The Journal of Real Estate Finance and Economics

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 0.18 35 101 73 12 0 3 0.09 0.09 1997 0.19 0.21 34 144 69 13 0 0.08 1998 0.17 0.25 34 176 69 12 0 1 0.03 0.1 1999 0.19 0.32 38 98 68 13 0 2 0.05 0.15 2000 0.14 0.43 37 102 72 10 0 1 0.03 0.19 2001 0.09 0.41 42 92 75 7 0 3 0.07 0.17 2002 0.16 0.44 27 84 79 13 0 2 0.07 0.2 2003 0.17 0.47 34 86 69 12 0 4 0.12 0.22 2004 0.2 0.52 49 82 61 12 16.7 2 0.04 0.23 2005 0.31 0.56 34 32 83 26 11.5 4 0.12 0.25 2006 0.25 0.57 40 51 83 21 19 3 0.08 0.24 2007 0.3 0.48 51 34 74 22 59.1 6 0.12 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:kap:jrefec:v:17:y:1998:i:1:p:99-121 A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances. (1998).
Cited: 44 times.

(2) RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:203-22 Spatial Dependence and House Price Index Construction. (1997).
Cited: 30 times.

(3) RePEc:kap:jrefec:v:17:y:1998:i:1:p:61-85 Analysis of Spatial Autocorrelation in House Prices. (1998).
Cited: 30 times.

(4) RePEc:kap:jrefec:v:6:y:1993:i:3:p:201-22 The Single Family Home in the Investment Portfolio. (1993).
Cited: 29 times.

(5) RePEc:kap:jrefec:v:15:y:1997:i:2:p:159-80 Consumption and Investment Motives and the Portfolio Choices of Homeowners. (1997).
Cited: 28 times.

(6) RePEc:kap:jrefec:v:4:y:1991:i:2:p:175-90 Risk and Return in Real Estate. (1991).
Cited: 28 times.

(7) RePEc:kap:jrefec:v:5:y:1992:i:4:p:357-74 Estimating Price Trends for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods. (1992).
Cited: 26 times.

(8) RePEc:kap:jrefec:v:16:y:1998:i:1:p:55-73 Pricing Residential Amenities: The Value of a View. (1998).
Cited: 24 times.

(9) RePEc:kap:jrefec:v:5:y:1992:i:4:p:401-18 The Predictability of Returns on Equity REITs and Their Co-movement with Other Assets. (1992).
Cited: 24 times.

(10) RePEc:kap:jrefec:v:4:y:1991:i:2:p:191-208 Real Estate Development as an Option. (1991).
Cited: 23 times.

(11) RePEc:kap:jrefec:v:17:y:1998:i:1:p:5-13 Spatial Statistics and Real Estate. (1998).
Cited: 19 times.

(12) RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:33-50 Sample Selection Bias and Repeat-Sales Index Estimates. (1997).
Cited: 19 times.

(13) RePEc:kap:jrefec:v:13:y:1996:i:1:p:57-70 The Cultural Affinity Hypothesis and Mortgage Lending Decisions. (1996).
Cited: 18 times.

(14) RePEc:kap:jrefec:v:9:y:1994:i:3:p:197-215 Bias in Estimates of Discrimination and Default in Mortgage Lending: The Effects of Simultaneity and Self-Selection. (1994).
Cited: 18 times.

(15) RePEc:kap:jrefec:v:18:y:1999:i:1:p:9-23 Why Dont We Know More about Housing Supply? (1999).
Cited: 18 times.

(16) RePEc:kap:jrefec:v:20:y:2000:i:2:p:177-94 Further Evidence on the Integration of REIT, Bond, and Stock Returns. (2000).
Cited: 17 times.

(17) RePEc:kap:jrefec:v:4:y:1991:i:2:p:127-46 Price Formation and the Appraisal Function in Real Estate Markets. (1991).
Cited: 17 times.

(18) RePEc:kap:jrefec:v:24:y:2002:i:1-2:p:167-200 Hedging Housing Risk. (2002).
Cited: 15 times.

(19) RePEc:kap:jrefec:v:20:y:2000:i:3:p:251-74 Mortgage Default with Asymmetric Information. (2000).
Cited: 15 times.

