20
H index
46
i10 index
1368
Citations
University of Florida | 20 H index 46 i10 index 1368 Citations RESEARCH PRODUCTION: 72 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
|---|---|
| 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 Money, Credit and Banking | 2 |
| Journal of International Money and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| 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 |
|---|---|
| 2024 | Flood Risk and Property Market. (2024). Brent, Daniel ; Wrenn, Douglas H. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343651. Full description at Econpapers || Download paper |
| 2025 | Taxation and Financial Leverage in Emerging Markets: Insights from Pakistan’s Karachi Stock Exchange-100. (2025). Mukarram, Syed Shafqat ; Nazeer, Rida ; Saleem, Faiza. In: Journal of Tax Reform. RePEc:aiy:jnljtr:v:11:y:2025:i:1:p:57-73. Full description at Econpapers || Download paper |
| 2024 | Estimating granular house price distributions in the Australian market using Gaussian mixtures. (2024). Sijp, Willem P ; Panagiotelis, Anastasios. In: Papers. RePEc:arx:papers:2404.05178. Full description at Econpapers || Download paper |
| 2025 | Forecasting House Prices. (2025). Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2509.21460. Full description at Econpapers || Download paper |
| 2025 | How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241. Full description at Econpapers || Download paper |
| 2024 | Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573. Full description at Econpapers || Download paper |
| 2024 | Subsidizing housing with deductions. (2024). Valentin, Maxence. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1490-1515. Full description at Econpapers || Download paper |
| 2024 | Rent or Buy? Inflation Experiences and Homeownership within and across Countries. (2024). Wellsjo, Alexandra Steiny ; Malmendier, Ulrike. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1977-2023. Full description at Econpapers || Download paper |
| 2024 | Homebuyers’ geographic proximity as a predictor of future housing price growth. (2024). Kim, Hayoung. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:4:p:1140-1158. Full description at Econpapers || Download paper |
| 2024 | Financial Contagion in China, Real Estate Markets, and Regulatory Intervention. (2024). McNelis, Paul ; Lai, Jennifer ; Cao, Shiyun. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1083. Full description at Econpapers || Download paper |
| 2025 | The Dynamic Relationship between Delinquency Rates, Funding and Market Liquidity and Asset Prices in Private Commercial Real Estate Markets. (2025). van Dijk, Dorinth ; Francke, Marc ; Wang, Yumei. In: Working Papers. RePEc:dnb:dnbwpp:835. Full description at Econpapers || Download paper |
| 2025 | Executive compensation and secured debt: Evidence from REITs. (2025). Li, Lingxiao ; Zhu, Bing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001895. Full description at Econpapers || Download paper |
| 2025 | Common risk factors in REIT Returns: New insights. (2025). Con, Alain ; Guardiola, Philippe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000877. Full description at Econpapers || Download paper |
| 2025 | Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. (2025). Kladakis, George ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000295. Full description at Econpapers || Download paper |
| 2025 | The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065. Full description at Econpapers || Download paper |
| 2024 | ESG components and equity returns: Evidence from real estate investment trusts. (2024). , Louis ; Shen, Jianfu ; Fan, Kwok Yuen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006483. Full description at Econpapers || Download paper |
| 2024 | Firms and banks common ownership, economic policy uncertainty, and firms’ R&D investment: Evidence from China. (2024). Wang, YU ; Lu, Yiming. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012254. Full description at Econpapers || Download paper |
| 2024 | What is behind housing sentiment?. (2024). Sokolyk, Tatyana ; Biktimirov, Ernest N ; Ayanso, Anteneh. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013387. Full description at Econpapers || Download paper |
| 2025 | Leverage risk and REIT returns. (2025). Guardiola, Philippe ; Con, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003964. Full description at Econpapers || Download paper |
| 2025 | Terrorism and acquisition decision: Evidence from real estate investment trusts. (2025). Mo, Kang ; Song, Jeongseop. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s154461232500666x. Full description at Econpapers || Download paper |
