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The journal of real estate finance and economics
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1
Volatility and the cross-section of real estate equity returns during covid-19
Milcheva, Stanimira
- In:
The journal of real estate finance and economics
65
(
2022
)
2
,
pp. 293-320
Persistent link: https://www.econbiz.de/10013438635
Saved in:
2
Betting against the sentiment in REIT NAV premiums
Letdin, Mariya
;
Sirmans, Stace
;
Sirmans, G. Stacy
- In:
The journal of real estate finance and economics
64
(
2022
)
4
,
pp. 590-614
Persistent link: https://www.econbiz.de/10013170494
Saved in:
3
Distress risk and stock returns on equity REITs
Shen, Jianfu
- In:
The journal of real estate finance and economics
62
(
2021
)
3
,
pp. 455-480
Persistent link: https://www.econbiz.de/10012495990
Saved in:
4
Modeling housing price dynamics and their impact on the cost of no-negative-equity-guarantees for equity releasing products
Huang, Jr-Wei
;
Yang, Sharon S.
;
Chang, Chuang-chang
- In:
The journal of real estate finance and economics
63
(
2021
)
2
,
pp. 249-279
Persistent link: https://www.econbiz.de/10012617461
Saved in:
5
The beta anomaly in the REIT market
Shen, Jianfu
;
Hui, Eddie Chi Man
;
Fan, Kwokyuen
- In:
The journal of real estate finance and economics
63
(
2021
)
3
,
pp. 414-436
Persistent link: https://www.econbiz.de/10012617500
Saved in:
6
Short-term and long-term discount rates for real estate investment trusts
Giaccotto, Carmelo
;
Giambona, Erasmo
;
Zhao, Yanhui
- In:
The journal of real estate finance and economics
63
(
2021
)
3
,
pp. 493-524
Persistent link: https://www.econbiz.de/10012617508
Saved in:
7
Mortgage risk premiums during the housing bubble
Levitin, Adam J.
;
Lin, Desen
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 421-468
Persistent link: https://www.econbiz.de/10012226691
Saved in:
8
The pricing of spatial linkages in companies’ underlying assets
Zhu, Bing
;
Milcheva, Stanimira
- In:
The journal of real estate finance and economics
61
(
2020
)
3
,
pp. 443-475
Persistent link: https://www.econbiz.de/10012293197
Saved in:
9
Computation of hedging coefficients for mortgage default and prepayment options : Malliavin calculus approach
Yilmaz, Bilgi
;
Selcuk-Kestel, A. Sevtap
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 673-697
Persistent link: https://www.econbiz.de/10012385119
Saved in:
10
Housing "beta" : common risk factor in returns of stocks
Baulkaran, Vishaal
;
Jain, Pawan
;
Sunderman, Mark A.
- In:
The journal of real estate finance and economics
58
(
2019
)
3
,
pp. 438-456
Persistent link: https://www.econbiz.de/10012152032
Saved in:
11
Asymmetric dependence in real estate investment trusts : an asset-pricing analysis
Alcock, Jamie
;
Andrlikova, Petra
- In:
The journal of real estate finance and economics
56
(
2018
)
2
,
pp. 183-216
Persistent link: https://www.econbiz.de/10011966511
Saved in:
12
The asymmetric conditional beta-return relations of reits
Glascock, John Leslie
;
Lu-Andrews, Ran
- In:
The journal of real estate finance and economics
57
(
2018
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10012038865
Saved in:
13
On the earnings and price momentum strategies : evidence from European real estate firms
Bron, Jochem J.
;
Ghosh, Chinmoy
;
Petrova, Milena
- In:
The journal of real estate finance and economics
57
(
2018
)
3
,
pp. 400-430
Persistent link: https://www.econbiz.de/10012038932
Saved in:
14
The cross section of expected real estate returns : insights from investment-based asset pricing
Bond, Shaun A.
;
Xue, Chen
- In:
The journal of real estate finance and economics
54
(
2017
)
3
,
pp. 403-428
Persistent link: https://www.econbiz.de/10011797637
Saved in:
15
Spillover risks in REITs and other asset markets
Chiang, Ming-Chu
;
Sing, Tien-foo
;
Tsai, I-Chun
- In:
The journal of real estate finance and economics
54
(
2017
)
4
,
pp. 579-604
Persistent link: https://www.econbiz.de/10011797681
Saved in:
16
REITs, growth options and beta
Tırtıroğlu, Doğan
;
Nguyen, Thu Ha
;
Tırtıroğlu, Ercan
- In:
The journal of real estate finance and economics
55
(
2017
)
3
,
pp. 370-394
Persistent link: https://www.econbiz.de/10011800655
Saved in:
17
Time-varying betas of US REITs from 1972 to 2013
Sing, Tien-foo
;
Tsai, I-Chun
;
Chen, Ming-Chi
- In:
The journal of real estate finance and economics
52
(
2016
)
1
,
pp. 50-72
Persistent link: https://www.econbiz.de/10011591419
Saved in:
18
Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
- In:
The journal of real estate finance and economics
50
(
2015
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
Saved in:
19
An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market
Das, Prashant K.
;
Freybote, Julia
;
Marcato, Gianluca
- In:
The journal of real estate finance and economics
51
(
2015
)
2
,
pp. 160-189
Persistent link: https://www.econbiz.de/10011474980
Saved in:
20
Myths and facts about the alleged over-pricing of US real estate : evidence from multi-factor asset pricing models of REIT returns
Guidolin, Massimo
;
Ravazzolo, Francesco
;
Tortora, …
- In:
The journal of real estate finance and economics
49
(
2014
)
4
,
pp. 477-523
Persistent link: https://www.econbiz.de/10010422266
Saved in:
21
Tracking the evolution of idiosyncratic risk and cross-sectional expected returns for US REITs
Cakici, Nusret
;
Erol, Isil
;
Tırtıroğlu, Doğan
- In:
The journal of real estate finance and economics
48
(
2014
)
3
,
pp. 415-440
Persistent link: https://www.econbiz.de/10010402358
Saved in:
22
Findings from a cross-sectional housing risk-factor model
Beracha, Eli
;
Skiba, Hilla
- In:
The journal of real estate finance and economics
47
(
2013
)
2
,
pp. 289-309
Persistent link: https://www.econbiz.de/10009781307
Saved in:
23
A top-down approach for asset-backed securities : a consistent way od managing prepayment, default and interest rate risks
Fermanian, Jean-David
- In:
The journal of real estate finance and economics
46
(
2013
)
3
,
pp. 480-515
Persistent link: https://www.econbiz.de/10009727565
Saved in:
24
Introduction to special issue of JREFE on REITs
Shilling, James D.
- In:
The journal of real estate finance and economics
43
(
2011
)
1/2
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009302963
Saved in:
25
Office building capitalization rates : the case of downtown Chicago
McDonald, John F.
;
Dermisi, Sofia
- In:
The journal of real estate finance and economics
39
(
2009
)
4
,
pp. 472-485
Persistent link: https://www.econbiz.de/10003899872
Saved in:
26
Idiosyncratic risk and REIT returns
Ooi, Joseph T. L.
;
Wang, Jingliang
;
Webb, James R.
- In:
The journal of real estate finance and economics
38
(
2009
)
4
,
pp. 420-442
Persistent link: https://www.econbiz.de/10003835212
Saved in:
27
Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong
;
Fan, Gang-zhi
;
Lim, Kian-Guan
- In:
The journal of real estate finance and economics
38
(
2009
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10003848944
Saved in:
28
Semi-analytical MBS pricing
Rom-Poulsen, Niels
- In:
The journal of real estate finance and economics
34
(
2007
)
4
,
pp. 463-498
Persistent link: https://www.econbiz.de/10003491287
Saved in:
29
Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B.
;
Keenan, Donald C.
;
Smurov, Alexey A.
- In:
The journal of real estate finance and economics
33
(
2006
)
3
,
pp. 183-196
Persistent link: https://www.econbiz.de/10003395831
Saved in:
30
The dividend pricing model: New evidence from the Korean Housing Market
Hwang, Min
;
Quigley, John M.
;
Son, Jae yeong
- In:
The journal of real estate finance and economics
32
(
2006
)
3
,
pp. 205-228
Persistent link: https://www.econbiz.de/10003308618
Saved in:
31
Robbing the bank : non-recourse lending and asset prices
Pavlov, Andrey D.
;
Wachter, Susan M.
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 147-160
Persistent link: https://www.econbiz.de/10001954697
Saved in:
32
Book assets, real estate, and returns on common stock
Hsieh, Cheng-ho
;
Peterson, James D.