(20) RePEc:kap:jrefec:v:25:y:2002:i:2-3:p:129-50 Measuring Potential GSE Funding Advantages. (2002).
Cited: 15 times.

(21) RePEc:kap:jrefec:v:9:y:1994:i:2:p:137-64 Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods. (1994).
Cited: 15 times.

(22) RePEc:kap:jrefec:v:10:y:1995:i:2:p:95-119 The Persistence of Real Estate Cycles. (1995).
Cited: 14 times.

(23) RePEc:kap:jrefec:v:9:y:1994:i:3:p:263-94 Race, Redlining, and Residential Mortgage Loan Performance. (1994).
Cited: 14 times.

(24) RePEc:kap:jrefec:v:2:y:1989:i:2:p:101-15 The Impact of the Agencies on Conventional Fixed-Rate Mortgage Yields. (1989).
Cited: 14 times.

(25) RePEc:kap:jrefec:v:11:y:1995:i:2:p:99-117 Explicit Tests of Contingent Claims Models of Mortgage Default. (1995).
Cited: 13 times.

(26) RePEc:kap:jrefec:v:22:y:2001:i:2-3:p:185-202 Property-Value Impacts of an Environmental Disamenity: The Case of Landfills. (2001).
Cited: 13 times.

(27) RePEc:kap:jrefec:v:7:y:1993:i:1:p:5-16 Inter-store Externalities and Space Allocation in Shopping Centers. (1993).
Cited: 13 times.

(28) RePEc:kap:jrefec:v:4:y:1991:i:3:p:327-45 Smoothing in Appraisal-Based Returns. (1991).
Cited: 13 times.

(29) RePEc:kap:jrefec:v:17:y:1998:i:2:p:179-97 The Dynamic Impact of Macroeconomic Aggregates on Housing Prices and Stock of Houses: A National and Regional Analysis. (1998).
Cited: 12 times.

(30) RePEc:kap:jrefec:v:29:y:2004:i:4:p:393-410 The Neighborhood Distribution of Subprime Mortgage Lending (2004).
Cited: 12 times.

(31) RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:51-73 The Construction of Residential Housing Price Indices: A Comparison of Repeat-Sales, Hedonic-Regression and Hybrid Approaches. (1997).
Cited: 12 times.

(32) RePEc:kap:jrefec:v:17:y:1998:i:1:p:15-33 Spatiotemporal Autoregressive Models of Neighborhood Effects. (1998).
Cited: 12 times.

(33) RePEc:kap:jrefec:v:22:y:2001:i:2-3:p:163-84 Estimating the Economic Benefits of Cleaning Up Superfund Sites: The Case of Woburn, Massachusetts. (2001).
Cited: 12 times.

(34) RePEc:kap:jrefec:v:8:y:1994:i:3:p:259-66 Order and Price in a Sequential Auction. (1994).
Cited: 12 times.

(35) RePEc:kap:jrefec:v:17:y:1998:i:1:p:35-59 Predicting House Prices Using Multiple Listings Data. (1998).
Cited: 12 times.

(36) RePEc:kap:jrefec:v:14:y:1997:i:3:p:333-40 Using the Spatial Configuration of the Data to Improve Estimation. (1997).
Cited: 11 times.

(37) RePEc:kap:jrefec:v:23:y:2001:i:3:p:337-63 Credit Scoring and Mortgage Securitization: Implications for Mortgage Rates and Credit Availability. (2001).
Cited: 11 times.

(38) RePEc:kap:jrefec:v:28:y:2004:i:4:p:299-317 Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices (2004).
Cited: 11 times.

(39) RePEc:kap:jrefec:v:4:y:1991:i:2:p:99-125 Residential Real Estate Brokerage as a Principal-Agent Problem. (1991).
Cited: 11 times.

(40) RePEc:kap:jrefec:v:19:y:1999:i:1:p:21-47 Home Equity Insurance. (1999).
Cited: 11 times.

(41) RePEc:kap:jrefec:v:29:y:2004:i:3:p:341-354 Real Estate Versus Financial Wealth in Consumption (2004).
Cited: 11 times.

(42) RePEc:kap:jrefec:v:11:y:1995:i:1:p:5-36 The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment. (1995).
Cited: 11 times.