| 2024 | Unpacking the relation between media sentiment and house prices: A topic modeling approach. (2024). Sokolyk, Tatyana ; Biktimirov, Ernest N ; Ayanso, Anteneh. In: Journal of Housing Economics. RePEc:eee:jhouse:v:66:y:2024:i:c:s1051137724000445. Full description at Econpapers || Download paper |
| 2025 | The impact of flooding on real estate transactions in densely populated areas: Evidence from the 2019 Typhoon Hagibis in Japan. (2025). Hasegawa, Daisuke ; Aiba, Ikuto. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:76:y:2025:i:c:s0889158325000127. Full description at Econpapers || Download paper |
| 2025 | Tax policy and the heterogeneous costs of homeownership. (2025). Dowling, Jakob ; Bishop, Kelly C ; Murphy, Alvin D ; Kuminoff, Nicolai V. In: Journal of Urban Economics. RePEc:eee:juecon:v:147:y:2025:i:c:s0094119025000154. Full description at Econpapers || Download paper |
| 2025 | Common institutional ownership and the spillover effect of corporate innovation. (2025). Ge, Xinyu ; Li, Xiao-Lin ; Xia, Xiaolong ; Si, Deng-Kui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000149. Full description at Econpapers || Download paper |
| 2025 | The dual role of sentiment on housing prices in China. (2025). Fang, Zhuangzhi ; Wang, Zhenxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s105905602400724x. Full description at Econpapers || Download paper |
| 2025 | Determinants 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. Full description at Econpapers || Download paper |
| 2025 | Common institutional ownership and executive pay-performance sensitivity: Mediating role of information transparency and fund occupation. (2025). Zhang, Qiufeng ; Liu, Danping ; Yi, Sijia ; Mou, Shaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004884. Full description at Econpapers || Download paper |
| 2024 | CRE Redevelopment Options and the Use of Mortgage Financing. (2024). Loewenstein, Lara ; Kurtzman, Robert ; Glancy, David. In: Working Papers. RePEc:fip:fedcwq:98526. Full description at Econpapers || Download paper |
| 2024 | Risk 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. Full description at Econpapers || Download paper |
| 2024 | CRE Redevelopment Options and the Use of Mortgage Financing. (2024). Loewenstein, Lara ; Kurtzman, Robert ; Glancy, David. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-46. Full description at Econpapers || Download paper |
| 2024 | Economic Policy Uncertainty and Commercial Property Performance: An In-Depth Analysis of Rents and Capital Values. (2024). Yiu, Tak Wing ; Abidoye, Rotimi Boluwatife ; Ahiadu, Albert Agbeko. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:3:p:71-:d:1440240. Full description at Econpapers || Download paper |
| 2024 | Risk Assessment of Highway Infrastructure REITs Projects Based on the DEMATEL—ISM Approach. (2024). Shi, Zhenwu ; Liu, Jie ; Lv, Hongyi. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:12:p:5159-:d:1416667. Full description at Econpapers || Download paper |
| 2024 | Uncertainty, stock and commodity prices during the Ukraine-Russia war *. (2024). Yati, Alhonita ; Boungou, Whelsy. In: Post-Print. RePEc:hal:journl:hal-04746052. Full description at Econpapers || Download paper |
| 2024 | Banking Relationships and Financing Decisions of REITs. (2024). Chang, Yuanchen ; Hsieh, Yi-Ting ; Seah, Kiat Ying. In: International Real Estate Review. RePEc:ire:issued:v:27:n:01:2024:p:1-32. Full description at Econpapers || Download paper |
| 2024 | Bankruptcy Prediction in REITs. (2024). Manda, Tamala Amelia. In: International Real Estate Review. RePEc:ire:issued:v:27:n:01:2024:p:139-167. Full description at Econpapers || Download paper |
| 2024 | Leverage Strategies of Real Estate Investment Trusts and Real Estate Operating Companies. (2024). Zhang, Zhimin ; Lim, Kian Guan ; Chang, Carolyn W. In: International Real Estate Review. RePEc:ire:issued:v:27:n:01:2024:p:81-115. Full description at Econpapers || Download paper |
| 2024 | Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks. (2024). Basar, Selim ; Akyol, Hikmet. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2024:i:1:p:59-98. Full description at Econpapers || Download paper |
| 2024 | Forecasting House Prices through Credit Conditions: A Bayesian Approach. (2024). Drift, Rosa ; Boelhouwer, Peter ; Haan, Jan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10542-9. Full description at Econpapers || Download paper |
| 2025 | Heat Waves and Housing Markets: Assessing the Effects on Real Estate Prices in China. (2025). Chen, Fanglin ; Zhang, Jie. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:6:d:10.1007_s10640-025-00975-1. Full description at Econpapers || Download paper |
