Nancy Wallace

University of California, Berkeley - Real Estate Group

Professor

Berkeley, CA 94720-1900

United States

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 8,147

SSRN RANKINGS

Top 8,147

in Total Papers Downloads

6,063

SSRN CITATIONS
Rank 7,326

SSRN RANKINGS

Top 7,326

in Total Papers Citations

54

CROSSREF CITATIONS

106

Scholarly Papers (24)

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 804 (32,796)
Citation 4

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Asymmetric Information, Mortgage-Backed Securities

2.
Downloads 789 ( 33,592)
Citation 4

Consumer Lending Discrimination in the FinTech Era

UC Berkeley Public Law Research Paper
Number of pages: 43 Posted: 06 Nov 2017 Last Revised: 11 Sep 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 754 (35,228)
Citation 8

Abstract:

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

Consumer-Lending Discrimination in the Fintech Era

NBER Working Paper No. w25943
Number of pages: 44 Posted: 06 Nov 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 24 (558,805)
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Consumer-Lending Discrimination in the Fintech Era

NBER Working Paper No. w25943
Number of pages: 44 Posted: 21 Nov 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 (652,675)
Citation 1
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3.

A Real Options Approach to Housing Investment

Number of pages: 38 Posted: 21 Dec 2001
Chris Downing and Nancy Wallace
BlackRock and University of California, Berkeley - Real Estate Group
Downloads 786 (33,769)
Citation 8

Abstract:

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4.

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

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 549 (54,332)
Citation 25

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 474 (65,397)
Citation 16

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 472 (65,685)
Citation 4

Abstract:

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7.
Downloads 386 ( 83,484)
Citation 1

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 222 (150,265)
Citation 1

Abstract:

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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 164 (198,242)

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8.

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 375 (86,355)
Citation 15

Abstract:

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

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 219 (152,249)
Citation 1

Abstract:

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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 (353,904)

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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 (453,463)
Citation 4

Abstract:

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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 295 (112,801)

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 225 (148,744)

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 142 (223,164)

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 (302,707)

Abstract:

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14.

Mortgage Markets with Climate-Change Risk: Evidence from Wildfires in California

Number of pages: 48 Posted: 23 Jan 2020 Last Revised: 02 Jul 2020
University of California, Berkeley - Haas School of Business, University of California, Berkeley - Haas School of Business, University of Navarra - IESE Business School and University of California, Berkeley - Real Estate Group
Downloads 92 (304,805)
Citation 1

Abstract:

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15.

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 77 (339,704)

Abstract:

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16.

A New Dynamic House-Price Index

Number of pages: 36 Posted: 08 Jan 2020
Richard Stanton, Chris Strickland and Nancy Wallace
University of California, Berkeley - Haas School of Business, AutoStat Institute: The Centre for Complex Analytics and Visualisation and University of California, Berkeley - Real Estate Group
Downloads 63 (378,692)

Abstract:

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House-Price Index, Markov Chain Monte Carlo, Stress Testing, Hedonic Index

17.

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 61 (384,795)

Abstract:

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18.

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 44 (444,840)

Abstract:

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19.

Energy Factors, Leasing Structure and the Market Price of Office Buildings in the U.S.

Journal of Real Estate Finance and Economics, October 2019, Volume 59, Issue 3, pp 329–371
Posted: 05 Dec 2019
Dwight M. Jaffee, Richard Stanton and Nancy Wallace
University of California, Berkeley - Finance Group, University of California, Berkeley - Haas School of Business and University of California, Berkeley - Real Estate Group

Abstract:

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Energy efficiency; commercial real estate

20.

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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21.

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

22.

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

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

23.

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

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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24.

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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