David C. Ling

University of Florida - Warrington College of Business Administration

Professor

P.O. Box 117168

Gainesville, FL 32611

United States

SCHOLARLY PAPERS

33

DOWNLOADS
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SSRN RANKINGS

Top 26,322

in Total Papers Downloads

3,390

SSRN CITATIONS
Rank 11,288

SSRN RANKINGS

Top 11,288

in Total Papers Citations

49

CROSSREF CITATIONS

81

Scholarly Papers (33)

Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment

Number of pages: 43 Posted: 15 May 2008
Jim Clayton, David C. Ling and Andy Naranjo
University of Connecticut School of Business, University of Florida - Warrington College of Business Administration and University of Florida - Warrington College of Business Administration
Downloads 1,138 (32,547)
Citation 6

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Sentiment measures, limits to arbitrage, principal components, error-correction

Commercial Real Estate Valuation: Fundamentals versus Investor Sentiment

Journal of Real Estate Finance and Economics, Vol. 38, No. 1, 2009
Posted: 14 Oct 2008
Jim Clayton, David C. Ling and Andy Naranjo
University of Connecticut School of Business, University of Florida - Warrington College of Business Administration and University of Florida - Warrington College of Business Administration

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investment, capitalization rates, asset pricing, investor rationality

2.

Determinants of Multifamily Mortgage Default

Working Paper No. 99-2
Number of pages: 56 Posted: 02 May 2001
Government of the United States of America - Division of Research and Statistics, University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and Texas Tech University
Downloads 510 (95,891)
Citation 9

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3.

Considerations in the Design and Construction of Investment Real Estate Research Indices

Journal of Real Estate Research, Vol. 28, No. 4, 2006
Number of pages: 34 Posted: 13 Dec 2006
David Geltner and David C. Ling
Massachusetts Institute of Technology (MIT) and University of Florida - Warrington College of Business Administration
Downloads 362 (142,869)
Citation 1

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real estate indices, appraisal, transactions, indices

Short Sales and Fundamental Value: Explaining the REIT Premium to NAV

Real Estate Economics, Forthcoming
Posted: 16 May 2012
Dirk Brounen, David C. Ling and Melissa Porras Prado
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Florida - Warrington College of Business Administration and Nova School of Business and Economics

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REITs, NAV, Short Sales, Short Sale Constraint, Fundamental Value, Differences

5.

A Random Walk Down Main Street: Can Experts Predict Returns on Commercial Real Estate?

Journal of Real Estate Research, Vol. 27, No. 2, 2005
Number of pages: 18 Posted: 26 Dec 2006
David C. Ling
University of Florida - Warrington College of Business Administration
Downloads 273 (192,410)

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commercial, Real Estate Investment Survey, forecasting, return performance

6.

There's No Place Like Home: Information Asymmetries, Local Asset Concentration, and Portfolio Returns

Number of pages: 49 Posted: 13 Mar 2017 Last Revised: 01 Mar 2018
David C. Ling, Andy Naranjo and Benjamin Scheick
University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and Villanova University - Department of Finance
Downloads 200 (259,241)
Citation 10

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Asset Concentration, Information Asymmetry, Home Bias, Location, Real Estate Returns

7.

Asset Location, Timing Ability, and the Cross-Section of Commercial Real Estate Returns

Number of pages: 53 Posted: 05 Jan 2017 Last Revised: 05 May 2018
David C. Ling, Andy Naranjo and Benjamin Scheick
University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and Villanova University - Department of Finance
Downloads 135 (361,251)
Citation 4

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real estate investment trusts, private commercial real estate, asset location, market timing, portfolio allocation, return performance

8.

Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors

Journal of Real Estate Finance and Economics, Vol. 40, No. 1, 2010
Number of pages: 38 Posted: 28 May 2009
Brent C. Smith, Wayne R. Archer and David C. Ling
Virginia Commonwealth University, University of Florida - Warrington College of Business Administration and University of Florida - Warrington College of Business Administration
Downloads 124 (385,313)

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duration, housing, urban, tenure

9.

Asset Growth and Stock Performance: Evidence from REITs

Number of pages: 43 Posted: 23 Aug 2016
David C. Ling, Joseph T. L. Ooi and Ruoran Xu
University of Florida - Warrington College of Business Administration, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS)
Downloads 106 (431,839)

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REITs, asset growth, pricing anomaly

10.