| 2024 | How Gender Diversity Shapes Cities: Evidence from Risk Management Decisions in REITs. (2024). Kok, Nils ; Jolin, Isabelle ; Yonder, Erkan ; Devine, Avis. In: Journal of Business Ethics. RePEc:kap:jbuset:v:189:y:2024:i:4:d:10.1007_s10551-023-05563-1. Full description at Econpapers || Download paper |
| 2024 | Information Asymmetry with Heterogeneous Buyers and Sellers in the Housing Market. (2024). Li, L ; Chau, K W. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:1:d:10.1007_s11146-023-09939-y. Full description at Econpapers || Download paper |
| 2024 | The Valuation Effect and Consequences of Clawback Adoption in Real Estate Investment Trusts. (2024). Yu, Simon ; Fan, Kwok Yuen ; Shen, Jianfu ; Peng, Daoju. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:2:d:10.1007_s11146-022-09909-w. Full description at Econpapers || Download paper |
| 2024 | Sustainability and Private Equity Real Estate Returns. (2024). Wang, Chongyu ; Devine, Avis ; Sanderford, Andrew. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:2:d:10.1007_s11146-022-09914-z. Full description at Econpapers || Download paper |
| 2024 | Local Housing Market Sentiments and Returns: Evidence from China. (2024). Pang, Jindong ; Zhao, Yiyi ; Shen, Shulin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:3:d:10.1007_s11146-022-09933-w. Full description at Econpapers || Download paper |
| 2024 | Imputing Borrower Heterogeneity and Dynamics in Mortgage Default Models. (2024). Dombrowski, Timothy ; Pace, Kelley R ; Wang, Junbo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:3:d:10.1007_s11146-022-09934-9. Full description at Econpapers || Download paper |
| 2024 | The Effect of Expected Losses on the Hong Kong Property Market. (2024). Wan, Wayne Xinwei ; Li, Ling. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:4:d:10.1007_s11146-021-09851-3. Full description at Econpapers || Download paper |
| 2024 | How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?. (2024). Couts, Spencer J. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:4:d:10.1007_s11146-022-09886-0. Full description at Econpapers || Download paper |
| 2024 | Spread Too Thin: REIT Asset Dispersion and Divergence of Opinion. (2024). Sirmans, Stacy G ; Letdin, Mariya. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09920-1. Full description at Econpapers || Download paper |
| 2024 | Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x. Full description at Econpapers || Download paper |
| 2024 | Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w. Full description at Econpapers || Download paper |
| 2024 | REITs’ Stock Return Volatility: Property Market Risk Versus Equity Market Risk. (2024). Zhu, Bing ; Li, Lingxiao. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09901-4. Full description at Econpapers || Download paper |
| 2024 | Heterogeneous 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. Full description at Econpapers || Download paper |
| 2024 | Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?. (2024). Lizieri, Colin ; Zhu, Bing. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:4:d:10.1007_s11146-022-09890-4. Full description at Econpapers || Download paper |
| 2024 | Might expert knowledge improve econometric real estate mass appraisal?. (2024). Doszy, Mariusz. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:4:d:10.1007_s11146-022-09891-3. Full description at Econpapers || Download paper |
| 2024 | REIT Chief Executive Officer (CEO) Compensation in the New Era. (2024). Feng, Zifeng ; Wu, Zhonghua ; Hardin, William G. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:4:d:10.1007_s11146-022-09892-2. Full description at Econpapers || Download paper |
| 2025 | Analyzing the Impacts of Property Age on REITs and the Reasons Why REITs Own Older Properties. (2025). Wu, Zhonghua ; Ooi, Joseph ; Feng, Zifeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:2:d:10.1007_s11146-023-09961-0. Full description at Econpapers || Download paper |
| 2025 | Investment and Capital Improvements in Commercial Real Estate: The Case of REITs. (2025). Hardin, William G ; Feng, Zifeng. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:2:d:10.1007_s11146-023-09965-w. Full description at Econpapers || Download paper |
| 2025 | Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach. (2025). Rolheiser, Lyndsey ; Francke, Marc ; Minne, Alex. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:3:d:10.1007_s11146-023-09957-w. Full description at Econpapers || Download paper |
| 2025 | The Role of Tenant Characteristics in Retail Cap Rate Variation. (2025). Letdin, Mariya ; Sirmans, Stacy G ; Smersh, Greg T ; Zhou, Tingyu. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:3:d:10.1007_s11146-023-09958-9. Full description at Econpapers || Download paper |
