James B. Kau : Citation Profile

University of Georgia

17

H index

22

i10 index

981

Citations

RESEARCH PRODUCTION:

47

Articles

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   35 years (1977 - 2012). See details.
   Cites by year: 28
   Journals where James B. Kau has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 6 (0.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka323
   Updated: 2026-10-31    RAS profile: 2026-10-14    
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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:

Deng, Yongheng (26)

Willen, Paul (25)

merton, robert (14)

Lo, Andrew (14)

Gerardi, Kristopher (13)

Lin, Che-Chun (11)

Ahlfeldt, Gabriel (11)

Foote, Christopher (11)

Scholes, Myron (9)

Fan, Gang-Zhi (9)

Pennington-Cross, Anthony (8)

Cites to:

merton, robert (8)

Muller, Walter (8)

keenan, donald (8)

Deng, Yongheng (7)

Igan, Deniz (6)

Duffie, Darrell (6)

Dell'ariccia, Giovanni (6)

Laeven, Luc (6)

Van Order, Robert (6)

Gerardi, Kristopher (5)

Willen, Paul (5)

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
Regional Science and Urban Economics2
Journal of Housing Economics2
Public Choice2

Recent works citing James B. Kau (2025 and 2024)

YearTitle of citing document
2024Intervention of large shareholders and corporate fraud – evidence from vertical interlock in corporate pyramids in an emerging economy. (2024). Liang, Shangkun ; Yang, Dan ; Xu, Canyu. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:2:p:1981-2010.

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2025Female directors on the sensitivity of investment to growth opportunities. (2025). Ouyang, Wenjing ; Szewczyk, Samuel H ; Miles, Jeffrey. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:1:p:713-752.

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2024From vacancy to verdancy? The impact of land options on the timing of vacant lot investment. (2024). Lin, Desen. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:5:p:1263-1307.

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2024Residual-debt insurance and mortgage repayments. (2024). Mastrogiacomo, Mauro ; Kim, Yeorim. In: Working Papers. RePEc:dnb:dnbwpp:823.

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2025Do investor reactions to merger announcements shape the writing of SEC filings?. (2025). de Bodt, Eric ; Aktas, Nihat ; Dogan, Can Deniz. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002786.

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2025Optimal land-for-property real exchange options. (2025). Pereira, Paulo J ; Moura, Duarte. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525004914.

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2026A spatio-temporal machine learning model for mortgage credit risk: Default probabilities and loan portfolios. (2026). Sigrist, Fabio ; Kndig, Pascal. In: European Journal of Operational Research. RePEc:eee:ejores:v:331:y:2026:i:3:p:1022-1041.

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2024Transportation, decentralization, and path dependence: How did the old tramway shape Shanghai, China?. (2024). Li, Mingxi. In: Explorations in Economic History. RePEc:eee:exehis:v:94:y:2024:i:c:s0014498324000457.

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2025Crop damage, local climate risk perceptions, and small business access to credit. (2025). Xu, Jiayi ; Duanmu, Jun ; Li, Yongjia ; Tahsin, Salman. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001838.

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2024Option trading activity and capital reallocation efficiency: Evidence from corporate restructurings. (2024). Fung, Scott ; Loveland, Robert. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324005671.

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2024Why do undervalued firms repurchase shares? Evidence based on the market-timing effect in China. (2024). Wang, Xiaoqiong ; Ma, Pengfei ; Li, Chengcheng. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001217.

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2024The governance effects of social media engagement on M&A outcomes: Evidence from China. (2024). Liu, YU ; Chen, Yugang ; Zhang, Pengdong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s104244312400012x.

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2026Behavioral effects of capital market regulations on investor (ir)rationality and market (in)efficiency: Evidence from MAD and TPD EU directives. (2026). Gebka, Bartosz ; el Hajjar, Samah ; Su, Chen ; Duxbury, Darren. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:244:y:2026:i:c:s0167268126000831.

