Nancy Wallace

University of California, Berkeley - Real Estate Group

Professor

Berkeley, CA 94720-1900

United States

SCHOLARLY PAPERS

21

DOWNLOADS
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Top 7,895

in Total Papers Downloads

5,612

SSRN RANKINGS

Top 3,160

in Total Papers Citations

175

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Scholarly Papers (21)

1.

Information Asymmetries in the Mortgage-Backed Securities Market

AFA 2006 Boston Meetings Paper
Number of pages: 34 Posted: 13 May 2005
Chris Downing, Dwight M. Jaffee and Nancy Wallace
BlackRock, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 798 (29,296)

Abstract:

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Asymmetric Information, Mortgage-Backed Securities

2.

A Real Options Approach to Housing Investment

AFA 2002 Atlanta Mtgs; FEDS Working Paper No. 2000-30
Number of pages: 38 Posted: 21 Dec 2001
Chris Downing and Nancy Wallace
BlackRock and University of California, Berkeley - Real Estate Group
Downloads 772 (30,650)

Abstract:

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3.
Downloads 576 ( 45,527)

Consumer Lending Discrimination in the FinTech Era

UC Berkeley Public Law Research Paper
Number of pages: 50 Posted: 06 Nov 2017 Last Revised: 08 Dec 2017
University of California, Berkeley - School of Law, University of California, Berkeley - Haas School of Business, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 565 (46,081)

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Discrimination, FinTech, Mortgages, Credit Scoring, Algorithmic Underwriting, Big Data Lending, Platform Loans, Disparate Impact

Consumer-Lending Discrimination in the Fintech Era

NBER Working Paper No. w25943
Number of pages: 44 Posted: 17 Jun 2019
University of California, Berkeley - School of Law, University of California, Berkeley - Haas School of Business, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 11 (588,326)
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4.

An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?

FEDS Working Paper No. 2003-42
Number of pages: 40 Posted: 17 Oct 2003
Chris Downing, Richard Stanton and Nancy Wallace
BlackRock, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 543 (48,949)

Abstract:

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Prepayment, default, mortgage, valuation, house price, transaction cost, heterogeneity

5.

Mortgage Choice: What's the Point?

Number of pages: 30 Posted: 12 Jul 1995
Richard Stanton and Nancy Wallace
University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 473 (58,322)

Abstract:

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6.

Firm Performance and Executive Compensation in the Savings and Loan Industry

Number of pages: 27 Posted: 25 Mar 1998
Benjamin E. Hermalin and Nancy Wallace
University of California, Berkeley and University of California, Berkeley - Real Estate Group
Downloads 467 (59,259)

Abstract:

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7.

The Bear's Lair: Indexed Credit Default Swaps and the Subprime Mortgage Crisis

Number of pages: 29 Posted: 16 Jul 2009
Richard Stanton and Nancy Wallace
University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 369 (78,518)

Abstract:

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ABX.HE, credit default swaps, subprime crisis, limits to arbitrage

Employee Stock Option Exercise and Firm Cost

Journal of Finance, Forthcoming
Number of pages: 48 Posted: 08 Feb 2010 Last Revised: 20 Jul 2018
New York University (NYU) - Department of Finance, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 206 (144,919)

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Estimation of Employee Stock Option Exercise Rates and Firm Cost

NYU Working Paper No. 2451/31455
Number of pages: 30 Posted: 09 Mar 2009
New York University (NYU) - Department of Finance, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 160 (182,302)

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Optimal Exercise of Executive Stock Options and Implications for Firm Cost

Number of pages: 38 Posted: 13 Dec 2007 Last Revised: 10 Jan 2008
New York University (NYU) - Department of Finance, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 218 (137,224)

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Employee stock option, risk aversion, option exercise

Optimal Exercise of Executive Stock Options and Implications for Firm Cost

NYU Working Paper No. FIN-07-024
Number of pages: 38 Posted: 03 Nov 2008
University of California, Berkeley - Haas School of Business, University of California, Berkeley - Real Estate Group and New York University (NYU) - Department of Finance
Downloads 73 (319,830)

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Optimal Exercise of Executive Stock Options and Implications for Firm Cost

NYU Working Paper No. FIN-06-042
Number of pages: 26 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 44 (409,969)

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10.

