Search Results
JEL Code: R33

51,672 Total downloads

Viewing: 1 - 50 of 271 papers

1.

Global Real Estate Markets: Cycles and Fundamentals

Yale ICF Working Paper No. 99-03
Number of pages: 23 Posted: 05 Apr 1999
Working Paper Series
Fannie Mae, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Multiple version iconThere are 2 versions of this paper

Downloads 6,198
2.

Institutional Perspectives on Real Estate Investing: The Role of Risk and Uncertainty

Yale ICF Working Paper No. 05-20
Number of pages: 35 Posted: 08 Jun 2005
Working Paper Series
Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 3,303
3.

The Performance of Real Estate Portfolios: A Simulation Approach

Yale ICF Working Paper No. 05-07
Number of pages: 26 Posted: 19 Apr 2005
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance and Yale School of Management - International Center for Finance
Downloads 2,173
4.

The Capital Structure Decision for Listed Real Estate Companies

Number of pages: 33 Posted: 20 Jan 2006
Working Paper Series
UQ Business School and University of Cambridge - Department of Land Economy
Downloads 1,639
5.

An Overview of Equity Real Estate Investment Trusts (REITs): 1993-2009

Journal of Real Estate Literature, Vol. 19, No. 2, pp. 307-343, 2011
Number of pages: 52 Posted: 19 Jan 2011 Last Revised: 08 Nov 2011
Accepted Paper Series
Union College, Lehigh University - Perella Department of Finance and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law
Downloads 1,306
6.

Forecasting Real Estate Prices

Handbook of Economic Forecasting: Vol II, G. Elliott and A. Timmermann, eds., Elsevier, 2012
Number of pages: 91 Posted: 21 Apr 2013
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School, Swiss Finance Institute, Massachusetts Institute of Technology and University of California, San Diego (UCSD) - Rady School of Management
Downloads 1,219
7.

International Real Estate Returns: A Multifactor, Multicountry Approach

Dice Center Working Paper No. 2003-8
Number of pages: 28 Posted: 06 Jun 2003
Working Paper Series
UQ Business School, Cornell University - Samuel Curtis Johnson Graduate School of Management and George Mason University - School of Business
Downloads 1,216
8.

Behavioural Real Estate

Journal of Real Estate Literature, Forthcoming
Number of pages: 40 Posted: 04 Jul 2013 Last Revised: 06 May 2016
Accepted Paper Series
The Research Laboratory for Behavioral Finance and Vrije Universiteit Amsterdam
Downloads 995
9.

The Financial Rewards of Sustainability: A Global Performance Study of Real Estate Investment Trusts

Number of pages: 22 Posted: 18 Jun 2015
Working Paper Series
University of Cambridge - Department of Land Economy
Downloads 984
10.

Are REITs Real Estate? Evidence from International Sector Level Data

Swiss Finance Institute Research Paper No. 12-15
Number of pages: 50 Posted: 05 Apr 2012
Working Paper Series
University of Geneva - Geneva School of Economics and Management (GSEM) and University of Turku, Department of Economics
Downloads 909
11.

The Inflation Hedging Characteristics of U.S. And U.K. Investments: A Multi-Factor Error Correction Approach

Journal of Real Estate Finance and Economics, Vol. 38, No. 2, 2008, Swiss Finance Institute Research Paper No. 06-4
Number of pages: 57 Posted: 21 Jun 2006
Accepted Paper Series
University of Geneva - Geneva School of Economics and Management (GSEM), University of Cambridge - Department of Land Economy and University of Aberdeen - Centre for Property Research
Downloads 884
12.

The Performance and Diversification Benefits of European Public Real Estate Securities

Number of pages: 41 Posted: 18 Apr 2006
Working Paper Series
UQ Business School and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 837
13.

Asset Allocation, Cross-Class Correlation and the Structure of Property Returns

Land Management Working Paper No. 07/99
Number of pages: 15 Posted: 01 Dec 1999
Working Paper Series
University of Reading - Department of Real Estate and Planning and University of Cambridge - Department of Land Economy
Downloads 775
14.

REITS and Underlying Real Estate Markets: Is There a Link?

U of Penn, Inst for Law & Econ Research Paper No. 11-20
Number of pages: 71 Posted: 07 Jul 2011
Working Paper Series
Simon Fraser University (SFU) - Finance Area and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 685
15.

Skyscraper Height and the Business Cycle: Separating Myth from Reality

Number of pages: 37 Posted: 10 Dec 2011 Last Revised: 16 Jul 2014
Working Paper Series
Newark College of Arts & Sciences - Department of Economics, Rutgers University, Department of Economics and Department of Economics, Rutgers University, Newark
Downloads 606
16.

Office Rent Determinants: A Hedonic Panel Analysis

Number of pages: 47 Posted: 23 Oct 2007
Working Paper Series
University of Cambridge - Department of Land Economy
Downloads 531
17.