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2025An option-based approach to examining the relationship between uncertainty and real estate investment: Evidence from fifteen European countries. (2025). Tsekrekos, Andrianos ; Chondrokouki, Maria I. In: Journal of Economics and Business. RePEc:eee:jebusi:v:137:y:2025:i:c:s0148619525000402.

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2025Capital structure, the adjusted present value, and mortgage choice. (2025). Tirtiroglu, Dogan. In: Journal of Housing Economics. RePEc:eee:jhouse:v:68:y:2025:i:c:s1051137725000257.

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2025New challenges at WHK LLP: A case for incorporating characteristics of private companies in classroom teaching. (2025). Jelinek, Kate ; Kale, Devendra ; Triki, Anis. In: Journal of Accounting Education. RePEc:eee:joaced:v:71:y:2025:i:c:s0748575125000156.

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2026100 volumes of Labour Economics: A bibliometric retrospective. (2026). Amiguet, Lluis ; Kydland, Finn ; Gil-Lafuente, Ana M ; Merig, Jos M ; Saqlain, Muhammad. In: Labour Economics. RePEc:eee:labeco:v:100:y:2026:i:c:s0927537126000540.

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2026Analyzing foreclosure recovery rates and lags in defaulted mortgages: Insights from the threshold model. (2026). Tsai, Ming Shann ; Chiang, Shu Ling. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:106:y:2026:i:c:s1062976926000128.

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2024Do economic uncertainty and persistence in housing prices matter on mortgage insurance?. (2024). Yang, Chih-Yuan ; Chang, Chia-Chien. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:33-44.

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2026Pricing mortgage insurance: Integrating target prescribed capital requirement for systematic risk. (2026). Chiang, Shu Ling ; Tsai, Ming Shann. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025010457.

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2024The role of interest rate environment in mortgage pricing. (2024). Ahmad, Ferhana ; Shehzad, Choudhry Tanveer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:225-245.

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2024Dispersion in news sentiment and M&As outcomes. (2024). Chen, Yugang ; Shahab, Yasir ; Ma, Weidong ; Kumar, Satish ; Lu, Jihua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002083.

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2025Determinants of credit spreads and cash flow-related lending in commercial real estate. (2025). Hennig, Kerstin ; Haffki, Ricarda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004628.

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2025Is There a Puzzle in Underwater Mortgage Default?. (2025). Willen, Paul ; Loewenstein, Lara ; Zhang, David Hao ; Yao, Yuxi. In: Working Papers. RePEc:fip:fedbwp:101758.

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2025Is There a Puzzle in Underwater Mortgage Default?. (2025). Willen, Paul ; Loewenstein, Lara ; Yao, Yuxi ; Zhang, David Hao. In: Working Papers. RePEc:fip:fedcwq:101796.

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2024Risk Perception and Loan Underwriting in Securitized Commercial Mortgages. (2024). Firestone, Simon ; Godin, Nathan Y ; Sagi, Jacob ; Horvath, Akos. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-19.

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2025A Real Option Approach to the Valuation of the Default Risk of Residential Mortgages. (2025). de Luna, Angela C ; Lamothe-Fernndez, Prosper ; Lamothe-Lpez, Prosper. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:31-:d:1603206.

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2025Limiting Loss Distribution of Default and Prepayment for Loan Portfolios and Its Application in RMBS. (2025). Yang, Jingping ; Duan, Qinhan ; Bu, Lan ; Zang, Xin ; Xia, Chenxi. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:8:p:153-:d:1725557.

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2025Dirichlet Bayesian Model Averaging for Aggregate Mortgage Default Risk. (2025). Xu, Feng ; Hua, Jian ; Wu, Dazhong. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:17:y:2025:i:9:p:14.

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2025The Role of Lockups in Stock Mergers. (2025). Chen, Zhong ; Liu, YI ; Rossi, Stefano. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:9:p:7286-7311.

