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.

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 0.18 35 118 73 12 0 3 0.09 0.08 1997 0.2 0.21 34 170 69 14 0 0.08 1998 0.14 0.22 34 251 69 10 0 1 0.03 0.1 1999 0.19 0.28 39 114 68 13 0 2 0.05 0.13 2000 0.15 0.37 37 123 73 11 0 1 0.03 0.16 2001 0.12 0.37 42 122 76 9 0 3 0.07 0.16 2002 0.16 0.41 27 111 79 13 0 2 0.07 0.19 2003 0.19 0.42 34 119 69 13 0 3 0.09 0.2 2004 0.21 0.47 49 132 61 13 23.1 3 0.06 0.21 2005 0.3 0.5 34 58 83 25 12 3 0.09 0.23 2006 0.27 0.51 40 100 83 22 18.2 4 0.1 0.22 2007 0.3 0.4 51 76 74 22 59.1 6 0.12 0.18 2008 0.22 0.42 44 37 91 20 30 4 0.09 0.21 2009 0.36 0.43 44 27 95 34 29.4 4 0.09 0.19
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: 76 times.

(2) RePEc:kap:jrefec:v:17:y:1998:i:1:p:61-85 Analysis of Spatial Autocorrelation in House Prices. (1998).
Cited: 42 times.

(3) RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:203-22 Spatial Dependence and House Price Index Construction. (1997).
Cited: 37 times.

(4) RePEc:kap:jrefec:v:6:y:1993:i:3:p:201-22 The Single Family Home in the Investment Portfolio. (1993).
Cited: 30 times.

(5) RePEc:kap:jrefec:v:4:y:1991:i:2:p:175-90 Risk and Return in Real Estate. (1991).
Cited: 30 times.

(6) RePEc:kap:jrefec:v:15:y:1997:i:2:p:159-80 Consumption and Investment Motives and the Portfolio Choices of Homeowners. (1997).
Cited: 30 times.

(7) 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: 29 times.

(8) RePEc:kap:jrefec:v:16:y:1998:i:1:p:55-73 Pricing Residential Amenities: The Value of a View. (1998).
Cited: 28 times.

(9) 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: 27 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:29:y:2004:i:3:p:341-354 Real Estate Versus Financial Wealth in Consumption (2004).
Cited: 22 times.

(12) RePEc:kap:jrefec:v:17:y:1998:i:1:p:5-13 Spatial Statistics and Real Estate. (1998).
Cited: 22 times.

(13) RePEc:kap:jrefec:v:14:y:1997:i:1-2:p:33-50 Sample Selection Bias and Repeat-Sales Index Estimates. (1997).
Cited: 22 times.

(14) 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: 21 times.

(15) RePEc:kap:jrefec:v:24:y:2002:i:1-2:p:167-200 Hedging Housing Risk. (2002).
Cited: 20 times.

(16) RePEc:kap:jrefec:v:4:y:1991:i:2:p:127-46 Price Formation and the Appraisal Function in Real Estate Markets. (1991).
Cited: 20 times.

(17) RePEc:kap:jrefec:v:13:y:1996:i:1:p:57-70 The Cultural Affinity Hypothesis and Mortgage Lending Decisions. (1996).
Cited: 19 times.

(18) RePEc:kap:jrefec:v:27:y:2003:i:3:p:279-301 Credit History and the Performance of Prime and Nonprime Mortgages. (2003).
Cited: 19 times.

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

(20) 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.

(21) RePEc:kap:jrefec:v:4:y:1991:i:3:p:327-45 Smoothing in Appraisal-Based Returns. (1991).
Cited: 18 times.

(22) 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: 17 times.

(23) RePEc:kap:jrefec:v:11:y:1995:i:2:p:99-117 Explicit Tests of Contingent Claims Models of Mortgage Default. (1995).
Cited: 17 times.

(24) 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: 17 times.

(25) 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: 16 times.

(26) RePEc:kap:jrefec:v:17:y:1998:i:1:p:35-59 Predicting House Prices Using Multiple Listings Data. (1998).
Cited: 16 times.

(27) RePEc:kap:jrefec:v:10:y:1995:i:2:p:95-119 The Persistence of Real Estate Cycles. (1995).
Cited: 15 times.

(28) RePEc:kap:jrefec:v:14:y:1997:i:3:p:283-307 Economic Risk Factors and Commercial Real Estate Returns. (1997).
Cited: 15 times.

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

(30) RePEc:kap:jrefec:v:14:y:1997:i:3:p:333-40 Using the Spatial Configuration of the Data to Improve Estimation. (1997).
Cited: 15 times.

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

(32) 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: 14 times.

(33) RePEc:kap:jrefec:v:32:y:2006:i:3:p:305-325 Multivariate Modeling of Daily REIT Volatility (2006).
Cited: 14 times.

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

(35) RePEc:kap:jrefec:v:16:y:1998:i:2:p:173-89 Transportation Improvements and Land Values in the Antebellum United States: A Hedonic Approach. (1998).
Cited: 14 times.

(36) 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: 14 times.

(37) RePEc:kap:jrefec:v:4:y:1991:i:2:p:99-125 Residential Real Estate Brokerage as a Principal-Agent Problem. (1991).
Cited: 14 times.

(38) RePEc:kap:jrefec:v:26:y:2003:i:1:p:95-111 The Trade-Off Between the Selling Price of Residential Properties and Time-on-the-Market: The Impact of Price Setting. (2003).
Cited: 14 times.

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

(40) RePEc:kap:jrefec:v:23:y:2001:i:1:p:5-30 Anisotropic Autocorrelation in House Prices. (2001).
Cited: 14 times.

(41) 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: 13 times.

(42) 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: 13 times.

(43) RePEc:kap:jrefec:v:12:y:1996:i:1:p:37-58 The Effects of Environmental Liability on Industrial Real Estate Development. (1996).
Cited: 13 times.

(44) 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.

(45) RePEc:kap:jrefec:v:17:y:1998:i:1:p:15-33 Spatiotemporal Autoregressive Models of Neighborhood Effects. (1998).
Cited: 13 times.

(46) RePEc:kap:jrefec:v:29:y:2004:i:4:p:365-392 Subprime Borrowers: Mortgage Transitions and Outcomes (2004).
Cited: 12 times.

(47) 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.

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

(49) RePEc:kap:jrefec:v:17:y:1998:i:3:p:245-62 The Variation of Economic Risk Premiums in Real Estate Returns. (1998).
Cited: 12 times.

(50) 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: 12 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:hal:journl:halshs-00374157 An Agent-Based Simulation of Rental Housing Markets (2009). Post-Print

(2) RePEc:kap:jgeosy:v:11:y:2009:i:4:p:317-332 The neighborhood effects of foreclosure (2009). Journal of Geographical Systems

(3) RePEc:kap:jrefec:v:39:y:2009:i:3:p:359-383 Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate (2009). The Journal of Real Estate Finance and Economics

(4) RePEc:rdg:repxwp:rep-wp2009-04 Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics (2009).

Recent citations received in: 2008

(1) RePEc:iis:dispap:iiisdp263 Bank Failures: The Limitations of Risk Modelling (2008). 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). 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). 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). Working Papers

(2) RePEc:iis:dispap:iiisdp176 Shift versus traditional contagion in Asian markets (2006). 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). NCEE Working Paper Series

(4) RePEc:uct:uconnp:2006-25 An Economic Theory of Mortgage Redemption Laws (2006). 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.