Dennis R. Capozza

Ross School of Business, University of Michigan

Professor Emeritus

701 Tappan Street

Ann Arbor, MI MI 48109

United States

  • Ross School of Business, University of Michigan

    • Email
    • Tel: 734 995 7271
    • Fax: 734 629-0635
SCHOLARLY PAPERS

17

DOWNLOADS
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Top 19,350

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4,600

SSRN CITATIONS
Rank 12,765

SSRN RANKINGS

Top 12,765

in Total Papers Citations

51

CROSSREF CITATIONS

60

Scholarly Papers (17)

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1.

How Quickly do Equity Prices Converge to Intrinsic Value?

Downloads 749 (59,352)

How Quickly do Equity Prices Converge to Intrinsic Value?

Number of pages: 19 Posted: 12 Mar 2009
Dennis R. Capozza and Ryan D. Israelsen
Ross School of Business, University of Michigan and Michigan State University - Department of Finance
Downloads 749 (58,495)

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Equity prices, momentum, reversion

How Quickly Do Equity Prices Converge to Intrinsic Value?

Journal of Investment Management, 2010
Posted: 14 Nov 2010
Dennis R. Capozza and Ryan D. Israelsen
Ross School of Business, University of Michigan and Michigan State University - Department of Finance

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Momentum, Reversion, Equity Returns, Predictability, Intrinsic Value

2.

The Conditional Probability of Mortgage Default

Number of pages: 31 Posted: 09 Sep 1996
Dennis R. Capozza, Dick Kazarian and Thomas A. Thomson
Ross School of Business, University of Michigan, Lehman Brothers, New York and UTSA College of Business
Downloads 744 (59,782)
Citation 1

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3.

Debt, Agency and Management Contracts in Reits: The External Advisor Puzzle

Downloads 600 (78,687)
Citation 12

Debt, Agency and Management Contracts in Reits: The External Advisor Puzzle

Number of pages: 38 Posted: 23 May 1998
Dennis R. Capozza and Paul J. Seguin
Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 600 (77,718)
Citation 12

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Debt, Agency and Management Contracts in Reits: The External Advisor Puzzle

Posted: 18 Nov 1999
Dennis R. Capozza and Paul J. Seguin
Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

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4.

Why Focus Matters

Number of pages: 36 Posted: 23 Apr 1998
Dennis R. Capozza and Paul J. Seguin
Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 492 (100,629)
Citation 2

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5.

Determinants of Real House Price Dynamics

NBER Working Paper No. w9262
Number of pages: 35 Posted: 11 Oct 2002 Last Revised: 24 Apr 2022
Dennis R. Capozza, Patric H. Hendershott, Charlotte Mack and Christopher J. Mayer
Ross School of Business, University of Michigan, University of Aberdeen - Centre for Property Research, University of Michigan at Ann Arbor and Columbia University - Columbia Business School, Finance
Downloads 454 (110,737)
Citation 3

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6.

An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets

Number of pages: 38 Posted: 01 Oct 2003
Dennis R. Capozza, Patric H. Hendershott and Charlotte Mack
Ross School of Business, University of Michigan, University of Aberdeen - Centre for Property Research and University of Michigan at Ann Arbor
Downloads 449 (112,167)
Citation 36

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dynamics, mean reversion, serial correlation, housing

7.

Deconstructing the Subprime Debacle Using New Indices of Underwriting Quality and Economic Conditions: A First Look

Number of pages: 33 Posted: 15 Jul 2008
Charles D. Anderson, Dennis R. Capozza and Robert Van Order
University Financial Associates LLC, Ross School of Business, University of Michigan and University of Michigan - Stephen M. Ross School of Business
Downloads 405 (126,530)
Citation 4

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Mortgages, subprime, house prices, banking

8.

Real Investment, Capital Intensity and Interest Rates

Number of pages: 16 Posted: 21 Oct 1996
Dennis R. Capozza and Yuming Li
Ross School of Business, University of Michigan and California State University
Downloads 336 (155,524)
Citation 2

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9.

Deconstructing a Mortgage Meltdown: A Methodology for Decomposing Underwriting Quality

Number of pages: 26 Posted: 29 May 2009
Charles D. Anderson, Dennis R. Capozza and Robert Van Order
University Financial Associates LLC, Ross School of Business, University of Michigan and University of Michigan - Stephen M. Ross School of Business
Downloads 300 (175,328)
Citation 4

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mortgage, default, subprime, underwriting, foreclosure, risk management

10.

Expectations, Efficiency, and Euphoria in the Housing Market

Downloads 71 (556,887)

Expectations, Efficiency, and Euphoria in the Housing Market

NBER Working Paper No. w5179
Number of pages: 30 Posted: 14 Jul 2000 Last Revised: 28 Aug 2022
Dennis R. Capozza and Paul J. Seguin
Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 71 (564,351)

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Expectations, Efficiency, and Euphoria in the Housing Market

Posted: 20 Dec 1998
Dennis R. Capozza and Paul J. Seguin
Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

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11.

Subprime Transitions: Lingering or Malingering in Default?

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 18 May 2006
Dennis R. Capozza and Thomas A. Thomson
Ross School of Business, University of Michigan and UTSA College of Business

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subprime, mortgages, defaults, losses, lending

12.

Managerial Style, Managerial Expenses and Firm Value

Posted: 25 Aug 1998
Dennis R. Capozza and Paul J. Seguin
Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

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13.

Mortgage Default in Local Markets

Posted: 09 Jul 1998
Dennis R. Capozza, Dick Kazarian and Thomas A. Thomson
Ross School of Business, University of Michigan, Lehman Brothers, New York and UTSA College of Business

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14.

Taxes, House Prices and Housing Consumption

95-9, The Charles A. Dice Center for Research in Financial Economics Working Papers Series
Posted: 07 Jul 1998
Dennis R. Capozza, Richard K. Green and Patric H. Hendershott
Ross School of Business, University of Michigan, University of Southern California - Lusk Center for Real Estate and University of Aberdeen - Centre for Property Research

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15.

Property Type, Size, and REIT Value

Posted: 23 Apr 1998
Dennis R. Capozza and Sohan Lee
Ross School of Business, University of Michigan and Korean Institute of Finance

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16.

Taxes and House Prices

The Charles A. Dice Center Working Paper Series 97-16
Posted: 23 Dec 1997
Dennis R. Capozza, Richard K. Green and Patric H. Hendershott
Ross School of Business, University of Michigan, University of Southern California - Lusk Center for Real Estate and University of Aberdeen - Centre for Property Research

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17.

Dividend Policy Revisited: The Role of Cash Flow Uncertainty

Posted: 09 Sep 1996
Michael Bradley, Dennis R. Capozza and Paul J. Seguin
Duke University - Fuqua School of Business, Ross School of Business, University of Michigan and University of Minnesota - Twin Cities - Carlson School of Management

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