Bradford Case

National Association of Real Estate Investment Trusts®

1875 I Street, NW, Suite 600

Washington, DC 20006

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 4,104

SSRN RANKINGS

Top 4,104

in Total Papers Downloads

8,206

CITATIONS
Rank 12,938

SSRN RANKINGS

Top 12,938

in Total Papers Citations

30

Scholarly Papers (11)

1.
Downloads 6,170 ( 788)
Citation 18

Global Real Estate Markets: Cycles And Fundamentals

Yale ICF Working Paper No. 99-03
Number of pages: 23 Posted: 05 Apr 1999
National Association of Real Estate Investment Trusts®, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 5,961 (832)
Citation 18

Abstract:

Global Real Estate Markets - Cycles and Fundamentals

NBER Working Paper No. w7566
Number of pages: 23 Posted: 11 Jul 2000 Last Revised: 16 Oct 2010
National Association of Real Estate Investment Trusts®, Yale School of Management - International Center for Finance and Yale School of Management - International Center for Finance
Downloads 209 (122,649)
Citation 18

Abstract:

2.

Inflation and Real Estate Investments

U of Penn, Inst for Law & Econ Research Paper No. 11-33
Number of pages: 23 Posted: 29 Nov 2011 Last Revised: 18 Aug 2016
Bradford Case and Susan M. Wachter
National Association of Real Estate Investment Trusts® and University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 735 (20,553)

Abstract:

Property, securities, real estate investment trusts, REIT, REITs, hedge effectiveness, illiquid assets, portfolio allocation, Sharpe ratio, inflation protection, inflation sensitivity

Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance

Number of pages: 66 Posted: 30 Aug 2012
Bradford Case, Massimo Guidolin and Yildiray Yildirim
National Association of Real Estate Investment Trusts®, Bocconi University - Department of Finance and CUNY Baruch College - Zicklin School of Business
Downloads 383 (63,090)

Abstract:

REITs, Markov switching, Multivariate GARCH, Dynamic conditional correlations

Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance

Real Estate Economics, Vol. 42, Issue 2, pp. 279-342, 2014
Number of pages: 64 Posted: 20 May 2014
Bradford Case, Massimo Guidolin and Yildiray Yildirim
National Association of Real Estate Investment Trusts®, Bocconi University - Department of Finance and CUNY Baruch College - Zicklin School of Business
Downloads 0
  • Add to Cart

Abstract:

4.

Dynamic Correlations Among Asset Classes: REIT and Stock Returns

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 41 Posted: 08 Feb 2011
Bradford Case, Yawei Yang and Yildiray Yildirim
National Association of Real Estate Investment Trusts®, affiliation not provided to SSRN and CUNY Baruch College - Zicklin School of Business
Downloads 341 (60,881)
Citation 5

Abstract:

DCC-GARCH, REITs, Correlation, Volatility, Portfolio optimization, Asset allocation

5.

Preliminary Evaluation of the HECM Reverse Mortgage Program

Journal of American Real Estate and Urban Economics Association, Vol. 22, No. 2, Summer 1994
Number of pages: 46 Posted: 11 May 2000
Bradford Case and Anne B. Schnare
National Association of Real Estate Investment Trusts® and Federal Home Loan Mortgage Corporation (FHLMC)
Downloads 222 (86,301)
Citation 5

Abstract:

6.

The Impact of Environmental Contamination on Condo Prices: A Hybrid Repeat-Sale/Hedonic Approach

Real Estate Economics, Vol. 34, No. 1, pp. 77-107, Spring 2006
Number of pages: 31 Posted: 19 Nov 2006
National Association of Real Estate Investment Trusts®, University of Illinois, Heriot-Watt University and University of Sheffield - Department of Town and Regional Planning
Downloads 34 (386,548)
Citation 2
  • Add to Cart

Abstract:

7.

Book Reviews

Journal of Regional Science, Vol. 42, pp. 627-664, 2002
Number of pages: 38 Posted: 11 Jul 2003
University of California, Berkeley, College of Letters & Science, Department of Economics (Deceased), Michigan State University - Department of Agricultural Economics, West Virginia University, University of Massachusetts at Amherst - College of Social and Behavioral Sciences - Department of Economics, Long Island University at Southhampton Campus, affiliation not provided to SSRN, U.S. Department of Agriculture (USDA) - Economic Research Service (ERS), Williams College - Department of Economics, West Virginia University, National Association of Real Estate Investment Trusts®, University of Liverpool, University of Kentucky - Department of Economics, New Mexico Water Dialogue, Salem State College - Department of Geography and Northern Illinois University - Department of Geography
Downloads 26 (420,961)
  • Add to Cart

Abstract:

8.

Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence

Real Estate Economics, Forthcoming
Posted: 28 Sep 2012
Bradford Case, Massimo Guidolin and Yildiray Yildirim
National Association of Real Estate Investment Trusts®, Bocconi University - Department of Finance and CUNY Baruch College - Zicklin School of Business

Abstract:

REITs, Markov switching, Multivariate GARCH, Dynamic conditional correlations

9.

Dynamic Correlations Among Classes: REIT and Stock Returns

Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012
Posted: 22 Feb 2012
Bradford Case, Yawei Yang and Yildiray Yildirim
National Association of Real Estate Investment Trusts®, affiliation not provided to SSRN and CUNY Baruch College - Zicklin School of Business

Abstract:

DCC-GARCH, REITs, Volatility, Portfolio optimization, Asset allocation

10.

REIT Dividend Policies and Dividend Announcement Effects During the 2008-2009 Liquidity Crisis

Real Estate Economics, September 2012
Posted: 26 Apr 2011
Bradford Case, William G. Hardin III and Zhonghua Wu
National Association of Real Estate Investment Trusts®, Florida International University (FIU) - College of Business Administration and Florida International University (FIU)

Abstract:

REIT Dividend Policies and Dividend Announcement Effects

11.

Modeling Spatial and Temporal House Price Patterns: A Comparison of Four Models

Journal of Real Estate Finance and Economics, Vol. 29, No. 2
Posted: 27 Jan 2004
Texas Christian University, National Association of Real Estate Investment Trusts®, Case Western Reserve University - Department of Economics and University of Connecticut - Department of Finance

Abstract:

kriging, out of sample prediction, data snooping, local polynomial regression, smoothing regressions, semiparametric models, cluster analysis, nearest neighbors, hedonic models