Walter Boudry

Cornell University

Ithaca, NY 14853

United States

  • Cornell University

SCHOLARLY PAPERS

5

DOWNLOADS

343

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (5)

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1.

What Really Happens During Flight to Safety: Evidence from Real Estate Markets

Number of pages: 36 Posted: 25 May 2018
Walter Boudry, Robert A. Connolly and Eva Steiner
Cornell University, University of Florida and Pennsylvania State University - Smeal College of Business
Downloads 144 (388,176)

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Flight to Safety, Macro Finance, Capital Markets, Real Estate, Asset Pricing

2.

Using Cash Flow Dynamics to Price Thinly Traded Assets: The Case of Commercial Real Estate

Number of pages: 46 Posted: 02 Nov 2014
Walter Boudry, Crocker Herbert Liu, Tobias Muhlhofer and Walter N. Torous
Cornell University, Cornell University - School of Hotel Administration, University of Miami - Department of Finance and Massachusetts Institute of Technology
Downloads 112 (470,757)

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Thinly traded assets, asset pricing, panel vector autoregression, commercial real estate

3.

Using Cash Flow Dynamics to Price Thinly Traded Assets

Number of pages: 49 Posted: 27 Nov 2017 Last Revised: 09 Jul 2019
Walter Boudry, Crocker Herbert Liu, Tobias Muhlhofer and Walter N. Torous
Cornell University, Cornell University - School of Hotel Administration, University of Miami - Department of Finance and Massachusetts Institute of Technology
Downloads 87 (557,852)
Citation 1

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asset pricing, thinly traded assets, panel vector autoregression, fixed income, commercial mortgage-backed securities

4.

On Indexing Commercial Real Estate Properties and Portfolios

Journal of Real Estate Finance and Economics, Vol. 47, No. 4, 2013
Posted: 06 Nov 2013
Walter Boudry, N. Edward Coulson and Crocker Herbert Liu
Cornell University, University of California, Irvine - Paul Merage School of Business and Cornell University - School of Hotel Administration

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Indexing; Basis risk; Real estate portfolios

5.

On the Hybrid Nature of REITs

Journal of Real Estate Finance and Economics, Vol. 44, No. 1/2, 2012
Posted: 25 Jan 2012
Walter Boudry, N. Edward Coulson, Jarl G. Kallberg and Crocker Herbert Liu
Cornell University, University of California, Irvine - Paul Merage School of Business, New York University (NYU) - Department of Finance and Cornell University - School of Hotel Administration

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REITs, Cointegration