SSRN Real Estate eJournal

1.

Understanding the Subprime Mortgage Crisis

Number of pages: 40 Posted: 10 Oct 2007 Last Revised: 20 Jun 2009

Working Paper Series

Yuliya S. Demyanyk and Otto Van Hemert

Federal Reserve Banks - Federal Reserve Bank of Cleveland and Man AHL

Downloads 42,879

2.

The Subprime Crisis: Cause, Effect and Consequences

Networks Financial Institute Policy Brief No. 2008-PB-04

Number of pages: 17 Posted: 02 Apr 2008 Last Revised: 17 Jun 2008

Working Paper Series

Richard Christopher Whalen

Economic Advisory Committee of FINRA

Downloads 24,431

3.

An Analysis of the Financial Crisis of 2008: Causes and Solutions

Number of pages: 28 Posted: 04 Nov 2008 Last Revised: 16 Dec 2008

Working Paper Series

Austin Murphy

Oakland University - School of Business Administration

Downloads 21,278

4.

Understanding the Securitization of Subprime Mortgage Credit

Wharton Financial Institutions Center Working Paper No. 07-43, FRB of New York Staff Report, No. 318

Number of pages: 82 Posted: 14 Dec 2007 Last Revised: 11 Mar 2008

Working Paper Series

Adam B. Ashcraft and Til Schuermann

Federal Reserve Bank of New York and Oliver Wyman

There are 2 versions of this paper

Downloads 13,870

5.

The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis

Number of pages: 54 Posted: 17 Dec 2007 Last Revised: 29 Dec 2008

Working Paper Series

Atif R. Mian and Amir Sufi

Princeton University - Department of Economics and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 12,488

6.

Understanding CVA, DVA, and FVA: Examples of Interest Rate Swap Valuation

Number of pages: 38 Posted: 18 Oct 2014 Last Revised: 15 Jul 2015

Working Paper Series

Donald J. Smith

Boston University - Department of Finance & Economics

Downloads 8,219

7.

Two Faces: Demystifying the Mortgage Electronic Registration System's Land Title Theory

William & Mary Law Review, Vol. 53, No. 1, 2011

Number of pages: 52 Posted: 01 Oct 2010 Last Revised: 05 Feb 2013

Accepted Paper Series

Christopher Lewis Peterson

University of Utah - S.J. Quinney College of Law

Downloads 7,992

8.

Explaining the Housing Bubble

Georgetown Law Journal, Vol. 100, No. 4, pp. 1177-1258, University of Pennsylvania Institute for Law & Economics Research Paper No. 10-15, Georgetown Public Law Research Paper No. 10-60, Georgetown Law and Economics Research Paper No. 10-16

Number of pages: 82 Posted: 01 Sep 2010 Last Revised: 07 May 2015

Accepted Paper Series

Adam J. Levitin and Susan M. Wachter

Georgetown University Law Center and University of Pennsylvania - Wharton School, Department of Real Estate

Downloads 7,541

9.

Preparing a Referee Report: Guidelines and Perspectives

Number of pages: 9 Posted: 11 Jan 2015 Last Revised: 21 Dec 2016

Working Paper Series

Jonathan Berk, Campbell R. Harvey and David A. Hirshleifer

Stanford Graduate School of Business, Duke University - Fuqua School of Business and University of California, Irvine - Paul Merage School of Business

Downloads 7,004

10.

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

Bradford Case, William N. Goetzmann and K. Geert Rouwenhorst

National Association of Real Estate Investment Trusts®, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

There are 2 versions of this paper

Downloads 5,937

11.

Foreclosure, Subprime Mortgage Lending, and the Mortgage Electronic Registration System

University of Cincinnati Law Review, Vol. 78, No. 4, 2010

Number of pages: 51 Posted: 09 Sep 2009 Last Revised: 01 Feb 2014

Accepted Paper Series

Christopher Lewis Peterson

University of Utah - S.J. Quinney College of Law

Downloads 5,723

12.

The Subprime Panic

Yale ICF Working Paper No. 08-25

Number of pages: 40 Posted: 01 Oct 2008

Working Paper Series

Gary B. Gorton

Yale School of Management

There are 3 versions of this paper

Downloads 5,658

13.

Legal and Economic Issues in Litigation Arising from the 2007-2008 Credit Crisis

PRUDENT LENDING RESTORED: SECURITIZATION AFTER THE MORTGAGE MELTDOWN, Chapter 5, pp. 163-235, Yasuyuki Fuchita, Richard Herring, and Robert Litan, eds., Brookings Institution Press, Washington DC, 2009, Harvard Law and Economics Discussion Paper No. 612, Harvard Law School Program on Risk Regulation Research Paper No. 08-5

Number of pages: 94 Posted: 03 Mar 2008 Last Revised: 23 Nov 2010

Working Paper Series

Allen Ferrell, Jennifer E. Bethel and Gang Hu

Harvard Law School, Babson College and Hong Kong Polytechnic University - School of Accounting and Finance

Downloads 5,315

14.

