Walter Boudry

Cornell University

Ithaca, NY 14853

United States

SCHOLARLY PAPERS

6

DOWNLOADS

134

CITATIONS

0

Scholarly Papers (6)

1.

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

Number of pages: 46 Posted: 02 Nov 2014
Cornell University, Cornell University - School of Hotel Administration, University of Miami - Department of Finance and Massachusetts Institute of Technology
Downloads 63 (345,906)

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

2.

Using Cash Flow Dynamics to Price Thinly Traded Assets

Number of pages: 49 Posted: 27 Nov 2017 Last Revised: 09 Jul 2019
Cornell University, Cornell University - School of Hotel Administration, University of Miami - Department of Finance and Massachusetts Institute of Technology
Downloads 39 (425,703)

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

3.

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 North Carolina (UNC) at Chapel Hill - Finance Area and Cornell SC Johnson College of Business
Downloads 32 (455,081)

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

4.

The Dynamics of REIT Pricing Efficiency

Real Estate Economics, Vol. 46, Issue 1, pp. 251-283, 2018
Number of pages: 33 Posted: 21 Feb 2018
Mike Aguilar, Walter Boudry and Robert A. Connolly
University of North Carolina (UNC) at Chapel Hill - Department of Economics, Cornell University and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 0 (665,900)
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5.

On Indexing Commercial Real Estate Properties and Portfolios

Journal of Real Estate Finance and Economics, Vol. 47, No. 4, 2013
Posted: 06 Nov 2013
Cornell University, Pennsylvania State University, College of the Liberal Arts - Department of Economic and Cornell University - School of Hotel Administration

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Indexing; Basis risk; Real estate portfolios

6.

On the Hybrid Nature of REITs

Journal of Real Estate Finance and Economics, Vol. 44, No. 1/2, 2012
Posted: 25 Jan 2012
Cornell University, Pennsylvania State University, College of the Liberal Arts - Department of Economic, New York University (NYU) - Department of Finance and Cornell University - School of Hotel Administration

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REITs, Cointegration