.
Ambrose, Brent W.'s
Scholarly Papers
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Aggregate Statistics
Total Downloads
8,579
Total
Citations
160
1.
Commercial Mortgage-backed Securities: Prepayment and Default
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Ambrose, Brent W. Pennsylvania State University
Sanders, Anthony B. George Mason University - School of Management
Posted:
04 Feb 02
Last Revised:
14 Aug 02
2,613
(1,760)
28
Ambrose, Brent W. Pennsylvania State University
Sanders, Anthony B. George Mason University - School of Management
0
commercial mortgage-backed securities, competing risks, prepayment, default
Ambrose, Brent W. Pennsylvania State University
Sanders, Anthony B. George Mason University - School of Management
2,613
28
Commercial Mortgage-backed Securities, Competing Risks, Prepayment, Default
2.
Ambrose, Brent W. Pennsylvania State University
LaCour-Little, Michael California State University at Fullerton
Sanders, Anthony B. George Mason University - School of Management
766
(14,047)
27
Mortgage yield spreads, securitization, government-sponsored enterprise
3.
Ambrose, Brent W. Pennsylvania State University
LaCour-Little, Michael California State University at Fullerton
Sanders, Anthony B. George Mason University - School of Management
733
(14,954)
27
Banks, debt, securitization, regulatory capital
4.
Ambrose, Brent W. Pennsylvania State University
Buttimer, Richard J. University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
729
(15,081)
15
5.
Ambrose, Brent W. Pennsylvania State University
Eichholtz, Piet M. A. University of Maastricht - Limburg Institute of Financial Economics (LIFE)
Lindenthal, Thies Massachusetts Institute of Technology (MIT) - Center for Real Estate
Posted:
28 Jul 09
Last Revised:
19 Feb 13
618
(19,173)
4
house prices, rents, fundamentals, bubbles
6.
An Empirical Analysis of Home Equity Loan and Line Performance
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Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Liu, Chunlin University of Nevada, Reno - College of Business
Posted:
17 Sep 04
Last Revised:
19 Apr 05
356
(39,309)
9
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Liu, Chunlin University of Nevada, Reno - College of Business
0
Home Equity Loans and Lines, Prepayment, Capital Regulations
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Liu, Chunlin University of Nevada, Reno - College of Business
356
9
Home Equity Loans and Lines, Prepayment, Capital Regulations
7.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
348
(40,458)
consumer debt, auto loans, household finance, prepayment, default, Financial Institutions and Services, Duration Analysis, Personal Finance, Asymmetric and Private Information
8.
High LTV Loans and Credit Risk
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Ambrose, Brent W. Pennsylvania State University
Sanders, Anthony B. George Mason University - School of Management
Posted:
02 Dec 03
Last Revised:
22 Jun 04
322
(44,369)
Ambrose, Brent W. Pennsylvania State University
Sanders, Anthony B. George Mason University - School of Management
0
Credit risk, high LTV, loan-to-value, mortgage
Ambrose, Brent W. Pennsylvania State University
Sanders, Anthony B. George Mason University - School of Management
322
credit risk, high LTV, loan-to-value, mortgage
9.
Fallen Angels and Price Pressure
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Ambrose, Brent W. Pennsylvania State University
Cai, Kelly Nianyun University of Michigan at Dearborn - School of Management
Helwege, Jean University of South Carolina
Posted:
16 May 09
Last Revised:
02 Jun 11
270
(54,404)
6
Ambrose, Brent W. Pennsylvania State University
Cai, Kelly Nianyun University of Michigan at Dearborn - School of Management
Helwege, Jean University of South Carolina
53
6
price pressure, sunshine trading, informed trader, fallen angel bonds, insurance
Ambrose, Brent W. Pennsylvania State University
Cai, Kelly Nianyun University of Michigan at Dearborn - School of Management
Helwege, Jean University of South Carolina
Posted:
16 May 09
Last Revised:
02 Jun 11
217
6
Price Pressure, Sunshine Trading, Informed Trader, Fallen Angel Bonds, Insurance Companies
10.
Ambrose, Brent W. Pennsylvania State University
LaCour-Little, Michael California State University at Fullerton
Huszar, Zsuzsa R. National University of Singapore
234
(63,625)
10
adjustable rate mortgage, prepayment, default
11.