The Tradeoff Between Mortgage Prepayments and Tax-Deferred Retirement Savings

Number of pages: 43 Posted: 18 Mar 2006

Working Paper Series

Jennifer C. Huang, Gene Amromin and Clemens Sialm

University of Texas at Austin - Department of Finance, Federal Reserve Bank of Chicago and University of Texas at Austin - McCombs School of Business

There are 2 versions of this paper

Downloads 4,716

15.

Where are the Shareholders' Mansions? CEOs' Home Purchases, Stock Sales, and Subsequent Company Performance

Number of pages: 45 Posted: 15 Mar 2007 Last Revised: 22 Oct 2007

Working Paper Series

Crocker H. Liu and David Yermack

Arizona State University and New York University (NYU) - Stern School of Business

Downloads 4,468

16.

The Panic of 2007

Yale ICF Working Paper No. 08-24

Number of pages: 92 Posted: 26 Aug 2008

Working Paper Series

Gary B. Gorton

Yale School of Management

There are 2 versions of this paper

Downloads 4,456

17.

House Prices, Home Equity-Based Borrowing, and the U.S. Household Leverage Crisis

Chicago Booth Research Paper No. 09-20

Number of pages: 36 Posted: 01 May 2009 Last Revised: 21 May 2010

Working Paper Series

Atif R. Mian and Amir Sufi

Princeton University - Department of Economics and University of Chicago - Booth School of Business

There are 2 versions of this paper

Downloads 4,410

18.

What Drives Housing Price Dynamics: Cross-Country Evidence

BIS Quarterly Review, March 2004

Number of pages: 14 Posted: 04 May 2012 Last Revised: 29 Sep 2013

Accepted Paper Series

Kostas Tsatsaronis and Haibin Zhu

Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)

Downloads 4,190

19.

Household Balance Sheets, Consumption, and the Economic Slump

Chicago Booth Research Paper No. 13-42, Fama-Miller Working Paper

Number of pages: 50 Posted: 18 Nov 2011 Last Revised: 07 Jun 2013

Working Paper Series

Atif R. Mian, Kamalesh Rao and Amir Sufi

Princeton University - Department of Economics, MasterCard Advisors and University of Chicago - Booth School of Business

Downloads 3,696

20.

Misbehavior and Mistake in Bankruptcy Mortgage Claims

U of Iowa Legal Studies Research Paper No. 07-29, Texas Law Review, Vol. 87, 2008

Number of pages: 44 Posted: 07 Nov 2007 Last Revised: 14 Aug 2009

Accepted Paper Series

Katherine M. Porter

University of California - Irvine School of Law

Downloads 3,458

21.

Analysis of Mortgage Backed Securities: Before and after the Credit Crisis

Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity; Bielecki, Tomasz,; Damiano Brigo and Frederic Patras, eds., February 2011

Number of pages: 42 Posted: 07 Jan 2007 Last Revised: 16 Mar 2011

Accepted Paper Series

Harvey J. Stein, Alexander L. Belikoff, Kirill Levin and Xusheng Tian

Bloomberg L.P., Google Inc., Bloomberg Financial Markets (BFM) - Bloomberg LP and Bloomberg L.P. - R&D

Downloads 3,406

22.

Incorporating Home Equity into a Retirement Income Strategy

Number of pages: 17 Posted: 04 Nov 2015

Working Paper Series

Wade D. Pfau

The American College

Downloads 3,148

23.

Was the 2008 Financial Crisis Caused by a Lack of Corporate Ethics?

Global Journal of Business Research, Vol. 4, No. 2, pp. 77-84, 2010

Number of pages: 8 Posted: 05 Jul 2010

Accepted Paper Series

Victor Lewis, Kenneth D. Kay, Chandrika Kelso and James Larson

National University, National University, National University and National University

Downloads 3,116

24.

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

Ravi Dhar and William N. Goetzmann

Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance

Downloads 3,095

25.

Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market

Journal of Finance, Forthcoming, Columbia Business School Research Paper No. 13-7 , Fama-Miller Working Paper, Kreisman Working Papers Series in Housing Law and Policy No. 9

Number of pages: 74 Posted: 13 Feb 2013 Last Revised: 08 Jan 2015

Working Paper Series

Tomasz Piskorski, Amit Seru and James Witkin

Columbia Business School - Finance and Economics, Stanford University and Columbia University - Columbia Business School

There are 2 versions of this paper

Downloads 2,988

26.

Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis

MPI Collective Goods Preprint, No. 2008/43

Number of pages: 77 Posted: 01 Dec 2008

Working Paper Series

Martin F. Hellwig

Max Planck Institute for Research on Collective Goods

Downloads 2,976

27.

Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis

Chicago Booth School of Business Research Paper No. 09-02, AFA 2010 Atlanta Meetings Paper

Number of pages: 57 Posted: 31 Dec 2008 Last Revised: 20 Aug 2011

Working Paper Series

Tomasz Piskorski, Amit Seru and Vikrant Vig

Columbia Business School - Finance and Economics, Stanford University and London Business School

Downloads 2,949

28.

What's in a Name: Mezzanine Debt Versus Preferred Equity

18 Stanford J. Law, Business and Finance 40 (Fall 2012).

Number of pages: 28 Posted: 21 Jul 2012 Last Revised: 01 Apr 2013

Accepted Paper Series

J. Dean Heller

Seyfarth Shaw lLP

Downloads 2,891

29.

Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity

Number of pages: 48 Posted: 14 Jul 2011 Last Revised: 15 Nov 2012

Working Paper Series

Aleksandar Andonov, Rob Bauer and Martijn Cremers

Erasmus University Rotterdam, Erasmus School of Economics, Maastricht University and University of Notre Dame

Downloads 2,840

30.

Changes in the U.S. Financial System and the Subprime Crisis

Levy Economics Institute Working Paper No. 530

Number of pages: 21 Posted: 23 Apr 2008

Working Paper Series

Jan A. Kregel

Bard College - The Levy Economics Institute

Downloads 2,802

31.

Mortgage Servicing

Yale Journal on Regulation, Vol. 28, No. 1, 2011, Georgetown Public Law Research Paper No. 11-09, Georgetown Law and Economics Research Paper No. 11-01

Number of pages: 91 Posted: 18 Dec 2010 Last Revised: 20 Jan 2011

Accepted Paper Series

Adam J. Levitin and Tara Twomey

Georgetown University Law Center and National Consumer Law Center

Downloads 2,800

32.

Commercial Mortgage-backed Securities: Prepayment and Default

Number of pages: 32 Posted: 04 Feb 2002

Working Paper Series

Brent W. Ambrose and Anthony B. Sanders

Pennsylvania State University and George Mason University - School of Business

There are 2 versions of this paper

Downloads 2,777

33.

The Mathematics of Real Estate Appraisal

Number of pages: 45 Posted: 25 May 2004

Working Paper Series

David Ellerman

Phil. Dept. UC at Riverside

Downloads 2,701

34.

The Law & Economics of Subprime Lending

George Mason Law & Economics Research Paper No. 08-17, University of Colorado Law Review, Vol. 80, No. 1, Winter 2009, pp. 1-86

Number of pages: 87 Posted: 16 Mar 2008 Last Revised: 05 Dec 2008

Accepted Paper Series

Todd J. Zywicki and Joseph Adamson

George Mason University - Antonin Scalia Law School, Faculty and George Mason University - Mercatus Center

Downloads 2,585

35.

A Long Run House Price Index: The Herengracht Index, 1628-1973

Number of pages: 24 Posted: 01 Mar 1996

Working Paper Series

Piet M. A. Eichholtz

University of Maastricht - Limburg Institute of Financial Economics (LIFE)

There are 2 versions of this paper

Downloads 2,582

36.

Foreclosures, House Prices, and the Real Economy

Fama-Miller Working Paper, Chicago Booth Research Paper No. 13-41, Kreisman Working Papers Series in Housing Law and Policy No. 6

Number of pages: 59 Posted: 09 Dec 2010 Last Revised: 08 Jan 2015

Working Paper Series

Atif R. Mian, Amir Sufi and Francesco Trebbi

Princeton University - Department of Economics, University of Chicago - Booth School of Business and Vancouver School of Economics

There are 2 versions of this paper

Downloads 2,510

37.

Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options

Number of pages: 47 Posted: 22 Mar 1999

Working Paper Series

John M. Quigley, Yongheng Deng and Robert Van Order

University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased), National University of Singapore, Business School and the School of Design and Environment and Federal Home Loan Mortgage Corporation (FHLMC) - Housing Economics and Financial Research

There are 2 versions of this paper

Downloads 2,510

38.

Hilton Hotels: A Case Study in Real Estate Private Equity

Number of pages: 31 Posted: 26 Apr 2014

Working Paper Series

Ludovic Phalippou

University of Oxford - Said Business School

Downloads 2,227

39.

