Shuang Zhu

Kansas State University - Department of Finance

Assistant Professor

Manhattan, KS 66506

United States

SCHOLARLY PAPERS

9

DOWNLOADS

626

SSRN CITATIONS

5

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

Spatial Dependence in Regressors and its Effect on Estimator Performance

Number of pages: 34 Posted: 03 Apr 2011 Last Revised: 09 Apr 2011
Louisiana State University - E.J. Ourso College of Business Administration, Texas State University - McCoy College of Business Administration and Kansas State University - Department of Finance
Downloads 221 (156,030)
Citation 4

Abstract:

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regressor autocorrelation, spatial Durbin model, REML, spatial autoregression, maximum likelihood, spatial econometrics

2.

The Influence of Foreclosure Delays on Borrower's Default Behavior

46th Annual AREUEA Conference Paper
Number of pages: 26 Posted: 29 Nov 2010 Last Revised: 24 Apr 2011
Shuang Zhu and R. Kelley Pace
Kansas State University - Department of Finance and Louisiana State University - E.J. Ourso College of Business Administration
Downloads 216 (159,388)
Citation 7

Abstract:

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foreclosure, foreclosure delay, foreclosure time, mortgage default

Using Housing Futures in Mortgage Research

Number of pages: 23 Posted: 19 Apr 2011
Kansas State University - Department of Finance, Louisiana State University - E.J. Ourso College of Business Administration and Commonwealth Advisors LLC
Downloads 105 (289,879)

Abstract:

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housing futures, real estate futures, housing expectation, house price expectation, mortgage default

Using Housing Futures in Mortgage Research

Journal of Real Estate Finance and Economics, Vol. 48, No. 1, 2014, Forthcoming
Posted: 02 Dec 2013
Kansas State University - Department of Finance, Louisiana State University - E.J. Ourso College of Business Administration and Commonwealth Advisors LLC

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Housing futures; Real estate futures; Housing expectation; House price expectation; Mortgage default

Modeling Spatially Interdependent Mortgage Decisions

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 43 Posted: 19 Sep 2011 Last Revised: 29 Feb 2012
Shuang Zhu and R. Kelley Pace
Kansas State University - Department of Finance and Louisiana State University - E.J. Ourso College of Business Administration
Downloads 69 (376,157)
Citation 1

Abstract:

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mortgage, mortgage default, spatial probit, spillover, interdependent disturbances

Modeling Spatially Interdependent Mortgage Decisions

Journal of Real Estate Finance and Economics, Vol. 49, No. 4, 2014
Posted: 14 Nov 2014
Shuang Zhu and R. Kelley Pace
Kansas State University - Department of Finance and Louisiana State University - E.J. Ourso College of Business Administration

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Mortgage; Spillovers; Mortgage default; Interdependence; Spatial probit

5.

Appraisal Inflation and Private Mortgage Securitization

Number of pages: 43 Posted: 28 Aug 2020
Moussa Diop, Abdullah Yavas and Shuang Zhu
University of Southern California, University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics and Kansas State University - Department of Finance
Downloads 15 (616,961)

Abstract:

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Appraisal Inflation, Adverse Selection, Mortgage Securitization

6.

Borrower Risk and Housing Price Appreciation

Journal of Real Estate Finance and Economics, May 2019, Volume 58, Issue 4, pp 544–566
Posted: 27 Jun 2019
University of Georgia - Department of Insurance, Legal Studies, Real Estate, Louisiana State University - E.J. Ourso College of Business Administration and Kansas State University - Department of Finance

Abstract:

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House appreciation; Probability of default

7.

Implicit Hedonic Pricing Using Mortgage Payment Information

Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017
Posted: 18 Mar 2017
R. Kelley Pace and Shuang Zhu
Louisiana State University - E.J. Ourso College of Business Administration and Kansas State University - Department of Finance

Abstract:

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Mortgage; Mortgage Default; Latent Index; Implicit Prices; Hedonic House Price

8.

Inferring Price Information from Mortgage Payment Behavior: A Latent Index Approach

Journal of Real Estate Finance and Economics, Vol. 53, No. 2, 2016
Posted: 24 Jun 2016
R. Kelley Pace and Shuang Zhu
Louisiana State University - E.J. Ourso College of Business Administration and Kansas State University - Department of Finance

Abstract:

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House price index; Mortgage; Mortgage default; Latent index

Distressed Properties: Valuation Bias and Accuracy

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 21 Apr 2011
Shuang Zhu and R. Kelley Pace
Kansas State University - Department of Finance and Louisiana State University - E.J. Ourso College of Business Administration

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appraisal bias, appraisal accuracy, distressed property, foreclosure

Distressed Properties: Valuation Bias and Accuracy

Journal of Real Estate Finance and Economics, Vol. 44, Nos. 1/2, 2012
Posted: 26 Jan 2012
Shuang Zhu and R. Kelley Pace
Kansas State University - Department of Finance and Louisiana State University - E.J. Ourso College of Business Administration

Abstract:

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Appraisal bias, Appraisal accuracy, Distressed property, Foreclosure