- In:
The journal of real estate finance and economics
21
(
2000
)
3
,
pp. 221-233
Persistent link: https://www.econbiz.de/10001537206
Saved in:
33
The determinants of REIT institutional ownership : tests of the CAPM
Below, Scott D.
;
Stansell, Stanley R.
;
Coffin, Mark
- In:
The journal of real estate finance and economics
21
(
2000
)
3
,
pp. 263-278
Persistent link: https://www.econbiz.de/10001537213
Saved in:
34
Assessing the real estate pricing puzzle : a diagnostic application of the stochastic discounting factor to the distribution of REIT returns
Downs, David H.
- In:
The journal of real estate finance and economics
20
(
2000
)
2
,
pp. 155-175
Persistent link: https://www.econbiz.de/10001498667
Saved in:
35
Evaluating real estate valuation systems
Shiller, Robert J.
;
Weiss, Allan N.
- In:
The journal of real estate finance and economics
18
(
1999
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10001410532
Saved in:
36
A closed form formula for valuing mortgages
Collin-Dufresne, P.
;
Harding, John P.
- In:
The journal of real estate finance and economics
19
(
1999
)
2
,
pp. 133-146
Persistent link: https://www.econbiz.de/10001467668
Saved in:
37
Unobservable heterogeneity and rational learning : pool-specific versus generic mortgage-backed security prices
Stanton, Richard
- In:
The journal of real estate finance and economics
12
(
1996
)
3
,
pp. 243-263
Persistent link: https://www.econbiz.de/10001202827
Saved in:
38
The valuation at origination of fixed-rate mortgages with default and prepayment
Kau, James B.
;
Keenan, Donald C.
;
Muller, Walter J.
; …
- In:
The journal of real estate finance and economics
11
(
1995
),
pp. 5-36
Persistent link: https://www.econbiz.de/10001183762
Saved in:
39
Strategic default, workout, and commercial mortgage valuation
Riddiough, Timothy J.
- In:
The journal of real estate finance and economics
9
(
1994
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10001169501
Saved in:
40
Is there a real estate factor premium ?
Mei, Jianping
- In:
The journal of real estate finance and economics
9
(
1994
)
2
,
pp. 113-126
Persistent link: https://www.econbiz.de/10001173966
Saved in:
41
The pricing of FIREARMs (falling interest rate adjustable-rate mortgages)
Flesaker, Bjorn
- In:
The journal of real estate finance and economics
6
(
1993
)
2
,
pp. 251-275
Persistent link: https://www.econbiz.de/10001169276
Saved in:
42
Microfoundations of a mortgage prepayment function
Follain, James R.
- In:
The journal of real estate finance and economics
5
(
1992
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10001331924
Saved in:
43
The role of co-skewness in the pricing of real estate
Liu, Crocker H.
- In:
The journal of real estate finance and economics
5
(
1992
)
3
,
pp. 299-319
Persistent link: https://www.econbiz.de/10001159399
Saved in:
44
Valuing long-term leases : the option to redevelop
Capozza, Dennis R.
- In:
The journal of real estate finance and economics
4
(
1991
)
2
,
pp. 209-223
Persistent link: https://www.econbiz.de/10001331931
Saved in:
45
Real estate development as an option
Williams, Joseph T.
- In:
The journal of real estate finance and economics
4
(
1991
)
2
,
pp. 191-208
Persistent link: https://www.econbiz.de/10001331932
Saved in:
46
Empirical tests of real estate market efficiency
Guntermann, Karl L.
- In:
The journal of real estate finance and economics
4
(
1991
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10001159413
Saved in:
47
A description of farmland investor expectations
Tegene, Abebayehu
- In:
The journal of real estate finance and economics
4
(
1991
)
3
,
pp. 283-296
Persistent link: https://www.econbiz.de/10001159414
Saved in:
48
Modeling the behavior of real asset prices
Kim, Taewon
- In:
The journal of real estate finance and economics
4
(
1991
)
3
,
pp. 273-281
Persistent link: https://www.econbiz.de/10001159415
Saved in:
49
Pricing commercial mortgages and their mortgage-backed securities
Kau, James B.
(
contributor
)
- In:
The journal of real estate finance and economics
3
(
1990
)
4
,
pp. 333-356
Persistent link: https://www.econbiz.de/10001102018
Saved in:
50
The probability of prepayment
Chinloy, Peter
- In:
The journal of real estate finance and economics
2
(
1989
)
4
,
pp. 267-283
Persistent link: https://www.econbiz.de/10001169222
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