How Taxes and Required Returns Drove Commercial Real Estate Valuations Over the Past Four Decades

FRB of Dallas Working Paper No. 1703
Number of pages: 47 Posted: 14 Feb 2017
John V. Duca, Patric H. Hendershott and David C. Ling
Oberlin College, University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Downloads 105 (434,773)

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11.

The Effect of Income and Collateral Constraints on Residential Mortgage Terminations

NBER Working Paper No. w5180
Number of pages: 41 Posted: 23 Jun 2000 Last Revised: 03 Apr 2022
Wayne R. Archer, David C. Ling and Gary A. McGill
University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and University of Florida - Fisher School of Accounting
Downloads 61 (599,052)
Citation 9

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12.

Real Estate and the Tax Reform Act of 1986

NBER Working Paper No. w2098
Number of pages: 42 Posted: 28 Jun 2004 Last Revised: 26 Sep 2022
University of Aberdeen - Centre for Property Research, Federal Home Loan Mortgage Corporation (FHLMC) and University of Florida - Warrington College of Business Administration
Downloads 59 (608,898)
Citation 1

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13.

The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate

Journal of Real Estate Finance and Economics, Vol. 39, No. 3, 2009
Number of pages: 29 Posted: 07 Aug 2009 Last Revised: 10 Apr 2015
University of Florida - Warrington College of Business Administration, Henley Business School - University of Reading and University of Reading - Department of Real Estate and Planning
Downloads 55 (629,624)
Citation 2

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asset pricing, illiquidity, transaction activity, private real estate markets

14.

Understanding the Real Estate Provisions of Tax Reform: Motivation and Impact

NBER Working Paper No. w2289
Number of pages: 25 Posted: 19 Jul 2004 Last Revised: 13 Feb 2023
Federal Home Loan Mortgage Corporation (FHLMC), University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Downloads 44 (693,344)

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15.

Tax Reform and Housing

NBER Working Paper No. w1524
Number of pages: 23 Posted: 05 Jul 2004 Last Revised: 02 Sep 2022
Patric H. Hendershott and David C. Ling
University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Downloads 41 (712,893)

Abstract:

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16.

Homeownership Rates of Married Couples: an Econometric Investigation

NBER Working Paper No. w2305
Number of pages: 37 Posted: 26 May 2004 Last Revised: 26 Oct 2022
Ohio State University (OSU) - Economics, University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Downloads 41 (712,893)

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17.

Prospective Changes in Tax Law and the Value of Depreciable Real Estate

NBER Working Paper No. w1352
Number of pages: 33 Posted: 08 Mar 2007 Last Revised: 12 Sep 2022
Patric H. Hendershott and David C. Ling
University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Downloads 37 (740,569)

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18.

The Administration Tax Reform Proposal and Housing

NBER Working Paper No. w1740
Number of pages: 35 Posted: 05 Jul 2004 Last Revised: 05 Oct 2022
Patric H. Hendershott and David C. Ling
University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Downloads 37 (740,569)

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19.

Trading and the Tax Shelter Value of Depreciable Real Estate

NBER Working Paper No. w1267
Number of pages: 28 Posted: 05 Jul 2004 Last Revised: 13 Feb 2023
Patric H. Hendershott and David C. Ling
University of Aberdeen - Centre for Property Research and University of Florida - Warrington College of Business Administration
Downloads 35 (755,058)

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20.

Price Predictability in Liquid Funds with Illiquid Underlying Assets

Number of pages: 42 Posted: 25 Sep 2023
MIT Realty Advisors, University of Florida - Warrington College of Business Administration, University of Alabama - Department of Economics, Finance and Legal Studies and College of Charleston
Downloads 27 (817,861)

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21.

Real Estate Ownership, Leasing Intensity, and Value: Do Stock Returns Reflect a Firm's Real Estate Holdings?

Journal of Real Estate Finance and Economics, Vol. 44, Nos. 1/2, 2012
Posted: 26 Jan 2012
David C. Ling, Andy Naranjo and Michael D. Ryngaert
University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and University of Florida - Department of Finance, Insurance and Real Estate

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Leasing, Real estate exposure, Off-balance sheet financing, Real estate risk

22.

