Opacity, Agency Conflicts and REIT at-the-Market (ATM) Equity Offerings. (2023). Scheick, Benjamin ; Howton, Shelly ; Harrison, David M ; Cashman, George D. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09821-9. Full description at Econpapers || Download paper | |
2023 | Information 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. Full description at Econpapers || Download paper | |
2023 | Tenant Concentration in REITs. (2023). Chacon, Ryan G. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:3:d:10.1007_s11146-021-09829-1. Full description at Econpapers || Download paper | |
2023 | Acquisitions and the Opportunity Set. (2023). Shimizu, Yoshiki ; Kallberg, Jarl G. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09859-9. Full description at Econpapers || Download paper | |
2023 | Fractional Integration and Volatility Transmission Between Real Estate and Stock Markets: Novel Evidence from a FIGARCH-BEKK Approach. (2023). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios ; Kyriakou, Maria I. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09879-5. Full description at Econpapers || Download paper | |
2023 | The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2023). Guidolin, Massimo ; Petrova, Milena T ; Pedio, Manuela. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:1:d:10.1007_s11146-020-09769-2. Full description at Econpapers || Download paper | |
2023 | Price 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. Full description at Econpapers || Download paper | |
2023 | Revisiting 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. Full description at Econpapers || Download paper | |
2023 | ESG Disclosure, REIT Debt Financing and Firm Value. (2023). Wu, Zhonghua ; Feng, Zifeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:3:d:10.1007_s11146-021-09857-x. Full description at Econpapers || Download paper | |
2022 | Ex-ante performance of REIT portfolios. (2022). Tsang, Desmond ; Nguyen, Khoa ; Dutta, Sandip ; Devos, Erik ; Birz, Gene. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:3:d:10.1007_s11156-022-01068-6. Full description at Econpapers || Download paper | |
2022 | Housing and Macroeconomics. (2022). Leung, Charles. In: MPRA Paper. RePEc:pra:mprapa:115500. Full description at Econpapers || Download paper | |
2022 | Real estate price estimation in French cities using geocoding and machine learning. (2022). Nyawa, Serge ; Tchuente, Dieudonne. In: Annals of Operations Research. RePEc:spr:annopr:v:308:y:2022:i:1:d:10.1007_s10479-021-03932-5. Full description at Econpapers || Download paper | |
2022 | Strategic asset allocation and the demand for real estate: international evidence. (2022). Olson, Dennis ; Umar, Zaghum. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02090-8. Full description at Econpapers || Download paper | |
2022 | Contingent convertible lease modeling and credit risk management. (2022). Abid, Fathi ; Triki, Ons. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00393-y. Full description at Econpapers || Download paper | |
2023 | Predicting the returns of the US real estate investment trust market: evidence from the group method of data handling neural network. (2023). Singh, Tarlok ; Roca, Eduardo ; Liew, Alan Wee-Chung ; Zhang, Wendi. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00486-2. Full description at Econpapers || Download paper | |
2023 | Internationale Büroimmobilien-Investoren: Preisprämien aufgrund von Selektionsverzerrungen?. (2023). Schiereck, Dirk ; Jurkovic, Martin. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:9:y:2023:i:1:d:10.1365_s41056-022-00062-2. Full description at Econpapers || Download paper | |
2023 | Underpricing of initial public offerings (IPOs) and the credibility of underwriters’ pricing services. (2023). Obrimah, Oghenovo A. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-022-00415-y. Full description at Econpapers || Download paper | |
2022 | Lessons from the US and German Reit Markets for Drafting a Polish Reit Act. (2022). Bernhard, Funk ; Krzysztof, Kowalke. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:30:y:2022:i:1:p:1-12:n:3. Full description at Econpapers || Download paper | |
2022 | The role of investor sentiment in forecasting housing returns in China: A machine learning approach. (2022). GUPTA, RANGAN ; Onay, Yigit ; Cepni, Oguzhan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:8:p:1725-1740. Full description at Econpapers || Download paper |
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1998 | The Effects of Property, Owner, Location and Tenant Characteristics on Multifamily Profitability In: ERES. [Full Text][Citation analysis] | paper | 5 |
2005 | Empirical Investigation In: ERES. [Full Text][Citation analysis] | paper | 0 |
2007 | Commercial Real Estate Return Cycles: Do Capital Flows Matter? In: ERES. [Full Text][Citation analysis] | paper | 2 |
2009 | Differences in Acquirer Motivations, Announcement Effects, Target Characteristics, and Financing in Private versus Public Acquisitions: The Case of REITs In: ERES. [Full Text][Citation analysis] | paper | 0 |
2018 | Do Property Locations Matter to IPO Valuation? Evidence from U.S. REITs In: ERES. [Full Text][Citation analysis] | paper | 0 |
2018 | Regulation, Tax, and Interest Rate Implications for Commercial Real Estate Valuations: Lessons from the Past Half Century In: ERES. [Full Text][Citation analysis] | paper | 0 |
1991 | Optimal Refunding Strategies, Transaction Costs, and the Market Value of Corporate Debt. In: The Financial Review. [Citation analysis] | article | 0 |
1984 | Prospective Changes in Tax Law and the Value of Depreciable Real Estate In: Real Estate Economics. [Full Text][Citation analysis] | article | 13 |