(43) RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:173-87 Frequency of Transaction and House Price Modeling. (1997).
Cited: 11 times.

(44) RePEc:kap:jrefec:v:3:y:1990:i:3:p:261-82 The Integration of the Real Estate Market and the Stock Market: Some Preliminary Evidence. (1990).
Cited: 11 times.

(45) RePEc:kap:jrefec:v:13:y:1996:i:3:p:219-35 Forecasting Connecticut Home Sales in a BVAR Framework Using Coincident and Leading Indexes. (1996).
Cited: 10 times.

(46) RePEc:kap:jrefec:v:2:y:1989:i:1:p:47-60 The Effect of Real Rates of Interest on Housing Prices. (1989).
Cited: 10 times.

(47) RePEc:kap:jrefec:v:14:y:1997:i:3:p:309-31 Mortgage Termination: An Empirical Hazard Model with a Stochastic Term Structure. (1997).
Cited: 10 times.

(48) RePEc:kap:jrefec:v:27:y:2003:i:3:p:279-301 Credit History and the Performance of Prime and Nonprime Mortgages. (2003).
Cited: 10 times.

(49) RePEc:kap:jrefec:v:5:y:1992:i:1:p:5-53 The Accuracy of Real Estate Indices: Repeat Sale Estimators. (1992).
Cited: 10 times.

(50) RePEc:kap:jrefec:v:4:y:1991:i:2:p:209-23 Valuing Long-Term Leases: The Option to Redevelop. (1991).
Cited: 10 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:bca:bocawp:07-2 Housing Market Cycles and Duration Dependence in the United States and Canada (2007). Bank of Canada / Working Papers

(2) RePEc:ire:issued:v:10:n:01:2007:p:93-118 Indices for Investment Benchmarking and Return Performance Analysis in Private Real Estate (2007). International Real Estate Review

(3) RePEc:ire:issued:v:10:n:02:2007:p:66-93 On the Stability of the Implicit Prices of Housing Attributes: A Dynamic Theory and Some Evidence (2007). International Real Estate Review

(4) RePEc:kap:jrefec:v:35:y:2007:i:3:p:225-251 Director Compensation and CEO Bargaining Power in REITs (2007). The Journal of Real Estate Finance and Economics

(5) RePEc:kap:jrefec:v:35:y:2007:i:4:p:385-410 CEO Involvement in Director Selection: Implications for REIT Dividend Policy (2007). The Journal of Real Estate Finance and Economics

(6) RePEc:pra:mprapa:3500 Modeling Long Memory in REITs (2007). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2006

(1) RePEc:fip:fedlwp:2006-027 The duration of foreclosures in the subprime mortgage market: a competing risks model with mixing (2006). Federal Reserve Bank of St. Louis / Working Papers

(2) RePEc:iis:dispap:iiisdp176 Shift versus traditional contagion in Asian markets (2006). IIIS / The Institute for International Integration Studies Discussion Paper Series

(3) RePEc:uct:uconnp:2006-25 An Economic Theory of Mortgage Redemption Laws (2006). University of Connecticut, Department of Economics / Working papers

Recent citations received in: 2005

(1) RePEc:chk:cuhkdc:00005 Intrinsic Cycles of Land Price: A Simple Model (2005). Chinese University of Hong Kong, Department of Economics / Discussion Papers

(2) RePEc:hud:wpaper:39137 The Relationship Between Homeowner Age and House Price Appreciation (2005). HUD USER, Economic Development / Economic Development Publications

(3) RePEc:kap:jrefec:v:31:y:2005:i:4:p:351-355 Introduction: The Dynamic Perspective in Urban Land Use Policy (2005). The Journal of Real Estate Finance and Economics

(4) RePEc:vic:vicewp:0516 On the Robustness of Racial Discrimination Findings in Mortgage Lending Studies (2005). Department of Economics, University of Victoria / Econometrics Working Papers

Recent citations received in: 2004

(1) RePEc:fip:fedgfe:2004-50 The long-run relationship between house prices and rents (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(2) RePEc:kap:jrefec:v:30:y:2004:i:2:p:167-196 On the Economics of Subprime Lending (2004). The Journal of Real Estate Finance and Economics

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Source data used to compute the impact factor of RePEc series.