Some Issues about Risk Management for E-Banking

FUTURE OF BANKING AFTER THE YEAR 2000 IN THE WORLD AND IN THE CZECH REPUBLIC, S. Poloucek, D. Stavarek, eds., Karvina: Silesian University, 2005

Number of pages: 21 Posted: 19 May 2006

Accepted Paper Series

Mircea Georgescu

Al. I. Cuza University

Downloads 2,149

40.

Home Equity Insurance: A Pilot Project

Yale ICF Working Paper No. 03-12

Number of pages: 33 Posted: 28 May 2003

Working Paper Series

William N. Goetzmann, Andrew Caplin, Eric Hangen, Barry J. Nalebuff, Elisabeth Prentice, John Rodkin, Matthew I. Spiegel and Tom Skinner

Yale School of Management - International Center for Finance, New York University (NYU) - Department of Economics, Neighborhood Reinvestment Corporation, Yale University - Yale School of Management, Neighborhood Reinvestment Corporation, University of Chicago - Law School, Yale University - Yale School of Management, International Center for Finance and Real Liquidity

Downloads 2,120

41.

The Role of the Management Accounting in Financial Auditing Quality Enhancement

Second International Conference on Business, Management and Economics

Number of pages: 14 Posted: 15 Aug 2006

Working Paper Series

Iuliana Eugenia Georgescu, Leontina Betianu and Corina Macovei

Al. I. Cuza University, Alexandru Ioan Cuza University - Faculty of Economics and Business Administration and Alexandru Ioan Cuza University - Faculty of Economics and Business Administration

Downloads 2,069

42.

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

Jeffrey D. Fisher and William N. Goetzmann

Indiana University - Kelley School of Business - Department of Finance and Yale School of Management - International Center for Finance

Downloads 2,054

43.

A History of Housing Prices in Australia 1880-2010

UNSW Australian School of Business Research Paper No. 2010 ECON 18

Number of pages: 29 Posted: 19 Nov 2010

Accepted Paper Series

Nigel Stapledon

UNSW Australia Business School, School of Economics

Downloads 2,036

44.

Green Noise or Green Value? Measuring the Effects of Environmental Certification on Office Property Values

Number of pages: 25 Posted: 04 Jun 2008 Last Revised: 13 Jun 2014

Working Paper Series

Franz Fuerst and Patrick M. McAllister

University of Cambridge - Department of Land Economy and University of Reading - Department of Real Estate and Planning

Downloads 1,982

45.

Predicting the Present with Google Trends

Number of pages: 23 Posted: 17 Aug 2010

Working Paper Series

Hal R. Varian and Hyunyoung Choi

University of California, Berkeley - School of Information and Kensho Technologies

There are 2 versions of this paper

Downloads 1,972

46.

Predictability of Equity Reit Returns: Implications for Property Tactical Asset Allocation

Number of pages: 24 Posted: 29 Sep 2000

Working Paper Series

John Okunev and Patrick J. Wilson

Coda Asset Management and University of Technology Sydney (UTS) - School of Finance and Economics

Downloads 1,926

47.

Securitization: Cause or Remedy of the Financial Crisis?

Georgetown Law and Economics Research Paper No. 1462895, U of Penn, Inst for Law & Econ Research Paper No. 09-31

Number of pages: 19 Posted: 28 Aug 2009 Last Revised: 16 May 2012

Working Paper Series

Adam J. Levitin, Andrey D. Pavlov and Susan M. Wachter

Georgetown University Law Center, Simon Fraser University (SFU) - Finance Area and University of Pennsylvania - Wharton School, Department of Real Estate

Downloads 1,906

48.

Explaining the Discount to NAV in REIT Pricing: Noise or Information?

Number of pages: 44 Posted: 20 Feb 2001

Working Paper Series

Jim Clayton and Greg H. MacKinnon

University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Downloads 1,905

49.

Chapter 9: Mezzanine Debt and Preferred Equity in Real Estate

Alternative Investments: Instruments, Performance, Benchmarks, and Strategies 163 (H. Kent Baker & Greg Filbeck eds., John Wiley & Sons 2013)

Number of pages: 22 Posted: 19 Apr 2014

Accepted Paper Series

Andrew Berman

New York Law School

Downloads 1,900

50.

Re-emerging Markets

Yale School of Mangement Working Paper No. F-56

Number of pages: 54 Posted: 14 Apr 1998

Working Paper Series

Philippe Jorion and William N. Goetzmann

University of California, Irvine - Paul Merage School of Business and Yale School of Management - International Center for Finance

There are 3 versions of this paper

Downloads 1,852

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