Tien Foo Sing

National University of Singapore (NUS) - Department of Real Estate

4 Architecture Drive

Singapore 117566

Singapore

  • National University of Singapore (NUS) - Department of Real Estate

SCHOLARLY PAPERS

62

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25

CROSSREF CITATIONS

34

Scholarly Papers (62)

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1.

Inflation Hedging Characteristics of Chinese Real Estate Market

Journal of Real Estate Portfolio Management, Vol. 10, No. 2, 2004
Number of pages: 10 Posted: 08 Sep 2004
Yongqiang Chu and Tien Foo Sing
Belk College of Business, UNC Charlotte and National University of Singapore (NUS) - Department of Real Estate
Downloads 751 (35,610)

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Chinese Real Estate Market, Inflation Hedging, Expected Inflation Rate

2.

Do REITs Behave More Like Real Estate Now?

Number of pages: 17 Posted: 31 Dec 2007
I. Chun Tsai, Ming-Chi Chen and Tien Foo Sing
Southern Taiwan University of Science and Technology - Department of Finance, National Sun Yat-sen University - Department of Finance and National University of Singapore (NUS) - Department of Real Estate
Downloads 531 (56,153)
Citation 1

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Real Estate Investment Trusts, NAREIT, Securitized, Systematic Risk, Time Varying Coefficient

3.

Impact of Transboundary Haze Pollution on Household Utilities Consumption

Georgetown McDonough School of Business Research Paper No. 2942096
Number of pages: 59 Posted: 28 Mar 2017 Last Revised: 19 Nov 2019
Sumit Agarwal, Tien Foo Sing and Zoe Yang
National University of Singapore, National University of Singapore (NUS) - Department of Real Estate and The Chinese University of Hong Kong - CUHK Business School
Downloads 422 (74,496)
Citation 1

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Transboundary air pollution, haze, environmental externalities, risk avoidance economic activities, household utilities

4.

Are Singaporean Cabdrivers Target Earners?

Number of pages: 43 Posted: 11 Oct 2013 Last Revised: 27 Mar 2015
Sumit Agarwal, Mi Diao, Jessica Pan and Tien Foo Sing
National University of Singapore, National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Real Estate
Downloads 378 (84,720)
Citation 3

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Labor Supply, Reference Dependent Preferences, Cab Drivers

5.

Impact of Electronic Road Pricing on Real Estate Prices in Singapore

Number of pages: 34 Posted: 02 May 2014 Last Revised: 16 Aug 2017
Sumit Agarwal, Kang Mo Koo and Tien Foo Sing
National University of Singapore, Deakin University-Department of Finance and National University of Singapore (NUS) - Department of Real Estate
Downloads 365 (88,230)
Citation 2

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Congestion Tax, Traffic Management, Electric Road Pricing (ERP), Externality Effect, Real Estate Prices

6.

Superstition, Conspicuous Spending, and Housing Markets: Evidence from Singapore

Downloads 339 ( 96,259)
Citation 7

Superstition, Conspicuous Spending, and Housing Markets: Evidence from Singapore

Number of pages: 36 Posted: 29 Mar 2014 Last Revised: 10 Jun 2019
Sumit Agarwal, Jia He, Haoming Liu, Ivan P. L. Png, Tien Foo Sing and Wei-Kang Wong
National University of Singapore, Nankai University, National University of Singapore (NUS) - Department of Economics, National University of Singapore (NUS), National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Economics
Downloads 302 (108,744)
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Superstition, conspicuous spending, real estate, prices, behavioral economics

Superstition, Conspicuous Spending, and Housing Markets: Evidence from Singapore

IZA Discussion Paper No. 9899
Number of pages: 37 Posted: 25 Apr 2016
Sumit Agarwal, Jia He, Haoming Liu, Ivan P. L. Png, Tien Foo Sing and Wei-Kang Wong
National University of Singapore, Nankai University, National University of Singapore (NUS) - Department of Economics, National University of Singapore (NUS), National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Economics
Downloads 37 (480,860)
Citation 1

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superstition, conspicuous spending, real estate, prices, behavioral economics

7.

