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Journal of Real Estate Research最新文献

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Do Traditional Real Estate ETFs Increase the Volatility of REITs? 传统的房地产ETF会增加REITs的波动性吗？
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-12-08 DOI: 10.1080/08965803.2020.1844534
William G. Hardin, Catalina Hurwitz, A. Parhizgari
{"title":"Do Traditional Real Estate ETFs Increase the Volatility of REITs?","authors":"William G. Hardin, Catalina Hurwitz, A. Parhizgari","doi":"10.1080/08965803.2020.1844534","DOIUrl":"https://doi.org/10.1080/08965803.2020.1844534","url":null,"abstract":"We examine the impact of the introduction of traditional, non-U.S., real estate exchange traded funds (ETFs) on the realized volatility of real estate ETFs’ component stocks in a global setting. We...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1844534","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45834563","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
Interactions Between Housing Market and Stock Market in the United States: A Markov Switching Approach 美国住房市场与股票市场的相互作用:一个马尔可夫转换方法
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-12-01 DOI: 10.1080/08965803.2020.1837604
Ming-Chu Chiang, T. Sing, Long Wang
{"title":"Interactions Between Housing Market and Stock Market in the United States: A Markov Switching Approach","authors":"Ming-Chu Chiang, T. Sing, Long Wang","doi":"10.1080/08965803.2020.1837604","DOIUrl":"https://doi.org/10.1080/08965803.2020.1837604","url":null,"abstract":"This study uses the Markov switching vector autoregressive model (MSVAR) model to examine dynamic relationships between stock and housing market returns in the United States covering the period fro...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1837604","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42322852","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Do the Managers of Global Real Estate Mutual Funds Have Skills? 全球房地产共同基金经理有技能吗?
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-11-30 DOI: 10.1080/08965803.2022.2033398
B. MacGregor, Rainer Schulz, Yuan Zhao
{"title":"Do the Managers of Global Real Estate Mutual Funds Have Skills?","authors":"B. MacGregor, Rainer Schulz, Yuan Zhao","doi":"10.1080/08965803.2022.2033398","DOIUrl":"https://doi.org/10.1080/08965803.2022.2033398","url":null,"abstract":"","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49173088","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
The Impact of Municipal Water Use Restrictions on the Pricing of Water-Sensitive Features in Single-Family Homes 城市用水限制对单户住宅水敏感功能定价的影响
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-11-20 DOI: 10.1080/08965803.2020.1845553
Riëtte Carstens, Yi-ping Fang, J. Freybote
{"title":"The Impact of Municipal Water Use Restrictions on the Pricing of Water-Sensitive Features in Single-Family Homes","authors":"Riëtte Carstens, Yi-ping Fang, J. Freybote","doi":"10.1080/08965803.2020.1845553","DOIUrl":"https://doi.org/10.1080/08965803.2020.1845553","url":null,"abstract":"We investigate the impact of municipal water restrictions in response to a drought on the pricing of water-sensitive home features by homebuyers. In our empirical investigation, we focus on Cape To...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1845553","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42791931","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Which Sentiment Indicators Matter? Evidence from the European Commercial Real Estate Market 哪些情绪指标重要?来自欧洲商业房地产市场的证据
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-11-20 DOI: 10.1080/08965803.2020.1845562
S. Heinig, Anupam Nanda, S. Tsolacos
{"title":"Which Sentiment Indicators Matter? Evidence from the European Commercial Real Estate Market","authors":"S. Heinig, Anupam Nanda, S. Tsolacos","doi":"10.1080/08965803.2020.1845562","DOIUrl":"https://doi.org/10.1080/08965803.2020.1845562","url":null,"abstract":"Measuring sentiment has been at the center of research for many years. While direct sentiment measures are assumed to be more suitable, we examine the construction and U.S. ability of indirect meas...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-11-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1845562","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47712311","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
House Price Dynamics and Bank Herding: European Empirical Evidence 房价动态与银行羊群效应：欧洲经验证据