1984 | Prospective Changes in Tax Law and the Value of Depreciable Real Estate.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1985 | Valuing Depreciable Real Estate: A New Methodology In: Real Estate Economics. [Full Text][Citation analysis] | article | 5 |
1986 | Retail Leasehold Interests: A Contingent Claim Analysis In: Real Estate Economics. [Full Text][Citation analysis] | article | 7 |
1988 | Another Look at Tenure Choice, Inflation, and Taxes In: Real Estate Economics. [Full Text][Citation analysis] | article | 18 |
1989 | Optimal Mortgage Refinancing with Stochastic Interest Rates In: Real Estate Economics. [Full Text][Citation analysis] | article | 19 |
1992 | Real Estate Values, Federal Income Taxation, and the Importance of Local Market Conditions In: Real Estate Economics. [Full Text][Citation analysis] | article | 13 |
1992 | An Empirical Investigation of the Contingent?Claims Approach to Pricing Residential Mortgage Debt In: Real Estate Economics. [Full Text][Citation analysis] | article | 6 |
1993 | Mortgage?Backed Futures and Options In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
1993 | Pricing Mortgage?Backed Securities: Integrating Optimal Call and Empirical Models of Prepayment In: Real Estate Economics. [Full Text][Citation analysis] | article | 19 |
1999 | The Integration of Commercial Real Estate Markets and Stock Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 106 |
2002 | Authors’ Perceptions and Preferences Among Real Estate Journals: An Editors’ Note In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
2002 | Referee Recognition In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
2002 | Determinants of Multifamily Mortgage Default In: Real Estate Economics. [Full Text][Citation analysis] | article | 29 |
2003 | The Dynamics of REIT Capital Flows and Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 28 |
2003 | Modeling Spatial Variation in Housing Prices: A Variable Interaction Approach In: Real Estate Economics. [Full Text][Citation analysis] | article | 57 |
2007 | Introduction to the Special Issue in Real Estate Economics and Finance in Honor of Patric H. Hendershott In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
2007 | The Variation of Homeowner Tax Preferences by Income, Age and Leverage In: Real Estate Economics. [Full Text][Citation analysis] | article | 2 |
2009 | Institutional Capital Flows and Return Dynamics in Private Commercial Real Estate Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 10 |
2009 | The Liquidity of Property Shares: An International Comparison In: Real Estate Economics. [Full Text][Citation analysis] | article | 14 |
2013 | Short Sales and Fundamental Value: Explaining the REIT Premium to NAV In: Real Estate Economics. [Full Text][Citation analysis] | article | 8 |
2014 | Investor Sentiment, Limits to Arbitrage and Private Market Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 16 |
2015 | Returns and Information Transmission Dynamics in Public and Private Real Estate Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 29 |
2017 | REIT Leverage and Return Performance: Keep Your Eye on the Target In: Real Estate Economics. [Full Text][Citation analysis] | article | 12 |
2018 | Geographic Portfolio Allocations, Property Selection and Performance Attribution in Public and Private Real Estate Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 8 |
2019 | Asset Location, Timing Ability and the Cross?Section of Commercial Real Estate Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 5 |
2019 | Asset Growth and Stock Performance: Evidence from REITs In: Real Estate Economics. [Full Text][Citation analysis] | article | 6 |
2021 | Institutional common ownership and firm value: Evidence from real estate investment trusts In: Real Estate Economics. [Full Text][Citation analysis] | article | 7 |
2021 | The Geography of Real Property Information and Investment: Firm Location, Asset Location and Institutional Ownership In: Real Estate Economics. [Full Text][Citation analysis] | article | 6 |
2021 | There is no place like home: Information asymmetries, local asset concentration, and portfolio returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 7 |
2021 | How do Personal Real Estate Transactions Affect Productivity and Risk Taking? Evidence from Professional Asset Managers In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
2022 | Asset productivity, local information diffusion, and commercial real estate returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 2 |
2020 | The other (commercial) real estate boom and bust: The effects of risk premia and regulatory capital arbitrage In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
2015 | The other (commercial) real estate boom and bust: the effects of risk premia and regulatory capital arbitrage.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
1997 | Valuation uncertainty, institutional involvement, and the underpricing of IPOs: The case of REITs In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 65 |
1997 | Demographic versus Option-Driven Mortgage Terminations In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 15 |
2012 | Shareholder composition, share turnover, and returns in volatile markets: The case of international REITs In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
2012 | Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
1994 | Measuring Changes in Local House Prices: An Empirical Investigation of Alternative Methodologies In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 54 |
1996 | Measuring the Importance of Location in House Price Appreciation In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 47 |