Golf Buddies and Board Diversity

Number of pages: 17 Posted: 13 Dec 2015
Sumit Agarwal, Wenlan Qian, David M. Reeb and Tien Foo Sing
National University of Singapore, National University of Singapore - NUS Business School, National University of Singapore and National University of Singapore (NUS) - Department of Real Estate
Downloads 291 (113,360)
Citation 1

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Board of Directors, Golf, Gender, Board Diversity

8.

Why Do Real Estate Agents Buy Houses at Lower Prices? Cherry Picking or Bargaining Power

Number of pages: 47 Posted: 02 Apr 2015 Last Revised: 10 Jan 2016
Sumit Agarwal, Jia He, Tien Foo Sing and Changcheng Song
National University of Singapore, Nankai University - School of Economics, National University of Singapore (NUS) - Department of Real Estate and Singapore Management University
Downloads 281 (117,712)
Citation 2

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Housing market, Real estate agents, Information Advantages, Cherry Picking, Bargaining Power, Agency Problem, Market Distortion

9.

Matching in Housing Markets: The Role of Ethnic Social Networks

Georgetown McDonough School of Business Research Paper No. 2888268
Number of pages: 65 Posted: 21 Dec 2016 Last Revised: 06 Jul 2018
Sumit Agarwal, Hyun-Soo Choi, Jia He and Tien Foo Sing
National University of Singapore, KAIST College of Business, Nankai University - School of Economics and National University of Singapore (NUS) - Department of Real Estate
Downloads 277 (119,528)
Citation 2

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Ethnic Matching, Social Networks, Housing Transactions, Cash-Over-Valuation (COV)

10.

Gender Gap in Personal Bankruptcy Risks: Empirical Evidence from Singapore

Review of Finance, Forthcoming, 27th Australasian Finance and Banking Conference 2014 Paper
Number of pages: 55 Posted: 22 Oct 2013 Last Revised: 07 Oct 2016
Sumit Agarwal, Jia He, Tien Foo Sing and Jian Zhang
National University of Singapore, Nankai University, National University of Singapore (NUS) - Department of Real Estate and The University of Hong Kong - Faculty of Business and Economics
Downloads 242 (137,294)
Citation 3

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Personal Bankruptcy, Gender, Risk Aversion, Household Finance

11.

Industry Structure and Stock Price Synchronicity

Number of pages: 45 Posted: 15 Apr 2014 Last Revised: 18 Sep 2019
Hao Cheng, Kian-Guan Lim, Tien Foo Sing and Long Wang
Independent, Singapore Management University - Lee Kong Chian School of Business, National University of Singapore (NUS) - Department of Real Estate and affiliation not provided to SSRN
Downloads 228 (145,446)

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Price Synchronicity, Market Capitalization, Property Rights Protection, Industry Structures, Information Hypothesis, Market-Wide Risk

12.

Preferences of Public Transit Commuters: Evidence from Smart Card Data in Singapore

Georgetown McDonough School of Business Research Paper No. 3036259
Number of pages: 43 Posted: 15 Sep 2017 Last Revised: 18 May 2020
Sumit Agarwal, Mi Diao, Jussi Keppo and Tien Foo Sing
National University of Singapore, National University of Singapore (NUS) - Department of Real Estate, National University of Singapore - NUS Business School and National University of Singapore (NUS) - Department of Real Estate
Downloads 223 (148,637)

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Public transportation, travel preference, value of travel time, value of reliability, big data

13.

Workplace Flexibility and Entrepreneurship

Georgetown McDonough School of Business Research Paper No. 3136792
Number of pages: 38 Posted: 13 Mar 2018
Sumit Agarwal, Tien Foo Sing, Changcheng Song and Jian Zhang
National University of Singapore, National University of Singapore (NUS) - Department of Real Estate, Singapore Management University and The University of Hong Kong - Faculty of Business and Economics
Downloads 219 (151,243)
Citation 1

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Entrepreneurship, Home-Base Work, Experimentation

14.