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-11-16 DOI: 10.1080/08965803.2020.1840897
António Miguel Martins, A. Serra, Francisco Vitorino Martins, S. Stevenson
{"title":"House Price Dynamics and Bank Herding: European Empirical Evidence","authors":"António Miguel Martins, A. Serra, Francisco Vitorino Martins, S. Stevenson","doi":"10.1080/08965803.2020.1840897","DOIUrl":"https://doi.org/10.1080/08965803.2020.1840897","url":null,"abstract":"This paper examines house price dynamics, bank herding behavior, and the linkages between them. The analysis presented indicates that prior to the financial crisis, non-fundamental factors played a...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-11-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1840897","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44726904","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Pricing of Presale Contracts with Macroeconomic Factors and Stochastic Basis Risk 考虑宏观经济因素和随机基风险的预售合同定价
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-11-16 DOI: 10.1080/08965803.2020.1846324
Chih‐Yuan Yang, Ming-chi Chen, Chia-Chien Chang
{"title":"Pricing of Presale Contracts with Macroeconomic Factors and Stochastic Basis Risk","authors":"Chih‐Yuan Yang, Ming-chi Chen, Chia-Chien Chang","doi":"10.1080/08965803.2020.1846324","DOIUrl":"https://doi.org/10.1080/08965803.2020.1846324","url":null,"abstract":"This study analyzes the stochastic basis risk (presale price minus spot housing price) of presale housing from the viewpoint of forward pricing. We employ the modified Brownian bridge process to de...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-11-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1846324","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41767631","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Price Discovery with Heterogeneous Sellers in Real Estate 房地产中异质卖家的价格发现
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-11-13 DOI: 10.1080/08965803.2020.1840898
Ping Cheng, Zhenguo Lin, Yingchun Liu
{"title":"Price Discovery with Heterogeneous Sellers in Real Estate","authors":"Ping Cheng, Zhenguo Lin, Yingchun Liu","doi":"10.1080/08965803.2020.1840898","DOIUrl":"https://doi.org/10.1080/08965803.2020.1840898","url":null,"abstract":"This paper provides a theoretical framework to examine how the differences in seller motivation can potentially affect the distribution of home prices. Heterogeneous seller behavior, strategies, an...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1840898","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48742845","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
The Spatial and Time-Varying Contagion Effect of Foreclosures 丧失抵押品赎回权的空间和时变传染效应
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-10-27 DOI: 10.1080/08965803.2020.1829426
Qin Fan, J. Hansz
{"title":"The Spatial and Time-Varying Contagion Effect of Foreclosures","authors":"Qin Fan, J. Hansz","doi":"10.1080/08965803.2020.1829426","DOIUrl":"https://doi.org/10.1080/08965803.2020.1829426","url":null,"abstract":"We employ a Cox proportional hazard model to examine the effect of observed mortgage defaults within a neighborhood on homeowners’ strategic default decisions, using multiple datasets from the Fres...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1829426","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46505659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
To Airbnb? Factors Impacting Short-Term Leasing Preference Airbnb吗?影响短期租赁偏好的因素
IF 0.8 4区 经济学
Journal of Real Estate Research Pub Date : 2020-10-14 DOI: 10.1080/08965803.2020.1826782
Andy Krause, G. Aschwanden
{"title":"To Airbnb? Factors Impacting Short-Term Leasing Preference","authors":"Andy Krause, G. Aschwanden","doi":"10.1080/08965803.2020.1826782","DOIUrl":"https://doi.org/10.1080/08965803.2020.1826782","url":null,"abstract":"The growth of Airbnb and other short-term rental platforms have presented absentee owners of urban residential properties with a choice of leasing strategy: traditional long-term rental or a short-...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":null,"pages":null},"PeriodicalIF":0.8,"publicationDate":"2020-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1826782","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46018823","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
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