Nancy Wallace

University of California, Berkeley - Real Estate Group

Professor

Berkeley, CA 94720-1900

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 7,619

SSRN RANKINGS

Top 7,619

in Total Papers Downloads

4,835

CITATIONS
Rank 3,171

SSRN RANKINGS

Top 3,171

in Total Papers Citations

173

Scholarly Papers (20)

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 756 (24,471)
Citation 5

Abstract:

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 731 (25,923)
Citation 4

Abstract:

3.

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 516 (41,450)
Citation 25

Abstract:

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

4.

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 449 (50,196)
Citation 32

Abstract:

5.

Mortgage Choice: What's the Point?

Number of pages: 30 Posted: 12 Jul 1995
Richard Stanton and Nancy Wallace
University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 447 (49,368)
Citation 36

Abstract:

6.

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 340 (67,574)
Citation 12

Abstract:

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 212 (118,274)
Citation 17

Abstract:

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 - Finance Group, University of California, Berkeley - Real Estate Group and New York University (NYU) - Department of Finance
Downloads 71 (279,039)
Citation 17

Abstract:

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 43 (354,440)
Citation 17

Abstract:

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 158 (155,435)
Citation 3

Abstract:

Estimation of Employee Stock Option Exercise Rates and Firm Cost

NYU Working Paper No. 2451/31455
Number of pages: 30 Posted: 08 Feb 2010
New York University (NYU) - Department of Finance, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 138 (174,341)
Citation 3

Abstract:

9.

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 266 (90,084)

Abstract:

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

10.

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 203 (118,674)

Abstract:

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

11.

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 112 (190,389)

Abstract:

Mortgage markets, indexed credit default swaps

12.

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 88 (239,093)
Citation 3

Abstract:

13.

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 72 (267,613)
Citation 22

Abstract:

14.

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 - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 43 (317,946)
Citation 6

Abstract:

15.

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

NBER Working Paper No. w16206
Number of pages: 51 Posted: 26 Jul 2010
Richard Stanton and Nancy Wallace
University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group
Downloads 28 (361,116)
Citation 8

Abstract:

16.

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 - Finance Group, University of California, Berkeley - Finance Group and University of California, Berkeley - Real Estate Group

Abstract:

17.

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:

D82, G13, G14, G21

18.

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:

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

19.

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 - Finance Group and University of California, Berkeley - Real Estate Group

Abstract:

20.

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 - Finance Group and University of California, Berkeley - Real Estate Group

Abstract: