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 35 106 73 12 0 3 0.09 0.08 1997 0.2 0.22 34 154 69 14 0 0.09 1998 0.14 0.25 34 204 69 10 0 1 0.03 0.1 1999 0.19 0.31 38 102 68 13 0 1 0.03 0.15 2000 0.14 0.42 37 115 72 10 0 1 0.03 0.19 2001 0.12 0.41 42 103 75 9 0 3 0.07 0.16 2002 0.16 0.44 27 96 79 13 0 2 0.07 0.2 2003 0.17 0.46 34 98 69 12 0 3 0.09 0.21 2004 0.23 0.51 49 102 61 14 21.4 3 0.06 0.23 2005 0.3 0.54 34 39 83 25 12 3 0.09 0.24 2006 0.25 0.56 40 71 83 21 19 4 0.1 0.24 2007 0.3 0.45 51 45 74 22 59.1 6 0.12 0.21 2008 0.21 0.5 44 20 91 19 31.6 4 0.09 0.24
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: 58 times.

(2) RePEc:kap:jrefec:v:17:y:1998:i:1:p:61-85 Analysis of Spatial Autocorrelation in House Prices. (1998).
Cited: 34 times.

(3) RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:203-22 Spatial Dependence and House Price Index Construction. (1997).
Cited: 33 times.

(4) RePEc:kap:jrefec:v:4:y:1991:i:2:p:175-90 Risk and Return in Real Estate. (1991).
Cited: 28 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: 27 times.

(6) 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: 27 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: 25 times.

(8) RePEc:kap:jrefec:v:16:y:1998:i:1:p:55-73 Pricing Residential Amenities: The Value of a View. (1998).
Cited: 25 times.

(9) RePEc:kap:jrefec:v:6:y:1993:i:3:p:201-22 The Single Family Home in the Investment Portfolio. (1993).
Cited: 25 times.

(10) RePEc:kap:jrefec:v:4:y:1991:i:2:p:191-208 Real Estate Development as an Option. (1991).
Cited: 24 times.

(11) RePEc:kap:jrefec:v:4:y:1991:i:2:p:127-46 Price Formation and the Appraisal Function in Real Estate Markets. (1991).
Cited: 19 times.

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

(13) 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: 19 times.

(14) RePEc:kap:jrefec:v:4:y:1991:i:3:p:327-45 Smoothing in Appraisal-Based Returns. (1991).
Cited: 19 times.

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

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

(17) 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: 18 times.

(18) RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:33-50 Sample Selection Bias and Repeat-Sales Index Estimates. (1997).
Cited: 18 times.

(19) 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.

(20) RePEc:kap:jrefec:v:27:y:2003:i:3:p:279-301 Credit History and the Performance of Prime and Nonprime Mortgages. (2003).
Cited: 17 times.

(21) RePEc:kap:jrefec:v:18:y:1999:i:1:p:9-23 Why Dont We Know More about Housing Supply? (1999).
Cited: 17 times.

(22) RePEc:kap:jrefec:v:29:y:2004:i:3:p:341-354 Real Estate Versus Financial Wealth in Consumption (2004).
Cited: 16 times.

(23) RePEc:kap:jrefec:v:25:y:2002:i:2-3:p:129-50 Measuring Potential GSE Funding Advantages. (2002).
Cited: 16 times.

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

(26) 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.

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

(28) 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: 14 times.

(29) RePEc:kap:jrefec:v:17:y:1998:i:1:p:35-59 Predicting House Prices Using Multiple Listings Data. (1998).
Cited: 14 times.

(30) RePEc:kap:jrefec:v:29:y:2004:i:4:p:393-410 The Neighborhood Distribution of Subprime Mortgage Lending (2004).
Cited: 14 times.

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

(32) 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: 13 times.

(33) 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.

(34) 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.

(35) RePEc:kap:jrefec:v:4:y:1991:i:2:p:99-125 Residential Real Estate Brokerage as a Principal-Agent Problem. (1991).
Cited: 12 times.

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

(37) 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.

(38) RePEc:kap:jrefec:v:14:y:1997:i:3:p:333-40 Using the Spatial Configuration of the Data to Improve Estimation. (1997).
Cited: 12 times.

(39) 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: 12 times.

(40) RePEc:kap:jrefec:v:12:y:1996:i:1:p:37-58 The Effects of Environmental Liability on Industrial Real Estate Development. (1996).
Cited: 12 times.

(41) RePEc:kap:jrefec:v:14:y:1997:i:3:p:283-307 Economic Risk Factors and Commercial Real Estate Returns. (1997).
Cited: 12 times.

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

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

(44) RePEc:kap:jrefec:v:4:y:1991:i:2:p:157-73 For Sale by Owner: When to Use a Broker and How to Price the House. (1991).
Cited: 11 times.

(45) RePEc:kap:jrefec:v:5:y:1992:i:1:p:5-53 The Accuracy of Real Estate Indices: Repeat Sale Estimators. (1992).
Cited: 11 times.

(46) 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: 11 times.

(47) RePEc:kap:jrefec:v:10:y:1995:i:3:p:225-59 Real Estate Is Not Normal: A Fresh Look at Real Estate Return Distributions. (1995).
Cited: 11 times.

(48) 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.

(49) 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.

(50) RePEc:kap:jrefec:v:26:y:2003:i:2-3:p:179-96 Commercial Mortgage-Backed Securities: Prepayment and Default. (2003).
Cited: 10 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

(1) RePEc:iis:dispap:iiisdp263 Bank Failures: The Limitations of Risk Modelling (2008). IIIS / The Institute for International Integration Studies Discussion Paper Series

(2) RePEc:kap:jrefec:v:37:y:2008:i:3:p:211-231 Neutral Property Taxation Under Uncertainty (2008). The Journal of Real Estate Finance and Economics

(3) RePEc:rdg:repxwp:rep-wp2008-05 Hedging Effectiveness of Total Returns Swaps: Application to the Japanese Market (2008).

(4) RePEc:rdg:repxwp:rep-wp2008-09 Green Noise or Green Value? Measuring the Price Effects of Environmental Certification in Commercial Buildings (2008).

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:nev:wpaper:wp200603 Measuring the Social Benefits of EPA Land Cleanup and Reuse Programs (2006). National Center for Environmental Economics, U.S. Environmental Protection Agency / NCEE Working Paper Series

(4) 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: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

(3) 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

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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