Spatial Difference-in-Differences (SDID) Models for Impact of New Mass Rapid Transit Line on Private Housing Values

Number of pages: 43 Posted: 19 May 2016 Last Revised: 24 May 2017
Mi Diao, Delon Leonard and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Real Estate
Downloads 208 (158,716)
Citation 4

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Urban rail transit network; housing values; network distance; local polynomial regression; spatial difference-in-differences estimator; spatial autocorrelation

15.

A New Mass Rapid Transit (MRT) Line Construction and Housing Wealth: Evidence from the Circle Line

Number of pages: 32 Posted: 17 Jan 2017 Last Revised: 03 Feb 2017
Mi Diao, Yi Fan and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Real Estate
Downloads 198 (166,127)
Citation 1

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Mass Rapid Transit (MRT) Line, Difference-In-Differences Approach, Treatment Effects, Marginal Willingness-to-Pay, Housing Wealth

16.

Dragon Babies

Georgetown McDonough School of Business Research Paper No. 3032575
Number of pages: 54 Posted: 08 Sep 2017 Last Revised: 27 Jan 2019
Sumit Agarwal, Wenlan Qian, Tien Foo Sing and Poh Lin Tan
National University of Singapore, National University of Singapore - NUS Business School, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Lee Kuan Yew School of Public Policy
Downloads 195 (168,520)
Citation 3

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Cohort Size, Cohort Effect, Superstition, Fertility, Education, Income, Consumption, Consumer Behavior, Household Finance

17.

Does Corporate Governance Matter for REITs? – Re-Examining 'The REIT Effect'

Number of pages: 29 Posted: 17 Dec 2013
Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate
Downloads 172 (188,519)

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Corporate Governance, tunneling distortion, REIT Effect, Risk-Taking, Tobin’s Q, Real Estate Holdings

18.

Volatility Persistence in Equity REIT Market

Number of pages: 21 Posted: 31 Dec 2007 Last Revised: 31 Jan 2013
Tien Foo Sing, I. Chun Tsai and Ming-Chi Chen
National University of Singapore (NUS) - Department of Real Estate, Southern Taiwan University of Science and Technology - Department of Finance and National Sun Yat-sen University - Department of Finance
Downloads 168 (192,299)

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Asymmetric Beta, Market Condition, SWARCH, Market Volatility

19.

School Allocation Rules and Housing Prices: A Quasi-Experiment with School Relocation Events in Singapore

Number of pages: 46 Posted: 19 Jan 2014 Last Revised: 30 Mar 2017
Sumit Agarwal, Satyanarain Rengarajan, Tien Foo Sing and Zoe Yang
National University of Singapore, National University of Singapore, National University of Singapore (NUS) - Department of Real Estate and The Chinese University of Hong Kong - CUHK Business School
Downloads 167 (193,267)
Citation 2

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School allocation policies, school relocation events, prioritization rule, private housing market, public housing market

20.

Information Asymmetries and Learning in Commercial Real Estate Markets

Number of pages: 58 Posted: 21 Aug 2017 Last Revised: 24 Apr 2018
Sumit Agarwal, Tien Foo Sing and Long Wang
National University of Singapore, National University of Singapore (NUS) - Department of Real Estate and affiliation not provided to SSRN
Downloads 158 (202,631)
Citation 4

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Learning, Information Asymmetry, Foreign Investors, Commercial Real Estate Markets, Cross-border investments

21.

Time-Varying Betas of US REITs from 1972 to 2013

Downloads 148 (213,997)
Citation 2

Time-Varying Betas of US REITs from 1972 to 2013

Number of pages: 35 Posted: 25 Jun 2008 Last Revised: 26 Dec 2014
Tien Foo Sing, I. Chun Tsai and Ming-Chi Chen
National University of Singapore (NUS) - Department of Real Estate, Southern Taiwan University of Science and Technology - Department of Finance and National Sun Yat-sen University - Department of Finance
Downloads 148 (214,429)
Citation 2

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Time-varying beta, Systematic Risk, Leverage Effects, Deleveraging, Equity REITs and Mortgage REITs

Time-Varying Betas of US REITs from 1972 to 2013

Journal of Real Estate Finance and Economics, Vol. 52, No. 1, 2016
Posted: 16 Dec 2015
Tien Foo Sing, I. Chun Tsai and Ming-Chin Chen
National University of Singapore (NUS) - Department of Real Estate, Southern Taiwan University of Science and Technology - Department of Finance and National Chengchi University (NCCU) - Department of Accounting

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Time-varying beta; Systematic risk; Leverage effects; Deleveraging; Equity REITs and Mortgage REITs

22.

Effects of Construction Activities on Residential Electricity Consumption: Evidence from Singapore's Public Housing Estates

Number of pages: 37 Posted: 25 Dec 2013 Last Revised: 24 Nov 2015
Sumit Agarwal, Satyanarain Rengarajan, Tien Foo Sing and Derek Vollmer
National University of Singapore, National University of Singapore, National University of Singapore (NUS) - Department of Real Estate and Future Cities Laboratory
Downloads 135 (230,300)
Citation 1

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Electricity Consumption, Negative Externalities, Construction Activities, Public Housing, Demand for Comfort

23.

Default Clustering and Credit Risks in Commercial Mortgage-Backed Securities

Number of pages: 27 Posted: 24 May 2011
Gang-Zhi Fan, Tien Foo Sing and Seow Eng Ong
School of Management, Guangzhou University, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Downloads 129 (238,591)

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Default cluster, counterparty risk, intensity model, subordination structure

24.

'Not a Zero-Sum Game' – REITs Improve Liquidity and Transparency in Local Real Estate Markets

Number of pages: 40 Posted: 08 Jul 2016 Last Revised: 15 Oct 2019
Kiat Ying Seah, James D. Shilling, Tien Foo Sing and Long Wang
National University of Singapore (NUS), DePaul University, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS)
Downloads 121 (250,391)

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Liquidity, Transparency, Efficiency, REIT Regime, Cross-border Real Estate Investments, Foreign Investors

25.

Nudges of School Children and Electricity Conservation: Evidence from the 'Project Carbon Zero' Campaign in Singapore

Number of pages: 37 Posted: 22 Nov 2014 Last Revised: 18 Oct 2016
Sumit Agarwal, Satyanarain Rengarajan, Tien Foo Sing and Zoe Yang
National University of Singapore, National University of Singapore, National University of Singapore (NUS) - Department of Real Estate and The Chinese University of Hong Kong - CUHK Business School
Downloads 113 (263,116)
Citation 2

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Energy conservation; Behavioral Intervention; Peer effects; Income Effect; Selective intervention

26.

Delinquency & Default in Arms: The Effects of Protected Equity and Loss Aversion

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 39 Posted: 12 Apr 2007
Seow Eng Ong, Alan Teo and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate, Independent and National University of Singapore (NUS) - Department of Real Estate
Downloads 113 (263,116)

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mortgage, loss aversion, default, delinquency

27.

Corruption and Home Bias in Global Real Estate Investments

Number of pages: 63 Posted: 29 Jul 2017 Last Revised: 04 Aug 2017
Tien Foo Sing and Long Wang
National University of Singapore (NUS) - Department of Real Estate and affiliation not provided to SSRN
Downloads 94 (298,035)

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Corruption, Home Bias, Foreign Investors, Commercial Real Estate Investments, Information Asymmetry, Manager Abilities

28.

Demand Restrictions and Buyers’ Loss Aversion Behavior: Investors versus Owners

Number of pages: 32 Posted: 12 Sep 2016 Last Revised: 30 Dec 2018
Mi Diao, Yi Fan and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Real Estate
Downloads 92 (302,161)
Citation 1

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Demand restrictions; risk aversion; government interventions; private housing market; investors and owners

29.