Evaluating Real Estate Development Using Real Options Analysis

Number of pages: 20 Posted: 09 Nov 2009
Working Paper Series
Victoria University of Wellington - School of Economics & Finance
Downloads 527
18.

Managing Real Estate Investments: A Review of International Concepts and Definitions

Number of pages: 15 Posted: 29 May 2009
Working Paper Series
University of Cambridge - Department of Land Economy
Downloads 523
20.

Controlling for Variable Liquidity and Selection Bias in Indices of Private Asset Market Values

Number of pages: 54 Posted: 08 Apr 2002
Working Paper Series
Indiana University - Kelley School of Business - Department of Finance, Florida State University, affiliation not provided to SSRN and Ohio State University (OSU) - Economics
Downloads 502
21.

Insights into Land Acqusition Experiences of Private Businesses in India

XLRI Jamshedpur Working Paper No. 08-11
Number of pages: 20 Posted: 05 Nov 2008
Working Paper Series
XLRI Jamshedpur - School of Human Resources, XLRI Jamshedpur - School of Human Resources and Lal Bahadur Shastri National Academy of Administration (LBSNAA)
Downloads 468
22.

Investors Effect on Household Real Estate Affordability

Kreisman Working Papers Series in Housing Law and Policy No. 22
Number of pages: 40 Posted: 05 May 2015 Last Revised: 07 May 2015
Working Paper Series
The University of Chicago
Downloads 467
23.

Commercial Mortgage Terminations: Evidence from CMBS

Number of pages: 22 Posted: 11 Mar 2005
Working Paper Series
Wisconsin School of Business, University of Wisconsin-Madison, University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased) and George Mason University - School of Business
Downloads 461
24.

Property Value Impacts of an Environmental Disamenity

Number of pages: 22 Posted: 14 Nov 2001
Working Paper Series
Auburn University - Department of Agricultural Economics and Rural Sociology, Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics, Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics and Ohio State University (OSU) - Department of Agricultural, Environmental & Development Economics

Multiple version iconThere are 2 versions of this paper

Downloads 457
25.

Re-Thinking Commercial Real Estate Market Segmentation

Number of pages: 24 Posted: 17 Oct 2010 Last Revised: 03 Jun 2012
Working Paper Series
University of Cambridge - Department of Land Economy and Henley Business School - University of Reading
Downloads 442
26.

Exogenous Shocks and Real Estate Rental Markets: An Event Study of the 9/11 Attacks and Their Impact on the New York Office Market

Number of pages: 22 Posted: 15 Sep 2005
Working Paper Series
University of Cambridge - Department of Land Economy
Downloads 435
27.

Global Securitized Real Estate Benchmarks and Performance

Journal of Real Estate Portfolio Management, Vol. 15, No. 1, 2009, Swiss Finance Institute Research Paper No. 08-39
Number of pages: 37 Posted: 21 Nov 2008 Last Revised: 25 Sep 2009
Accepted Paper Series
IAZI AG - CIFI SA and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 432
28.

Forecasting the Manhattan Office Market with a Simultaneous Equation Model

Number of pages: 34 Posted: 25 Oct 2004
Working Paper Series
University of Cambridge - Department of Land Economy
Downloads 427
29.

Real Estate Exposure and Asset Intensity

Number of pages: 16 Posted: 22 Oct 1999
Working Paper Series
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS)

Multiple version iconThere are 2 versions of this paper

Downloads 406
30.

Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market

Cass Business School Research Paper
Number of pages: 26 Posted: 20 Jan 2006
Working Paper Series
UQ Business School, Sungkyunkwan University - Department of Economics, Florida International University (FIU) - Hollo School of Real Estate and University of California, Irvine - Paul Merage School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 385
31.

Extrapolation Theory and the Pricing of REIT Stocks

Journal of Real Estate Research, Vol. 29, No. 1, 2007
Number of pages: 30 Posted: 12 Apr 2007 Last Revised: 14 Nov 2007
Accepted Paper Series
National University of Singapore (NUS) - Department of Real Estate, Cleveland State University and National University of Singapore (NUS)
Downloads 383
32.

Alpha and Persistence in Real Estate Fund Performance

Number of pages: 30 Posted: 19 Mar 2009
Working Paper Series
UQ Business School and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 380
33.

Suggested vs. Actual Institutional Allocation to Real Estate in Europe: A Matter of Size

FAME Research Paper No. 149
Number of pages: 26 Posted: 08 Aug 2005
Working Paper Series
University of Geneva - Geneva School of Economics and Management (GSEM) and Aberdeen Property Investors Nordic Region
Downloads 375
34.