1998 | Information Externalities and Home Mortgage Underwriting, In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 19 |
1998 | Evidence on the Demand for Mortgage Debt by Owner-Occupants In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 25 |
1996 | The effect of income and collateral constraints on residential mortgage terminations In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 57 |
1995 | The Effect of Income and Collateral Constraints on Residential Mortgage Terminations.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | paper | |
2017 | How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | How Taxes and Required Returns Drove Commercial Real Estate Valuations over the Past Four Decades.(2017) In: National Tax Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2007 | Indices for Investment Benchmarking and Return Performance Analysis in Private Real Estate In: International Real Estate Review. [Full Text][Citation analysis] | article | 1 |
2005 | A Random Walk Down Main Street: Can Experts Predict Returns on Commercial Real Estate? In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 12 |
2006 | Considerations in the Design and Construction of Investment Real Estate Research Indices In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 11 |
1993 | Probabilistic Valuation Models and Income Tax Asymmetries with an Application to the Analysis of Passive Loss Restrictions In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 0 |
1997 | Economic Risk Factors and Commercial Real Estate Returns. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 68 |
2000 | The Predictability of Equity REIT Returns: Time Variation and Economic Significance. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 40 |
2002 | Commercial Real Estate Return Performance: A Cross-Country Analysis. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 47 |
2003 | Household Income, Termination Risk and Mortgage Pricing. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 2 |
2006 | Dedicated REIT Mutual Fund Flows and REIT Performance In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 17 |
2007 | Trading Intensity and Real Estate Performance In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 4 |
2008 | Avoiding Taxes at Any Cost: The Economics of Tax-Deferred Real Estate Exchanges In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
2009 | Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 39 |
2009 | Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 13 |
2008 | The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate.(2008) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2010 | Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 11 |
2011 | Why Do REITs Go Private? Differences in Target Characteristics, Acquirer Motivations, and Wealth Effects in Public and Private Acquisitions In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
2012 | Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm’s Real Estate Holdings? In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 7 |
2013 | Introduction to the Special Issue In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
2015 | Leverage and Returns: A Cross-Country Analysis of Public Real Estate Markets In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 13 |
2018 | Search Costs, Behavioral Biases, and Information Intermediary Effects In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 13 |
2020 | The Wealth Effects of REIT Property Acquisitions and Dispositions: the Creditors’ Perspective In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
2020 | 2016–2017 Real Estate Finance & Investment Symposium In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
1984 | Trading and the Tax Shelter Value of Depreciable Real Estate In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
1984 | Tax Reform and Housing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1985 | The Administration Tax Reform Proposal and Housing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1986 | Real Estate and the Tax Reform Act of 1986 In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
1987 | Understanding the Real Estate Provisions of Tax Reform: Motivation and Impact In: NBER Working Papers. [Full Text][Citation analysis] | paper | 13 |
1987 | Homeownership Rates of Married Couples: An Econometric Investigation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
1991 | The Federal Tax Subsidy to Housing and the Reduced Value of the Mortgage Interest Deduction In: National Tax Journal. [Full Text][Citation analysis] | article | 31 |
1992 | Real Estate Markets Since 1980: What Role Have Tax Changes Played? In: National Tax Journal. [Full Text][Citation analysis] | article | 3 |
A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 | |
1997 | Cross-Tenure Differences in Home Maintenance and Appreciation In: Land Economics. [Full Text][Citation analysis] | article | 19 |
1998 | Cross-Tenure Differences in Home Maintenance and Appreciation.(1998) In: Land Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2015 | Explaining House Price Dynamics: Isolating the Role of Nonfundamentals In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 31 |
2016 | Credit Availability and Asset Pricing Dynamics in Illiquid Markets: Evidence from Commercial Real Estate Markets In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
1987 | Another look at mortgage revenue bonds In: Journal of Policy Analysis and Management. [Full Text][Citation analysis] | article | 0 |
1996 | Revisiting Cross-Tenure Differences in Home Maintenance and Conditions In: Wisconsin-Madison CULER working papers. [Citation analysis] | paper | 1 |
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