Are Green Buildings Really 'Greener'? Energy Efficiency of Green Mark Certified Buildings in Singapore

Number of pages: 65 Posted: 20 Dec 2017 Last Revised: 02 Oct 2018
Sumit Agarwal, Tien Foo Sing and Zoe Yang
National University of Singapore, National University of Singapore (NUS) - Department of Real Estate and The Chinese University of Hong Kong - CUHK Business School
Downloads 90 (306,279)

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Energy and Environment, Electric Utilities, Residential Market, Air Pollution

30.

Risk-Aversion and Urban Land Development Options

Number of pages: 33 Posted: 16 Apr 2012 Last Revised: 04 Aug 2019
Gang-Zhi Fan, Ming Pu, Tien Foo Sing and Xiaoyu Zhang
School of Management, Guangzhou University, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Downloads 89 (308,473)

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Optimal Development Timing, Investment Threshold, Real Option Value, Risk-Aversion, Markov-Switching ARCH, Urban Land Development

31.

Interaction of Housing Market and Stock Market in the U.S. - A Markov Switching Approach

Number of pages: 33 Posted: 06 Dec 2017 Last Revised: 11 Feb 2019
Ming Chu Chiang, Tien Foo Sing and Long Wang
National Yunlin University of Science and Technology - Department of Finance, National University of Singapore (NUS) - Department of Real Estate and affiliation not provided to SSRN
Downloads 69 (357,950)
Citation 1

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Wealth Effect, Capital-Switching Effect, Contagious Effect, Markov Switching Vector Autoregressive Model, Housing Market

32.

Housing, Wealth Composition and Expected Stock Return

Number of pages: 47 Posted: 18 May 2011 Last Revised: 07 Mar 2012
Daxuan Zhao and Tien Foo Sing
Renmin University of China - School of Business and National University of Singapore (NUS) - Department of Real Estate
Downloads 67 (363,679)

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Housing wealth, Consumption-based asset pricing, Expected stock return, Wealth composition

33.

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 (381,437)

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Market Structure, Banking Markets, Concentration, Contestability, Credit Expansion, Default Risks

34.

Impact of Foreclosure Laws on Mortgage Loan Supply and Performance

Downloads 55 (401,076)

Impact of Foreclosure Laws on Mortgage Loan Supply and Performance

Number of pages: 49 Posted: 12 Sep 2016
Tien Foo Sing, Yonglin Wang and Daxuan Zhao
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) and Renmin University of China - School of Business
Downloads 55 (407,284)

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mortgage lending, mortgage default, foreclosure laws

Impact of Foreclosure Laws on Mortgage Loan Supply and Performance

Journal of Real Estate Finance and Economics, February 2019, Volume 58, Issue 2, pp 159–200
Posted: 17 May 2019
Daxuan Zhao, Yonglin Wang and Tien Foo Sing
Renmin University of China - School of Business, Lingnan University and National University of Singapore (NUS) - Department of Real Estate

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Mortgage lending; Mortgage default; Foreclosure laws; Border identification strategy

35.

Spillover Risks in REITs and Other Asset Markets

Downloads 54 (404,433)

Spillover Risks in REITs and Other Asset Markets

Number of pages: 34 Posted: 24 Apr 2015
Ming-Chu Chiang, Tien Foo Sing and I. Chun Tsai
Kun Shan University of Technology, National University of Singapore (NUS) - Department of Real Estate and Southern Taiwan University of Science and Technology - Department of Finance
Downloads 54 (410,826)

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Systematic risk, total return spillovers, net return spillovers, own return spillovers, asset returns, REITs, stock, real estate

Spillover Risks in REITs and Other Asset Markets

Journal of Real Estate Finance and Economics, Vol. 54, No. 4, 2017
Posted: 03 Apr 2017
Ming-Chu Chiang, Tien Foo Sing and I. Chun Tsai
Kun Shan University of Technology, National University of Singapore (NUS) - Department of Real Estate and Southern Taiwan University of Science and Technology - Department of Finance

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Systematic Risk; Total Return Spillovers; Net Return Spillovers; Own Return-Spillovers; Asset Returns; REITs; Stock; Real Estate

36.

