James B. Kau

University of Georgia - Department of Insurance, Legal Studies, Real Estate

Professor

Athens, GA 30602-6254

United States

SCHOLARLY PAPERS

22

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3,103

SSRN CITATIONS
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Top 11,945

in Total Papers Citations

13

CROSSREF CITATIONS

68

Scholarly Papers (22)

1.

Frictions and Mortgage Options

Number of pages: 30 Posted: 18 Nov 1999
James B. Kau and V. Carlos Slawson, Jr.
University of Georgia - Department of Insurance, Legal Studies, Real Estate and Louisiana State University
Downloads 810 (30,527)
Citation 1

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2.

Patterns of Rational Default

Number of pages: 32 Posted: 09 Nov 1999
James B. Kau and Donald C. Keenan
University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-Pontoise
Downloads 650 (41,155)
Citation 5

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3.

Do Managers Listen to the Market?

Journal of Corporate Finance, Vol. 14, No. 4, 2008
Number of pages: 42 Posted: 28 Oct 2004 Last Revised: 04 Mar 2018
James B. Kau, James S. Linck and Paul H. Rubin
University of Georgia - Department of Insurance, Legal Studies, Real Estate, Southern Methodist University (SMU) - Finance Department and Emory University - Department of Economics
Downloads 441 (67,361)
Citation 15

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Agency costs, information markets, investment decisions, merger, acquisition, learning

4.

Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)

Journal of Real Estate Finance and Economics, Vol. 39, No. 2, 2009
Number of pages: 21 Posted: 27 Feb 2009 Last Revised: 11 Feb 2011
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise and Zicklin School of Business, Baruch College - The City University of New York
Downloads 277 (114,298)
Citation 1

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CMBS, default, structural model

5.

The Growth of Government: Sources and Limits

Number of pages: 20 Posted: 30 Apr 2001
James B. Kau and Paul H. Rubin
University of Georgia - Department of Insurance, Legal Studies, Real Estate and Emory University - Department of Economics
Downloads 262 (121,079)

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government growth, ideology, tax revenues

6.

Subprime Mortgage Default

Posted: 28 Apr 2010 Last Revised: 04 Jun 2010
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise, Federal National Mortgage Association (Fannie Mae) and Louisiana State University
Downloads 219 (144,878)
Citation 3

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Mortgage, subprime, reduced-form valuation

7.

Liability Distributions for Mortgage Insurance

Number of pages: 18 Posted: 22 Nov 1999
James B. Kau, Donald C. Keenan and Taewon Kim
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise and California State University, Los Angeles
Downloads 217 (146,157)

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First Mortgages, Second Mortgages, and Their Default

Number of pages: 34 Posted: 22 Dec 2012
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise and Federal National Mortgage Association (Fannie Mae)
Downloads 90 (296,811)

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Piggyback loans, mortgage default, mortgage modifications, competing risks

First Mortgages, Second Mortgages and Their Default

Journal of Real Estate Finance and Economics, Vol. 48, No. 4, 2014
Posted: 04 Apr 2014
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise and Federal National Mortgage Association (Fannie Mae)

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Piggyback mortgages; Default; Loan modifications

9.
Downloads 90 (294,435)
Citation 1

Leverage and Mortgage Foreclosures

Number of pages: 25 Posted: 09 Mar 2009
University of Cergy-Pontoise, Federal National Mortgage Association (Fannie Mae) and University of Georgia - Department of Insurance, Legal Studies, Real Estate
Downloads 90 (296,811)
Citation 1

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leverage, default, mortgage

Leverage and Mortgage Foreclosures

Journal of Real Estate Finance and Economics, Vol. 42, No. 4, 2011
Posted: 09 Feb 2011
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise and Federal National Mortgage Association (Fannie Mae)

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Mortgage, Default, Leverage

10.

