Author Page for James D. Shilling

National University of Singapore (NUS), DePaul University, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS)

Downloads 118 (252,092)

Abstract:

4.

Are Commercial Mortgage Defaults Affected by Tax Considerations?

KAIST Business School Working Paper Series No. 2007-007

Number of pages: 40 Posted: 01 Jun 2007

Hoon Cho, Brian A. Ciochetti and James D. Shilling

Korea Advanced Institute of Science and Technology (KAIST), Independent and DePaul University

Downloads 76 (335,374)

Citation 1

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5.

Large Banks and Efficient Banks: How Do They Influence Credit Supply and Default Risk?

Number of pages: 38 Posted: 10 Nov 2013 Last Revised: 29 Jun 2018

Bo Liu, James D. Shilling and Tien Foo Sing

National University of Singapore (NUS) - Department of Real Estate, DePaul University and National University of Singapore (NUS) - Department of Real Estate

Downloads 61 (380,280)

Abstract:

6.

Unconventional Monetary Policy and U.S. Housing Markets Dynamics

Number of pages: 61 Posted: 01 Apr 2015

Yao-Min Chiang, Jarjisu Sa-Aadu and James D. Shilling

National Taiwan University - Department of Finance, University of Iowa - Department of Finance and DePaul University

Downloads 59 (383,425)

Citation 1

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7.

How Tax Credits Have Affected the Rehabilitation of the Boston Office Market

Journal of Real Estate Research, Vol. 28, No. 4, 2006

Number of pages: 28 Posted: 13 Dec 2006

James D. Shilling, Kerry D. Vandell, Ruslan Koesman and Zhenguo Lin

DePaul University, University of California, Irvine - Paul Merage School of Business, University of Wisconsin and University of Wisconsin

Downloads 52 (406,635)

Abstract:

8.

The Economics of Tenure Choice: 1955-79

NBER Working Paper No. w0543

Number of pages: 39 Posted: 07 Jul 2004 Last Revised: 28 Jun 2010

Patric H. Hendershott and James D. Shilling

University of Aberdeen - Centre for Property Research and DePaul University

Downloads 48 (420,872)

Citation 1

Abstract:

9.

Fiduciary Investment Under Uncertainty: Examining Pension Plan Investment Behavior When Trustees Have Reputational Utility

Number of pages: 40 Posted: 30 Mar 2011

Kiat Ying Seah and James D. Shilling

National University of Singapore (NUS) and DePaul University

Downloads 41 (448,069)

Abstract:

10.

The Impact of the Agencies on Conventional Fixed-Rate Mortgage Yields

NBER Working Paper No. w2646

Number of pages: 25 Posted: 16 Jul 2004 Last Revised: 28 Sep 2010

Patric H. Hendershott and James D. Shilling

University of Aberdeen - Centre for Property Research and DePaul University

Downloads 28 (508,608)

Citation 3

Abstract:

11.

The Impacts on Capital Allocation of Some Aspects of the Economic Recovery Tax Act of 1981

NBER Working Paper No. w0825

Number of pages: 47 Posted: 07 Jan 2008

Patric H. Hendershott and James D. Shilling

University of Aberdeen - Centre for Property Research and DePaul University

Downloads 16 (581,053)

Abstract:

12.

Reforming Conforming Loan Limits: the Impact on Thrift Earnings and Taxpayer Outlays

NBER Working Paper No. w3010

Number of pages: 29 Posted: 14 Apr 2007

Patric H. Hendershott and James D. Shilling

University of Aberdeen - Centre for Property Research and DePaul University

Downloads 15 (587,516)

Abstract:

13.

On the Portfolio Properties of Real Estate in Good Times and Bad Times

Real Estate Economics, Vol. 38, No. 3, pp. 529-565, Fall 2010

Number of pages: 37 Posted: 18 Aug 2010

J. Sa-Aadu, James D. Shilling and Ashish Tiwari

affiliation not provided to SSRN, DePaul University and University of Iowa

Downloads 2 (680,007)

Citation 1

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14.

