{"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":" ","pages":""},"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}
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":" ","pages":""},"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}
{"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":"1 1","pages":""},"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}
{"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":" ","pages":""},"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}
{"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":" ","pages":""},"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}
{"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":" ","pages":""},"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}
{"title":"The Effects of Government-Announced Soil Liquefaction Potential on Housing Prices in Reported Areas: A Two-Stage Spatial Quantile Regression Analysis","authors":"Chih-Min Liang, Chun-Chang Lee, J. Lee, Zheng Yu","doi":"10.1080/08965803.2020.1810524","DOIUrl":"https://doi.org/10.1080/08965803.2020.1810524","url":null,"abstract":"This study examines the effects of a government announcement of soil liquefaction potential on housing prices in the reported areas, and explores the rate at which these prices changed after the an...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2020-09-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1810524","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43439875","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}
{"title":"Measuring the Impact of Monetary Policy on Mortgage Rates","authors":"H. Guirguis, John Trieste","doi":"10.1080/08965803.2020.1807798","DOIUrl":"https://doi.org/10.1080/08965803.2020.1807798","url":null,"abstract":"This study examines the impact of United States monetary policies on domestic mortgage rates, incorporating a holistic set of macroeconomic variables in its analysis. Two obstacles have prevented t...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2020-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1807798","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46676232","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}
{"title":"Environmental and Security Risk Factors behind Mortgage Arrears in Israel","authors":"Yosi Borochov, B. Portnov, N. Biger","doi":"10.1080/08965803.2020.1806616","DOIUrl":"https://doi.org/10.1080/08965803.2020.1806616","url":null,"abstract":"If a mortgage borrower misses three or more payments, the loan moves into the mortgage arrears (MA) category. This study examines MA events in Israel from 2010 to 2016, focusing on the effect of se...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":" ","pages":""},"PeriodicalIF":0.8,"publicationDate":"2020-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/08965803.2020.1806616","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42052951","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}
{"title":"Tax Evasion in the Housing Market: Identification and Exploration","authors":"Danny Ben-Shahar,Roni Golan,Eyal Sulganik","doi":"10.1080/08965803.2020.1840899","DOIUrl":"https://doi.org/10.1080/08965803.2020.1840899","url":null,"abstract":"The real estate market is recognized as a fertile ground for tax violations. Specifically, reporting a price lower than the true transaction price in order to avoid tax payments is a prevalent tech...","PeriodicalId":51567,"journal":{"name":"Journal of Real Estate Research","volume":"12 1","pages":"315-340"},"PeriodicalIF":0.8,"publicationDate":"2020-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138534430","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}