Comovement After Joining an Index: Spillovers of Nonfundamental Effects
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Ambrose, Brent W. Pennsylvania State University
Lee, Dong Wook Korea University Business School
Peek, Joe Federal Reserve Banks - Federal Reserve Bank of Boston
Posted:
17 Jun 04
Last Revised:
10 Apr 07
223
(66,960)
3
Ambrose, Brent W. Pennsylvania State University
Lee, Dong Wook Korea University Business School
Peek, Joe Federal Reserve Banks - Federal Reserve Bank of Boston
33
3
Ambrose, Brent W. Pennsylvania State University
Lee, Dong Wook Korea University Business School
Peek, Joe Federal Reserve Banks - Federal Reserve Bank of Boston
190
3
category model, spillover effect, REITs, stock market index
12.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Huang, Hongming National Central University at Taiwan
Yildirim, Yildiray Syracuse University - Whitman School of Management
181
(82,408)
3
leasing valuation, credit risk, endogenous default
13.
Ambrose, Brent W. Pennsylvania State University
Bian, Xun Longwood University
174
(85,593)
REIT, Earnings, Market Efficiency
14.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Liu, Chunlin University of Nevada, Reno - College of Business
153
(96,260)
1
Asymmetric Information, Contract Frictions, Screening, Banking, Home Equity Lending
15.
Ambrose, Brent W. Pennsylvania State University
Bond, Shaun A. University of Cincinnati
Ooi, Joseph T. L. National University of Singapore - Department of Real Estate
129
(111,395)
REITs, Commercial Real Estate, Secured Debt, Performance
16.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Yildirim, Yildiray Syracuse University - Whitman School of Management
Posted:
21 May 10
Last Revised:
03 Feb 11
105
(130,739)
1
Subprime, Default, Portfolio Risk
17.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Sanders, Anthony B. George Mason University - School of Management
104
(131,681)
4
Subprime mortgages, default, house price appreciation, Externalities
18.
Ambrose, Brent W. Pennsylvania State University
Sanders, Anthony B. George Mason University - School of Management
Yavas, Abdullah University of Wisconsin-Madison
71
(168,098)
Special Severicer, CMBS, Default, Asymmetric Information
19.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Liu, Chunlin University of Nevada, Reno - College of Business
70
(169,475)
Consumer Credit, Mortgages, Micro-finance, Information Asymmetry, household finance
20.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Posted:
17 Nov 08
Last Revised:
14 Dec 08
64
(177,876)
2
Persuasion, Advertising, Contract Choice, Home-equity Lending
21.
Ambrose, Brent W. Pennsylvania State University
Buttimer, Richard J. University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
63
(179,406)
1
Mortgage Default, Foreclosure, Modification
22.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Liu, Chunlin University of Nevada, Reno - College of Business
53
(195,373)
2
Information, Contract Frictions, Screening, Banking, Home Equity Lending
23.
Ambrose, Brent W. Pennsylvania State University
Yildirim, Yildiray Syracuse University - Whitman School of Management
Posted:
01 Oct 08
Last Revised:
03 Feb 11
45
(209,910)
2
leasing valuation, credit risk, reduced form model
24.
Ambrose, Brent W. Pennsylvania State University
Cheng, Yiying University of North Carolina (UNC) at Charlotte
King, Tao-Hsien Dolly University of North Carolina (UNC) at Charlotte - Department of Finance
Posted:
14 Aug 12
Last Revised:
27 Mar 13
31
(240,772)
25.
Pricing Upward-Only Adjusting Leases
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Ambrose, Brent W. Pennsylvania State University
Hendershott, Patric H. University of Aberdeen - Centre for Property Research
Klosek, Malgorzata M. National Institutes of Health (NIH)
Posted:
18 May 00
Last Revised:
05 Jun 02
31
(240,772)
8
Ambrose, Brent W. Pennsylvania State University
Hendershott, Patric H. University of Aberdeen - Centre for Property Research
Klosek, Malgorzata M. National Institutes of Health (NIH)
0
leases, real options, effective rents
Ambrose, Brent W. Pennsylvania State University
Hendershott, Patric H. University of Aberdeen - Centre for Property Research
Klosek, Malgorzata M. National Institutes of Health (NIH)
31
8
26.
Mortgage Brokers, Origination Fees, Price Transparency and Competition
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Ambrose, Brent W. Pennsylvania State University
Conklin, James N. affiliation not provided to SSRN
Posted:
26 Sep 12
Last Revised:
28 Sep 12
28
(249,067)
Ambrose, Brent W. Pennsylvania State University
Conklin, James Pennsylvania State University
0
Mortgage Brokerage, Competition, Subprime, Cost, Price Transparency
Ambrose, Brent W. Pennsylvania State University
Conklin, James N. affiliation not provided to SSRN
28
Mortgage Brokerage, Competition, Subprime, Cost, Price Transparency
27.