REIT Stock Price Volatility and the Effects of Leverage

Real Estate Economics, Vol. 45, Issue 2, pp. 452-477, 2017

Number of pages: 26 Posted: 19 Apr 2017

Yuichiro Kawaguchi, Jarjisu Sa-Aadu and James D. Shilling

Waseda University, University of Iowa - Department of Finance and DePaul University

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15.

Commercial Real Estate Market Property Level Capital Expenditures: An Options Analysis

Journal of Real Estate Finance and Economics, October 2019, Volume 59, Issue 3, pp 372–390

Posted: 05 Dec 2019

Shaun A. Bond, James D. Shilling and Charles Wurtzebach

UQ Business School, DePaul University and DePaul University

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16.

How Big of a Lemons Market is the Secondary Market for Private Equity Real Estate

Journal of Real Estate Finance and Ecnomics, October 2019, Volume 59, Issue 3, pp 391–418

Posted: 05 Dec 2019

David Barker, Kiat Ying Seah and James D. Shilling

University of Iowa, National University of Singapore (NUS) and DePaul University

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17.

Spatial Correlation in Expected Returns in Commercial Real Estate Markets and the Role of Core Markets

Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017

Posted: 18 Mar 2017

James D. Shilling and C. F. Sirmans

DePaul University and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law

Abstract:

18.

REIT Stock Market Volatility and Expected Returns

Real Estate Economics, Vol. 44, Issue 4, pp. 968-995, 2016

Number of pages: 28 Posted: 13 Oct 2016

Richard Chung, Scott Fung, James D. Shilling and Tammie Mosley

Griffith University - Department of Accounting, Finance and Economics, California State University, East Bay, DePaul University and California State University, East Bay

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Abstract:

19.

REIT Stock Market Volatility and Expected Returns

Real Estate Economics, Forthcoming

Posted: 08 Jan 2015

Richard Chung, Scott Fung, James D. Shilling and Tammie Simmons-Mosley

The Hong Kong Polytechnic University, California State University, East Bay, DePaul University and California State University, East Bay - Department of Management

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20.

Who Says There is a High Consensus Among Analysts When Market Uncertainty is High? Some New Evidence from the Commercial Real Estate Market

Journal of Real Estate Finance and Economics, Vol. 47, No. 4, 2013

Posted: 08 Nov 2013

James D. Shilling, C. F. Sirmans and Barrett A. Slade

DePaul University, Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law and Independent

Abstract:

21.

Are Commercial Mortgage Defaults Affected by Tax Considerations?

Journal of Real Estate Finance and Economics, Vol. 46, No. 1, 2013, Forthcoming

Posted: 20 Dec 2012

Hoon Cho, Brian A. Ciochetti and James D. Shilling

Korea Advanced Institute of Science and Technology (KAIST), Independent and DePaul University

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22.

Seemingly Irrational but Predictable Price Formation in Seoul's Housing Market

Journal of Real Estate Finance and Economics, Vol. 44, No. 4, 2012

Posted: 24 Mar 2012

Hoon Cho, Kyung-Hwan Kim and James D. Shilling

Korea Advanced Institute of Science and Technology (KAIST), Sogang University and DePaul University

Abstract:

23.

What Determines Stock Price Synchronicity in REITs?

Journal of Real Estate Finance and Economics, Vol. 43, No. 1, 2011

Posted: 02 Apr 2011

Richard Chung, Scott Fung, James D. Shilling and Tammie Simmons-Mosley

The Hong Kong Polytechnic University, California State University, East Bay, DePaul University and California State University, East Bay - Department of Management

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24.

REIT Resiliency and Corporate Governance

46th Annual AREUEA Conference Paper

Posted: 01 Dec 2010

James D. Shilling, Richard Chung, Scott Fung and Tammie Simmons-Mosley

DePaul University, The Hong Kong Polytechnic University, California State University, East Bay and California State University, East Bay - Department of Management

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25.

