James B. Kau

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

Professor

Athens, GA 30602-6254

United States

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 21,953

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Top 21,953

in Total Papers Downloads

3,215

SSRN CITATIONS
Rank 12,587

SSRN RANKINGS

Top 12,587

in Total Papers Citations

26

CROSSREF CITATIONS

68

Scholarly Papers (23)

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 812 (41,862)
Citation 1

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2.

Patterns of Rational Default

Number of pages: 32 Posted: 09 Nov 1999
University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-PontoiseUniversity of Georgia
Downloads 658 (55,478)
Citation 7

Abstract:

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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 473 (83,591)
Citation 23

Abstract:

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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-PontoiseUniversity of Georgia and Zicklin School of Business, Baruch College - The City University of New York
Downloads 329 (126,505)
Citation 5

Abstract:

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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 269 (155,768)

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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-PontoiseUniversity of Georgia, Federal National Mortgage Association (Fannie Mae) and Louisiana State University
Downloads 224 (185,995)
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
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and California State University, Los Angeles
Downloads 219 (190,049)

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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-PontoiseUniversity of Georgia and Federal National Mortgage Association (Fannie Mae)
Downloads 91 (379,828)

Abstract:

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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-PontoiseUniversity of Georgia and Federal National Mortgage Association (Fannie Mae)

Abstract:

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Piggyback mortgages; Default; Loan modifications

9.
Downloads 91 (376,562)
Citation 1

Leverage and Mortgage Foreclosures

Number of pages: 25 Posted: 09 Mar 2009
University of Cergy-PontoiseUniversity of Georgia, Federal National Mortgage Association (Fannie Mae) and University of Georgia - Department of Insurance, Legal Studies, Real Estate
Downloads 91 (379,828)
Citation 1

Abstract:

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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-PontoiseUniversity of Georgia and Federal National Mortgage Association (Fannie Mae)

Abstract:

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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-PontoiseUniversity of Georgia
Downloads 49 (518,018)
Citation 1

Abstract:

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Subprime Mortgages, Foreclosure, Default. Second Loans, HMDA

An Unintended Consequence of Mortgage Financing Regulation - A Racial Disparity

Journal of Real Estate Finance and Economics, November 2019, Volume 59, Issue 4, pp 549–588
Posted: 05 Dec 2019 Last Revised: 27 May 2020
James B. Kau, Lu Fang and Henry J. Munneke
University of Georgia - Department of Insurance, Legal Studies, Real Estate, Florida International University and University of Georgia - Department of Insurance, Legal Studies, Real Estate

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Mortgage discrimination; Prepayment; Default; Regulation

An Unintended Consequence of Mortgage Financing Regulation - A Racial Disparity

Journal of Real Estate Finance and Economics, 2018
Posted: 06 Mar 2020 Last Revised: 27 May 2020
James B. Kau, Lu Fang and Henry J. Munneke
University of Georgia - Department of Insurance, Legal Studies, Real Estate, Florida International University and University of Georgia - Department of Insurance, Legal Studies, Real Estate

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Mortgage discrimination, Prepayment, Default and regulation

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-PontoiseUniversity of Georgia
Downloads 0

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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-PontoiseUniversity of Georgia

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

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Racial discrimination, Mortgage lending

14.

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-PontoiseUniversity of Georgia, 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-PontoiseUniversity of Georgia, Federal National Mortgage Association (Fannie Mae) and Louisiana State University

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Asymmetric information, Subprime, Default

16.

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
University of Georgia - Department of Insurance, Legal Studies, Real Estate, University of Cergy-PontoiseUniversity of Georgia and affiliation not provided to SSRN

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mortgage termination, MSA, shared-frailty effect

17.

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-PontoiseUniversity of Georgia and Federal National Mortgage Association (Fannie Mae)

Abstract:

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reduced form, mortgage valuation

18.

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

19.

Frictions, Heterogeneity, and Optimality in Mortgage Modeling

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

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Mortgages, Transaction Costs, Options Pricing

20.

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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21.

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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22.

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-PontoiseUniversity of Georgia, affiliation not provided to SSRN and University of Alabama

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23.

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
University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Cergy-PontoiseUniversity of Georgia

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