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2026Politicians’ Ideology, State Intervention, and Corporate Taxation. (2026). Yan, Wenjia ; Wang, Danqing ; Shevlin, Terry ; Na, KE. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:2497-2524.

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2026Tenant Riskiness, Contract Length, and the Term Structure of Commercial Leases. (2026). Rosenthal, Stuart S ; Brueckner, Jan K. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:5:p:3882-3905.

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2025Optimal Portfolios for Large Investors in Housing Markets Under Stress Scenarios: A Worst-Case Approach. (2025). Yilmaz, Bilgi. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10660-y.

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2024Heterogeneous Effects of Mortgage Rates on Housing Returns: Evidence from an Interacted Panel VAR. (2024). Sun, Xiaojin ; Forster, Robert. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09902-3.

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2025A Lucas Critique of Mortgage Lending: Theory, Evidence, and Implications. (2025). Smith, Brent C ; Yezer, Anthony M. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:4:d:10.1007_s11146-023-09951-2.

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2024A reduced-form model for lease contract valuation with embedded options. (2024). Yildirim, Yildiray ; Ho, Hsiao-Wei ; Huang, Henry Hongren ; Chang, Chuang-Chang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:2:d:10.1007_s11156-023-01222-8.

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2024Az energiahatékonyság szerepe a jelzáloghitelek csődvalószínűségében és a tőkekövetelmények meghatározásában. (2024). Grof, Gyula ; Varged, Balint ; Sarvari, Balazs. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2191.

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2026What drives mortgage default in Europe? The role of liquidity, equity and debt enforcement (Peter Lindner, Aleksandra Riedl). (2026). Riedl, Aleksandra ; Lindner, Peter. In: Working Papers. RePEc:onb:oenbwp:279.

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2026Ideology and Corruption. (2026). Ruzzier, Christian ; Lpez-Villalba, Paula. In: Working Papers. RePEc:sad:wpaper:178.

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2024Informativeness of Announcement Returns in Cross-border Acquisition Completion: A Perspective from Emerging Economies. (2024). Yadav, Surendra Singh ; Singh, Shveta ; Ahuja, Sugandh. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:4:p:424-449.

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2024The dynamics of dominance and compromise. (2024). Gmeiner, Robert. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:51:y:2024:i:1:d:10.1007_s40622-024-00381-4.

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2025FEMA declarations, local risk and cost of borrowing in california. (2025). Lazerson, Danielle S ; Tahsin, Salman. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-024-09693-8.

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2024The Valuation at Origination of Mortgages with Full Prepayment and Default Risks. (2024). Dong, Yinghui ; Wang, Pin ; Zhou, Congjin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:2:d:10.1007_s11009-024-10081-2.

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2024The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom. (2024). Kahn, James A ; Kay, Benjamin S. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:5:p:1021-1052.

