State College, PA 16802
Smeal College of Business, The Pennsylvania State University
in Total Papers Downloads
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Venture Capital, Index Estimation, Repeat Sales Regression, Re-Weighting
individual investors, learning, rationality, trading
Mortgage, Subprime, House prices, Expectations
Venture Capital, Sequential investment, Stage financing, Intertemporal returns
venture capital, sequential investment, stage financing, intertemporal returns
Venture capital, Sequential investment, Stage financing, Intertemporal returns
Repeat sales estimators, Real estate index, Simulation
commercial real estate, risk and returns, Monte Carlo simulations
Asset price index, choice of indices, performance measurement, asset class attributes analysis
housing market, price volume correlation, trading volume
housing market, price volume correlation, Granger causality
repeat sales regression, heterogeneity, EM algorithm, Chi-square test, Monte Carlo simulation
Repeat sales regression, Heterogeneity, EM algorithm, Chi-square test, Monte Carlo simulation
land market, government interference, market efficiency
land market, movernment interference, market efficiency
real estate cycles, commercial real estate, mortgage fund flows, positive feedback loop
home value appreciation, housing price volatility, metropolitan economy, panel VAR
home value appreciation, housing price volatility, urban economy, panel VAR
time variation, market liquidity, valuation strategy, optimal valuation
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-6229.
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File name: REEC.
Return predictability, risk predictability, cap rats, private equity, and commercial real estate
interest rate, investment under uncertainty, real options, and commercial real estate
mortgage, interest rate, financial leverage, commercial real estate
commercial real estate, risk and return, cross-sectional approach, Monte Carlo simulation
Dynamic conditional correlation, Portfolio allocation, Forecast evaluation
File name: reec12005.
home value risk, submarkets
home sales, wealth effect, collateral effect, housing market, vector error correction model, multifactor error structure, panel data
Housing market, home sales
Economic growth, House prices, Wealth effect, Collateral effect, Common correlated effects estimators, Long horizon predictability
Learning, rationality, self-attribution, over-confidence, individual investors
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