Loss Recoveries, Realized Excess Returns, and Credit Rationing in the Commercial Mortgage Market

Journal of Real Estate Finance and Economics, Vol. 34, No. 4, 2007

Posted: 11 Jan 2007

Brian A. Ciochetti and James D. Shilling

Independent and DePaul University

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26.

The Role of Real Estate in an Institutional Investor's Portfolio Revisited

Journal of Real Estate Finance and Economics, Vol. 29, No. 3

Posted: 04 Feb 2004

Gregory H. Chun, Jarjisu Sa-Aadu and James D. Shilling

Kimpo College, University of Iowa - Department of Finance and DePaul University

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27.

Unsmoothing Commercial Property Returns: A Revision to Fisher-Geltner-Webb's Unsmoothing Methodology

Journal of Real Estate Finance and Economics, Vol. 27, No. 3

Posted: 07 Jul 2003

Hoon Cho, Yuichiro Kawaguchi and James D. Shilling

Wisconsin School of Business, Meikai University - Faculty of Real Estate Science and DePaul University

Abstract:

28.

The Effect of Firm Characteristics on the Use of Percentage Retail Leases

Journal of Real Estate Finance & Economics, Vol. 27, No. 1

Posted: 14 Mar 2003

Gregory H. Chun, Mark Eppli and James D. Shilling

Kimpo College, Marquette University and DePaul University

Abstract:

29.

A Proportional Hazards Model of Commercial Mortgage Default with Originator Bias

Journal of Real Estate Finance & Economics, Vol. 27, No. 1

Posted: 04 Feb 2003

Brian A. Ciochetti, Rui Yao, Yongheng Deng, Gail Lee and James D. Shilling

Independent, Baruch College - Department of Economics and Finance, Wisconsin School of Business, University of Wisconsin-Madison, Credit Suisse First Boston and DePaul University

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30.

Institutional Investors Tilt Their Real Estate Holdings Toward Quality, Too

Journal of Real Estate Finance and Economics, Vol. 21, Issue 2

Posted: 14 Sep 2000

Stephen Malpezzi and James D. Shilling

University of Wisconsin at Madison and DePaul University

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31.

Determinants of Real Estate Asset Allocations in Private and Public Pension Plans

The Journal of Real Estate Finance and Economics, Vol. 19, Iss. 3

Posted: 21 Nov 1999

Brian A. Ciochetti, Jarjisu Sa-Aadu and James D. Shilling

Independent, University of Iowa - Department of Finance and DePaul University

Abstract:

32.

The Impact of Initial-Year Discounts on Arm Prepayments

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The Impact of Initial-Year Discounts on Arm Prepayments

REAL ESTATE ECONOMICS, Vol. 25 No. 3, Fall 1997

Posted: 01 Aug 1997

Richard K. Green and James D. Shilling

University of Southern California - Lusk Center for Real Estate and DePaul University

Abstract:

The Impact of Initial-Year Discounts on Arm Prepayments

Posted: 17 Jun 1997

Richard K. Green and James D. Shilling

University of Southern California - Lusk Center for Real Estate and DePaul University

Abstract:

33.

Choosing between Fixed and Adjustable-Rate Mortgages: The Case of Commercial Mortgages

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 12 No. 3

Posted: 27 Sep 1996

Upinder Dhillon, Jarjisu Sa-Aadu and James D. Shilling

SUNY at Binghamton - School of Management, University of Iowa - Department of Finance and DePaul University

James D. Shilling

DePaul University

National Bureau of Economic Research (NBER)

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Scholarly Papers (33)

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On the Portfolio Properties of Real Estate in Good Times and Bad Times

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REIT Stock Price Volatility and the Effects of Leverage

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REIT Stock Market Volatility and Expected Returns

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