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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.
[Full Text][Citation analysis]		article7
1985Pricing Default Risk in Mortgages In: Real Estate Economics.
[Full Text][Citation analysis]		article36
1987Taxes, Points and Rationality in the Mortgage Market In: Real Estate Economics.
[Full Text][Citation analysis]		article4
1993Transaction Costs, Suboptimal Termination and Default Probabilities In: Real Estate Economics.
[Full Text][Citation analysis]		article40
1994Waiting to Default: The Value of Delay In: Real Estate Economics.
[Full Text][Citation analysis]		article31
1998Valuing Prepayment and Default in a Fixed‐Rate Mortgage: A Bivariate Binomial Options Pricing Technique In: Real Estate Economics.
[Full Text][Citation analysis]		article21
1982POLITICAL DETERMINANTS OF RATES IN ELECTRIC UTILITIES In: Review of Policy Research.
[Full Text][Citation analysis]		article0
1980The Theory of Housing and Interest Rates In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article8
2008Do managers listen to the market? In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article72
1977Racial discrimination and occupational attainment at the turn of the century In: Explorations in Economic History.
[Full Text][Citation analysis]		article1
1987The valuation and securitization of commercial and multifamily mortgages In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
1992A note on bias resulting from imposing expedient conditions on mortgage valuation models In: Journal of Housing Economics.
[Full Text][Citation analysis]		article0
1992The prepayment of fixed-rate mortgages underlying mortgage-backed securities: A switching regimes analysis In: Journal of Housing Economics.
[Full Text][Citation analysis]		article0
1981On the theory of interest rates, consumer durables, and the demand for housing In: Journal of Urban Economics.
[Full Text][Citation analysis]		article3
1983Technological change and economic growth in housing In: Journal of Urban Economics.
[Full Text][Citation analysis]		article1
1983Structural shifts in urban population density gradients: An empirical investigation In: Journal of Urban Economics.
[Full Text][Citation analysis]		article6
1984Changes in urban land values: 1836-1970 In: Journal of Urban Economics.
[Full Text][Citation analysis]		article1
1991Contributing authors and institutions to the Journal of Urban Economics: 1974-1989 In: Journal of Urban Economics.
[Full Text][Citation analysis]		article6
1994Default Probabilities for Mortgages In: Journal of Urban Economics.
[Full Text][Citation analysis]		article122
1979Urban land value functions and the price elasticity of demand for housing In: Journal of Urban Economics.
[Full Text][Citation analysis]		article31
1979The elasticity of substitution in urban housing production: A VES approach In: Journal of Urban Economics.
[Full Text][Citation analysis]		article2
2011Subprime mortgage default In: Journal of Urban Economics.
[Full Text][Citation analysis]		article15
1980Urban spatial structure: An analysis with a varying coefficient model In: Journal of Urban Economics.
[Full Text][Citation analysis]		article13
1983Inflation, taxes and housing: A theoretical analysis In: Journal of Public Economics.
[Full Text][Citation analysis]		article3
1999Patterns of rational default In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article13
1977A random coefficient model to estimate a stochastic density gradient In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article7
1990The Valuation and Analysis of Adjustable Rate Mortgages In: Management Science.
[Full Text][Citation analysis]		article14
1995Pricing a Class of American and European Path Dependent Securities In: Management Science.
[Full Text][Citation analysis]		article0
1993An Analysis of Financial and Nonfinancial Prepayment of GNMA Securities with a Varying Coefficient Model In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article1
1999Catastrophic Default and Credit Risk for Lending Institutions In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article10
1995The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article71
2002Frictions, Heterogeneity and Optimality in Mortgage Modeling. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article8
2005The Effect of Mortgage Price and Default Risk on Mortgage Spreads In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article8
2006Reduced Form Mortgage Pricing as an Alternative to Option-Pricing Models In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article8
2009Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS) In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article9
1990Pricing Commercial Mortgages and Their Mortgage-Backed Securities. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article20
2011An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article9
2011Leverage and Mortgage Foreclosures In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article1
2011Development Value: A Real Options Approach Using Empirical Data In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article23
2012Asymmetric Information in the Subprime Mortgage Market In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article3
1993The Timing of Prepayment: A Theoretical Analysis. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article0
2002The Growth of Government: In: Public Choice.
[Full Text][Citation analysis]		article27
1993Ideology, Voting, and Shirking. In: Public Choice.
[Citation analysis]		article24
1992A Generalized Valuation Model for Fixed-Rate Residential Mortgages. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article126
1979Self-Interest, Ideology, and Logrolling in Congressional Voting. In: Journal of Law and Economics.
[Full Text][Citation analysis]		article112
1993Option Theory and Floating-Rate Securities with a Comparison of Adjustable- and Fixed-Rate Mortgages. In: The Journal of Business.
[Full Text][Citation analysis]		article28
1978Voting on Minimum Wages: A Time-Series Analysis. In: Journal of Political Economy.
[Full Text][Citation analysis]		article19

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