Avoiding Taxes at Any Cost: The Economics of Tax-Deferred Real Estate Exchanges

Journal of Real Estate Finance and Economics, Vol. 36, No. 4
Posted: 30 Jan 2008
Milena Petrova and David C. Ling
Syracuse University - Whitman School of Management and University of Florida - Warrington College of Business Administration

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commercial real estate, tax-deferred exchanges, transaction price

23.

Trading Intensity and Real Estate Performance

Journal of Real Estate Finance and Economics, Vol. 35, No. 4, 2007
Posted: 11 Sep 2007
Dirk Brounen, Piet M. A. Eichholtz and David C. Ling
Erasmus University Rotterdam (EUR) - Department of Financial Management, University of Maastricht - Limburg Institute of Financial Economics (LIFE) and University of Florida - Warrington College of Business Administration

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real estate stocks, turnover, performance

24.

Dedicated REIT Mutual Fund Flows and REIT Performance

Journal of Real Estate Finance and Economics, Vol. 32, No. 4, 2006
Posted: 11 Oct 2005
David C. Ling and Andy Naranjo
University of Florida - Warrington College of Business Administration and University of Florida - Warrington College of Business Administration

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25.

Household Income, Termination Risk and Mortgage Pricing

Posted: 22 Jan 2003
Wayne R. Archer, David C. Ling and Gary A. McGill
University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and University of Florida - Fisher School of Accounting

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mortgage termination, mortgage prepayment, mortgage pricing, low-income homeownership

26.

Commercial Real Estate Return Performance: A Cross-Country Analysis

Posted: 17 May 2002
David C. Ling and Andy Naranjo
University of Florida - Warrington College of Business Administration and University of Florida - Warrington College of Business Administration

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real estate return performance, risk-adjusted real estate returns, international real estate returns, international asset pricing

27.

The Predictability of Equity REIT Returns: Time Variation and Economic Significance

Posted: 14 Dec 1999
David C. Ling, Michael D. Ryngaert and Andy Naranjo
University of Florida - Warrington College of Business Administration, University of Florida - Department of Finance, Insurance and Real Estate and University of Florida - Warrington College of Business Administration

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28.

Valuation Uncertainty, Institutional Involvement, and the Underpricing of Ipos: The Case of Reits

Posted: 05 Jul 1998
David C. Ling and Michael D. Ryngaert
University of Florida - Warrington College of Business Administration and University of Florida - Department of Finance, Insurance and Real Estate

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29.

Measuring the Importance of Location in House Price Appreciation

J. OF URBAN ECONOMICS
Posted: 19 Jun 1998
Wayne R. Archer, Dean H. Gatzlaff and David C. Ling
University of Florida - Warrington College of Business Administration, Florida State University and University of Florida - Warrington College of Business Administration

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30.

Evidence on the Demand for Mortgage Debt by Owner-Occupants

Journal of Urban Economics
Posted: 13 Feb 1998
David C. Ling and Gary A. McGill
University of Florida - Warrington College of Business Administration and University of Florida - Fisher School of Accounting

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31.

Demographic Versus Option-Driven Mortgage Terminations

Posted: 10 Jan 1997
Wayne R. Archer, David C. Ling and Gary A. McGill
University of Florida - Warrington College of Business Administration, University of Florida - Warrington College of Business Administration and University of Florida - Fisher School of Accounting

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32.

Revisiting Cross-Tenure Differences in Home Maintenance and Conditions

Posted: 17 Dec 1996
Dean H. Gatzlaff, Richard K. Green and David C. Ling
Florida State University, University of Southern California - Lusk Center for Real Estate and University of Florida - Warrington College of Business Administration

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Economic Risk Factors and Commercial Real Estate Returns

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 14 No. 3
Posted: 14 Mar 1997
David C. Ling and Andy Naranjo
University of Florida - Warrington College of Business Administration and University of Florida - Warrington College of Business Administration

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Economic Risk Factors and Commercial Real Estate Returns

Posted: 29 Mar 1996
David C. Ling and Andy Naranjo
University of Florida - Warrington College of Business Administration and University of Florida - Warrington College of Business Administration

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