| 2025 | Governmental Restrictions and Real Estate Investor Risk Perception. (2025). Schfers, Wolfgang ; Freybote, Julia ; Kaiser, Carina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:4:d:10.1007_s11146-023-09947-y. Full description at Econpapers || Download paper |
| 2025 | Corporate Real Estate Usage and Firm Valuation. (2025). Ling, David C ; Yin, Qie Ellie. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:4:d:10.1007_s11146-023-09948-x. Full description at Econpapers || Download paper |
| 2025 | Agglomeration Economies and Capitalization Rates: Evidence from the Dutch Real Estate Office Market. (2025). Vlist, Arno J ; Francke, Marc K. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:1:d:10.1007_s11146-021-09881-x. Full description at Econpapers || Download paper |
| 2025 | Geographically Overlapping Real Estate Assets, Liquidity Spillovers, and Liquidity Multiplier Effects. (2025). Wang, Chongyu ; Glascock, John L ; Cohen, Jeffrey P. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:1:d:10.1007_s11146-022-09905-0. Full description at Econpapers || Download paper |
| 2025 | Agree to Disagree: NAV Dispersion in REITs. (2025). Letdin, Mariya ; Sirmans, Stace. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:1:d:10.1007_s11146-024-10003-6. Full description at Econpapers || Download paper |
| 2025 | Commonalities in Private Commercial Real Estate Market Liquidity and Price Index Returns. (2025). Francke, Marc K ; Dijk, Dorinth W. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:2:d:10.1007_s11146-021-09839-z. Full description at Econpapers || Download paper |
| 2025 | Value Implications of REITing and De-REITing*. (2025). Tidwell, Alan ; Ling, David ; Ray, Sugata ; Xu, Luqi. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:2:d:10.1007_s11146-023-09943-2. Full description at Econpapers || Download paper |
| 2024 | House price dynamics and internal migration across Australia. (2024). Sarkar, Somwrita ; Kangogo, Moses ; Yanotti, Maria B ; Lyu, Fei ; Wright, Danika. In: SocArXiv. RePEc:osf:socarx:r5eg2. Full description at Econpapers || Download paper |
| 2024 | House price dynamics and internal migration across Australia. (2024). Lyu, Fei ; Sarkar, Somwrita ; Wright, Danika ; Kangogo, Moses ; Yanotti, Maria B. In: SocArXiv. RePEc:osf:socarx:r5eg2_v1. Full description at Econpapers || Download paper |
| 2024 | Capital shocks and the great urban divide. (2024). Veneri, Paolo ; Barkham, Richard ; McCann, Philip ; Daams, Michiel N ; Schoenmaker, Dennis. In: Journal of Economic Geography. RePEc:oup:jecgeo:v:24:y:2024:i:1:p:1-21.. Full description at Econpapers || Download paper |
| 2024 | Examining personal financial advisors’ knowledge, client recommendations, and personal investments in private real estate and real estate investment trusts (REITs). (2024). Jogia, Jason ; Wilson, Grant Alexander. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:29:y:2024:i:3:d:10.1057_s41264-023-00255-3. Full description at Econpapers || Download paper |
| 2025 | Utilizing the real estate investment trusts for portfolio optimisation by application of genetic algorithm. (2025). Pavel, Codruta-Daniela ; Dias, Rui ; Espinosa, Juan Felipe ; Matac, Liviu Marian ; Xu, LI. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04715-0. Full description at Econpapers || Download paper |
| 2024 | The Impact of Deferred Tax on the Purchase Prices in Czech Real Estate Transactions. (2024). Rdlov, Barbora ; Podkubka, Tom. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2024:y:2024:i:6:id:883:p:691-708. Full description at Econpapers || Download paper |
| 2025 | Broad Divisia Money, Supply Pressures, and U.S. Inflation Following the COVID-19 Recession. (2025). Jones, Barry ; Duca, John ; Bordo, Michael D. In: Working Papers. RePEc:pri:cepsud:345. Full description at Econpapers || Download paper |
| 2025 | Real Estate Market Prediction Using Deep Learning Models. (2025). Pokhrel, Nawa Raj ; Bhandari, Hum Nath ; Rimal, Binod ; Dahal, Keshab R. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:4:d:10.1007_s40745-024-00543-2. Full description at Econpapers || Download paper |
| 2024 | What factors drive house prices in the USA? Sign restricted VAR approach. (2024). Lee, Jinwoong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02533-4. Full description at Econpapers || Download paper |
| 2025 | Expected and realized returns for dividend-targeting investors: CAPM-DDM conceptual framework using Australian REITs. (2025). Yamagata, Reo. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:4:d:10.1007_s43546-025-00801-2. Full description at Econpapers || Download paper |