Ambrose, Brent W. Pennsylvania State University
Conklin, James Pennsylvania State University
Posted:
26 Mar 12
Last Revised:
27 Sep 12
26
(255,185)
Mortgage Brokerage, Competition, Subprime, Cost
28.
Ambrose, Brent W. Pennsylvania State University
Coulson, N. Edward Pennsylvania State University, College of the Liberal Arts - Department of Economic
Yoshida, Jiro Pennsylvania State University
24
(261,660)
Residential Leases, Repeat Sales Index, Housing
29.
Ambrose, Brent W. Pennsylvania State University
Cheng, Yiying University of North Carolina (UNC) at Charlotte
King, Tao-Hsien Dolly University of North Carolina (UNC) at Charlotte - Department of Finance
10
(310,607)
FDIC, Temporary Liquidity Guarantee, Financial Crisis, Fixed Income
30.
Ambrose, Brent W. Pennsylvania State University
Peek, Joe Federal Reserve Banks - Federal Reserve Bank of Boston
3
(331,326)
1
31.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Sanders, Anthony B. Independent
1
(343,482)
3
32.
Ambrose, Brent W. Pennsylvania State University
Lee, Dong Wook affiliation not provided to SSRN
1
(343,482)
2
33.
Ambrose, Brent W. Pennsylvania State University
Buttimer Jr., Richard J. affiliation not provided to SSRN
0
(349,480)
1
34.
Ambrose, Brent W. Pennsylvania State University
Highfield, Michael J. Mississippi State University - Department of Finance and Economics
Linneman, Peter University of Pennsylvania - Real Estate Department
35.
Ambrose, Brent W. Pennsylvania State University
Bian, Xun Longwood University
LaCour-Little, Michael California State University at Fullerton
36.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Sanders, Anthony B. George Mason University - School of Management
Subprime mortgages; default; house price appreciation
37.
Agarwal, Sumit National University of Singapore
Ambrose, Brent W. Pennsylvania State University
Chomsisengphet, Souphala Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Consumer debt, consumption decisions, prepayment, default
38.
Ambrose, Brent W. Pennsylvania State University
Agarwal, Sumit National University of Singapore
Liu, Chunlin University of Rhode Island
Home equity lines, prepayment, banks
39.
Ambrose, Brent W. Pennsylvania State University
Real Options, Development, Government Intervention
40.
Ambrose, Brent W. Pennsylvania State University
Buttimer, Richard J. University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Government Sponsored Enterprise, mortgage markets
41.
Ambrose, Brent W. Pennsylvania State University
Benjamin, John D. American University - Kogod School of Business
Chinloy, Peter T. American University - Department of Finance and Real Estate
commercial mortgages, bank lending, underwriting standards, loan commitments, origination, credit allocation, loan-to-value ratio
42.
Ambrose, Brent W. Pennsylvania State University
Deng, Yongheng National University of Singapore (NUS) - Institute of Real Estate Studies
Capone, Charles A. U.S. Department of Housing and Urban Development
mortgage default, loss severity, foreclosure
43.
Ambrose, Brent W. Pennsylvania State University
Warga, Arthur University of Houston - Department of Finance
government sponsored enterprises, yield spreads
44.
Ambrose, Brent W. Pennsylvania State University
Buttimer, Richard J. University of North Carolina (UNC) at Charlotte - Department of Finance & Business Law
Thibodeau, Thomas G. University of Colorado at Boulder - Leeds School of Business
Mortgages, Government Sponsored Enterprises, Mortgage Rate Spreads, House Price Volatility
45.
Ambrose, Brent W. Pennsylvania State University
Ehrlich, Steven R. Government of the United States of America - Office of Policy Development & Research
Hughes Jr., William T. MIT Realty Advisors
Wachter, Susan M. University of Pennsylvania - Wharton School, Department of Real Estate
REITs, Economies of Scale
46.
LaCour-Little, Michael California State University at Fullerton
Ambrose, Brent W. Pennsylvania State University
47.
Ambrose, Brent W. Pennsylvania State University
Capone, Charles A. U.S. Department of Housing and Urban Development
48.
Ambrose, Brent W. Pennsylvania State University
Benjamin, John D. American University - Kogod School of Business
Chinloy, Peter T. American University - Department of Finance and Real Estate
49.
Ambrose, Brent W. Pennsylvania State University
Warga, Arthur University of Houston - Department of Finance
50.
Ambrose, Brent W. Pennsylvania State University
Goetzmann, William N. Yale School of Management - International Center for Finance
51.
Ambrose, Brent W. Pennsylvania State University
Capone, Charles A. U.S. Department of Housing and Urban Development