The Impact of Second Loans on Subprime Mortgage Defaults

Number of pages: 42 Posted: 29 Nov 2010 Last Revised: 20 Mar 2012
University of Cincinnati - Department of Finance - Real Estate, University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-Pontoise
Downloads 47 (413,218)
Citation 1

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Subprime Mortgages, Foreclosure, Default. Second Loans, HMDA

The Impact of Second Loans on Subprime Mortgage Defaults

Real Estate Economics, Vol. 41, Issue 4, pp. 858-886, 2013
Number of pages: 29 Posted: 17 Dec 2013
University of Cincinnati - Department of Finance - Real Estate, University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-Pontoise
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The Impact of Second Loans on Subprime Mortgage Defaults

Real Estate Economics- Forthcoming
Posted: 08 Aug 2012
University of Cincinnati - Department of Finance - Real Estate, University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-Pontoise

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Subprime, Second Loans, HMDA. Foreclosure

Racial Discrimination and Mortgage Lending

Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012
Posted: 14 Jul 2012
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise and University of Georgia - Department of Insurance, Legal Studies, Real Estate

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Racial discrimination, Mortgage lending

Racial Discrimination and Mortgage Lending

Journal of Real Estate Finance and Economics, Vol. 45, No. 2, 2012
Posted: 22 Aug 2012
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise and University of Georgia - Department of Insurance, Legal Studies, Real Estate

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Racial discrimination, Mortgage lending

13.

Development Value: A Real Options Approach Using Empirical Data

Journal of Real Estate Finance and Economics, Vol. 43, No. 3, 2011
Posted: 10 Aug 2011
University of Connecticut - Department of Finance, University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Georgia - Department of Insurance, Legal Studies, Real Estate

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Real options, Land value, Development

Asymmetric Information in the Subprime Mortgage Market

Journal of Real Estate Finance and Economics, Vol.44, Nos. 1&2, 2012
Posted: 10 Mar 2011 Last Revised: 24 Feb 2012
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise, Federal National Mortgage Association (Fannie Mae) and Louisiana State University

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asymmetric information, subprime, mortgage default

Asymmetric Information in the Subprime Mortgage Market

Journal of Real Estate Finance and Economics, Vol. 44, Nos. 1 & 2, 2012
Posted: 30 Nov 2011
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise, Federal National Mortgage Association (Fannie Mae) and Louisiana State University

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Asymmetric information, Subprime, Default

15.

An Analysis of Mortgage Termination Risks: A Shared Frailty Approach with MSA-Level Random Effects

Journal of Real Estate Finance and Economics, Vol. 42, No. 1, 2011
Posted: 29 Aug 2010
James B. Kau, Donald C. Keenan and Xiaowei Li
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise and affiliation not provided to SSRN

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mortgage termination, MSA, shared-frailty effect

16.

The Hazard Approach to Mortgage Valuation as a Reduced Form Alternative to Option-Pricing Models

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 19 May 2006
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise and Federal National Mortgage Association (Fannie Mae)

Abstract:

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reduced form, mortgage valuation

17.

The Effect of Mortgage Price and Default Risk on Mortgage Spreads

Journal of Real Estate Finance and Economics, Vol. 30, No. 3, 2005
Posted: 22 Oct 2005
James B. Kau and Luke C. Peters
University of Georgia - Department of Insurance, Legal Studies, Real Estate and Bank of America

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Mortgage spreads, call option, points, yield curve dynamics

18.

Frictions, Heterogeneity, and Optimality in Mortgage Modeling

The Journal of Real Estate Finance & Economics, Vol. 24, No. 3
Posted: 17 May 2002
James B. Kau and V. Carlos Slawson, Jr.
University of Georgia - Department of Insurance, Legal Studies, Real Estate and Louisiana State University

Abstract:

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Mortgages, Transaction Costs, Options Pricing

19.

Waiting to Default: The Value of Delay

JOURNAL OF THE AMERICAN REAL ESTATE AND URBAN ECONOMICS ASSOCIATION, Vol 22 No 3, Fall 1994
Posted: 02 May 2000
James B. Kau and Taewon Kim
University of Georgia - Department of Insurance, Legal Studies, Real Estate and California State University, Los Angeles

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20.

Valuing Prepayment and Default in a Fixed Rate Mortgage: A Bivariate Binomial Options Pricing Technique

Posted: 03 Nov 1998
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Georgia - Department of Insurance, Legal Studies, Real Estate and Louisiana State University

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21.

The Valuation at Origination of Fixed Rate Mortgages with Default and Prepayment

THE JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, Vol 11
Posted: 25 Aug 1998
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-Pontoise, affiliation not provided to SSRN and University of Alabama

Abstract:

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22.

An Option-Theoretic Model of Catastrophes Applied to Mortgage Insurance

J. OF RISK AND INSURANCE, Vol. 63 No. 4, December 1996
Posted: 13 Mar 1997
James B. Kau and Donald C. Keenan
University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-Pontoise

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