All in One Basket: The Bankruptcy Risk of a National Agent-Based Mortgage Recording System

46 U.C. Davis L. Rev. 1 (2013)
Number of pages: 52 Posted: 15 Aug 2011 Last Revised: 19 Feb 2013
John P. Hunt, Richard Stanton and Nancy Wallace
University of California, Davis - School of Law, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 291 (102,369)

Abstract:

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Mortgage-backed securities, MBS, Special Purpose Vehicle, SPV, bankruptcy remoteness, MERS, Article 9

11.

Rebalancing Public and Private in the Law of Mortgage Transfer

UC Davis Legal Studies Research Paper No. 327
Number of pages: 54 Posted: 25 Jul 2012 Last Revised: 08 Jul 2013
John P. Hunt, Richard Stanton and Nancy Wallace
University of California, Davis - School of Law, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 220 (136,392)

Abstract:

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foreclosure, foreclosure litigation, MERS, securitization, mortgages, mortgage securitization, U.C.C., commercial law, mortgage transfer

12.

The Bear's Lair: Index Credit Default Swaps and the Subprime Mortgage Crisis

Number of pages: 54 Posted: 16 Mar 2011
Nancy Wallace
University of California, Berkeley - Real Estate Group
Downloads 135 (209,281)

Abstract:

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Mortgage markets, indexed credit default swaps

13.

Estimation of Employee Stock Option Exercise Rates and Firm Cost: Methodology

NYU Working Paper No. FIN-06-043
Number of pages: 26 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 93 (273,335)

Abstract:

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14.

Optimal Exercise of Executive Stock Options and Implications for Valuation

NYU Working Paper No. FIN-05-047
Number of pages: 22 Posted: 03 Nov 2008
New York University (NYU) - Department of Finance, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 76 (309,124)

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15.

An Empirical Test of a Contingent Claims Lease Valuation Model

Journal of Real Estate Research (JRER), Vol. 31, No. 1, 2008
Number of pages: 26 Posted: 24 Jan 2008 Last Revised: 16 Oct 2009
Richard Stanton and Nancy Wallace
University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 56 (362,525)

Abstract:

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16.

CMBS Subordination, Ratings Inflation, and the Crisis of 2007-2009

NBER Working Paper No. w16206
Number of pages: 51 Posted: 26 Jul 2010 Last Revised: 09 Nov 2013
Richard Stanton and Nancy Wallace
University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group
Downloads 42 (409,576)

Abstract:

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17.

The Industrial Organization of the US Residential Mortgage Market

Annual Review of Financial Economics, Vol. 6, pp. 259-288, 2014
Posted: 25 Nov 2014
Richard Stanton, Johan Walden and Nancy Wallace
University of California, Berkeley - Haas School of Business, University of Lausanne and University of California, Berkeley - Real Estate Group

Abstract:

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18.

Is the Market for Mortgage-Backed Securities a Market for Lemons?

The Review of Financial Studies, Vol. 22, Issue 7, pp. 2257-2294, 2009
Posted: 22 Jun 2009
Chris Downing, Dwight M. Jaffee and Nancy Wallace
affiliation not provided to SSRN, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group

Abstract:

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D82, G13, G14, G21

19.

Housing Price Cycles and Prepayment Rates of U.S. Mortgage Pools

Journal of Real Estate Finance & Economics, Forthcoming
Posted: 30 Jun 2002
Joe Mattey and Nancy Wallace
affiliation not provided to SSRN and University of California, Berkeley - Real Estate Group

Abstract:

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mortgage-backed securities (MBS), mortgage prepayment, mortgage default, housing prices

20.

Anatomy of an Arm: The Interest Rate Risk of Adjustable Rate Mortgages

Journal of Real Estate Finance and Economics
Posted: 06 Dec 1998
Richard Stanton and Nancy Wallace
University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group

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21.

Arm Wrestling: Valuing Adjustable Rate Mortgages Indexed to the Eleventh District Cost of Funds

JOURNAL OF THE AMERICAN REAL ESTATE AND URBAN ECONOMICS ASSOCIATION, 1995
Posted: 23 Jan 1995
Richard Stanton and Nancy Wallace
University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group

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