Transaction-Based and Appraisal-Based Capitalization Rate Determinants

Swiss Finance Institute Research Paper No. 12-28
Number of pages: 39 Posted: 30 Aug 2012
Working Paper Series
Universitiy of Geneva and University of Geneva - Geneva School of Economics and Management (GSEM)
Downloads 375
35.

Why are REITS Currently so Expensive?

Number of pages: 53 Posted: 29 Apr 2017 Last Revised: 31 Aug 2017
Working Paper Series
Columbia University Graduate School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 375
36.
Downloads 361
37.

Real Estate and Real Estate Finance as a Research Field – An International Overview

Number of pages: 49 Posted: 06 Mar 2011 Last Revised: 01 Aug 2011
Working Paper Series
RWTH Aachen University and RWTH Aachen University
Downloads 358
38.

The Option Value of Vacant Land

Number of pages: 19 Posted: 19 Dec 2006
Working Paper Series
National University of Singapore (NUS) - Department of Real Estate, Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law and Georgia State University - Department of Economics
Downloads 339
39.

Corporate Real Estate Holdings and the Cross Section of Stock Returns

Number of pages: 36 Posted: 18 Mar 2005 Last Revised: 02 Sep 2009
Working Paper Series
University of Southern California - Marshall School of Business - Finance and Business Economics Department

Multiple version iconThere are 2 versions of this paper

Downloads 333
40.

Agglomeration Economies, Division of Labor and the Urban Land-Rent Escalation: A General Equilibrium Analysis of Urbanization

Number of pages: 31 Posted: 22 Aug 2001
Working Paper Series
Monash University - Department of Economics and Monash University - Department of Economics
Downloads 330
41.

Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy

Journal of Portfolio Management, Vol. 33, No. 5, 2009
Number of pages: 27 Posted: 13 Mar 2009 Last Revised: 10 Apr 2015
Accepted Paper Series
University of Cambridge - Department of Land Economy and Henley Business School - University of Reading
Downloads 326
42.

Market Risk of Real Estate: Using Indirect Data to Understand Direct Risks

The Journal of Financial Perspectives, 2012
Number of pages: 10 Posted: 09 Nov 2012 Last Revised: 07 Jul 2017
Accepted Paper Series
Zurich Insurance Company Ltd, Zurich Insurance Company Ltd and Zurich Insurance Company Ltd

Multiple version iconThere are 2 versions of this paper

Downloads 319
43.

Commercial Bank Failures During the Great Recession: The Real (Estate) Story

Number of pages: 63 Posted: 15 Sep 2013 Last Revised: 02 Jun 2019
Working Paper Series
National University of Singapore (NUS) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 304
44.

Asset Price Declines and Real Estate Market Illiquidity: Evidence from Japanese Land Values

FRB of San Francisco Working Paper No. 2004-16
Number of pages: 44 Posted: 15 Dec 2004
Working Paper Series
Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco - Economic Research Department and Kobe University - Research Institute for Economics & Business Administration
Downloads 292
45.

How Accurate are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data

Journalof Portfolio Management, Vol. 35, No. 5, 2011
Number of pages: 45 Posted: 27 Apr 2011 Last Revised: 11 Jan 2013
Accepted Paper Series
DePaul University Department of Real Estate and Florida Atlantic University
Downloads 288
46.

Modelling Price Dynamics in the Hong Kong Property Market

Number of pages: 33 Posted: 05 Sep 2007
Working Paper Series
City University of Hong Kong and University of Cambridge - Department of Land Economy
Downloads 276
47.

Do Responsible Real Estate Companies Outperform Their Peers?

Number of pages: 30 Posted: 10 Dec 2011 Last Revised: 28 Mar 2014
Working Paper Series
University of Cambridge - Department of Land Economy, PATRIZIA Immobilien AG, University of Reading - Department of Real Estate and Planning and University of Reading - School of Real Estate & Planning, Henley Business School
Downloads 271
48.

The Real Estate Market in the Aftermath of September 11

EFMA 2004 Basel Meetings Paper
Number of pages: 35 Posted: 12 Jun 2004
Working Paper Series
Arizona State University, New York University (NYU) - Department of Finance and University of Michigan, Stephen M. Ross School of Business
Downloads 265
49.

Derivatives for the German Property Market

Germany Real Estate Yearbook, pp. 126-129, 2010
Number of pages: 3 Posted: 09 Dec 2009
Accepted Paper Series
THM Technische Hochschule Mittelhessen
Downloads 261
50.

Determinants of Cross-Sectional Variation in Discount Rates, Growth Rates, and Exit Cap Rates

Number of pages: 28 Posted: 08 Mar 2004
Working Paper Series
Royal Institute of Technology (KTH) - Department of Real Estate and Construction Management, University of Aberdeen - Centre for Property Research, University of Geneva - Geneva School of Economics and Management (GSEM) and University of Gävle - Department of Business Administration
Downloads 258