| 2024 | Real Estate Portfolio Diversification by Sectors Using a RAL Approach. (2024). Zhang, Ying ; Prombutr, Wikrom ; Hansz, Andrew J. In: Journal of Real Estate Portfolio Management. RePEc:taf:repmxx:v:30:y:2024:i:2:p:121-136. Full description at Econpapers || Download paper |
| 2025 | Climate risks and the REITs market. (2025). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1632-1648. Full description at Econpapers || Download paper |
| 2025 | Money Matters: Broad Divisia Money and the Recovery of the US Nominal GDP From the COVID‐19 Recession. (2025). Duca, John ; Bordo, Michael D. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1071-1096. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 nother 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 | 19 |
| 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 | 7 |
| 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 | 112 |
| 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 | 33 |
| 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 | 62 |
| 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 | 11 |
| 2009 | The Liquidity of Property Shares: An International Comparison In: Real Estate Economics. [Full Text][Citation analysis] | article | 13 |
| 2013 | Short Sales and Fundamental Value: Explaining the REIT Premium to NAV In: Real Estate Economics. [Full Text][Citation analysis] | article | 10 |
| 2014 | Investor Sentiment, Limits to Arbitrage and Private Market Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 25 |
| 2015 | Returns and Information Transmission Dynamics in Public and Private Real Estate Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 37 |
| 2017 | REIT Leverage and Return Performance: Keep Your Eye on the Target In: Real Estate Economics. [Full Text][Citation analysis] | article | 20 |
| 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 | 16 |
| 2019 | Asset Location, Timing Ability and the Cross‐Section of Commercial Real Estate Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 11 |
| 2019 | Asset Growth and Stock Performance: Evidence from REITs In: Real Estate Economics. [Full Text][Citation analysis] | article | 11 |
| 2021 | Institutional common ownership and firm value: Evidence from real estate investment trusts In: Real Estate Economics. [Full Text][Citation analysis] | article | 12 |
| 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 | 10 |
| 2021 | There is no place like home: Information asymmetries, local asset concentration, and portfolio returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 12 |
| 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 | 8 |
| 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 | 27 |
| 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 nother version. Agregated cites: 27 | 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 | 71 |
| 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 | 4 |
| 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 | 4 |
| 1994 | Measuring Changes in Local House Prices: An Empirical Investigation of Alternative Methodologies In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 55 |
| 1996 | Measuring the Importance of Location in House Price Appreciation In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 48 |
| 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 | 27 |
| 1996 | The effect of income and collateral constraints on residential mortgage terminations In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 58 |
| 1995 | The Effect of Income and Collateral Constraints on Residential Mortgage Terminations.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | 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 nother 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 | 14 |
| 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 | 73 |
| 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 | 44 |
| 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 | 19 |
| 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 | 51 |
| 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 nother 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 | 12 |
| 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 | 10 |
| 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 | 9 |
| 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 | 21 |
| 2018 | Search Costs, Behavioral Biases, and Information Intermediary Effects In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 24 |
| 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 | 2 |
| 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 | 34 |
| 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 nother 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 | 40 |
| 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 | 1 |
| 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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