Dynamics of Private Industrial Space Demand in Singapore

Journal of Real Estate Research Vol. 25, No. 3, 2003
Number of pages: 24 Posted: 05 Jan 2007
Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate
Downloads 50 (418,349)

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industrial, Singapore, manufacturing, space demand

37.

Corporate Governance and Real Estate Collateral Effect

Number of pages: 29 Posted: 13 Nov 2014
Daxuan Zhao and Tien Foo Sing
Renmin University of China - School of Business and National University of Singapore (NUS) - Department of Real Estate
Downloads 49 (421,975)

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Collateral effect, corporate governance, G-Index, real estate assets, real estate market boom, investment decisions

38.

Do Housing Options Affect Child Birth Decisions? Evidence from Taiwan

Number of pages: 30 Posted: 27 Mar 2015 Last Revised: 20 Jul 2015
Pei-Syuan Lin, Chin-Oh Chang and Tien Foo Sing
National Chengchi University (NCCU), National Chengchi University (NCCU) - Department of Land Economics and National University of Singapore (NUS) - Department of Real Estate
Downloads 47 (429,413)

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Fertility behavior, housing options, housing price shocks, homeownership, user costs of housing

39.

Risk Attitude and Housing Wealth Effect

Downloads 46 (433,281)
Citation 1

Risk Attitude and Housing Wealth Effect

Number of pages: 36 Posted: 04 Nov 2011
Wen-Chi Liao, Daxuan Zhao and Tien Foo Sing
National University of Singapore (NUS), Renmin University of China - School of Business and National University of Singapore (NUS) - Department of Real Estate
Downloads 46 (441,362)
Citation 1

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housing wealth effect, risk aversion, Heckman correction model, pseudo panel data

Risk Attitude and Housing Wealth Effect

Journal of Real Estate Finance and Economics, Vol. 48, No. 3, 2014
Posted: 22 Mar 2014
Wen-Chi Liao and Tien Foo Sing
National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Real Estate

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Housing wealth effect; Risk aversion; Pseudo panel data; Heckman correction model

40.

'Cure' Effects and Mortgage Default: A Split Population Survival Time Models

Downloads 44 (440,991)

'Cure' Effects and Mortgage Default: A Split Population Survival Time Models

Number of pages: 49 Posted: 10 Nov 2013 Last Revised: 23 Dec 2016
Bo Liu and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Downloads 44 (449,547)

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Strategic Default, Mixture Cure Model, Split Population Hazard Model, Default Incidence, Latency Risks, Underwater Mortgages

'Cure' Effects and Mortgage Default: A Split Population Survival Time Models

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Posted: 26 Feb 2018
Bo Liu and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate

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Strategic Default; Mixture Cure Model; Split Population Hazard Model; Default Incidence; Latency Risks; Underwater Mortgages

41.

Spillovers of Non-Fundamental Risks in Securitized Real Estate Companies

Number of pages: 53 Posted: 20 Apr 2016 Last Revised: 17 May 2017
Zhen Chen, Kiat Ying Seah, Tien Foo Sing and Long Wang
National University of Singapore (NUS), National University of Singapore (NUS), National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS)
Downloads 30 (503,625)
Citation 1

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Fundamental Risks, Sentiment Risks, Return Comovements, Market Frictions, Risk Spillovers, REITs and REOCs

42.

Unobservable Risk in Mortgage Contract Selection Basket and its Role in Ex-Post Default

Number of pages: 53 Posted: 14 Jul 2011 Last Revised: 01 Aug 2011
Bo Liu and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
Downloads 21 (555,968)

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Mortgage choice, lifetime utility maximization, Default behavior

43.

Decision Tree and Boosting Techniques in Artificial Intelligence Based Automated Valuation Models (AI-AVM)

Number of pages: 37 Posted: 15 Jun 2020
Tien Foo Sing, Jesse Yang and Shi-Ming Yu
National University of Singapore (NUS) - Department of Real Estate, affiliation not provided to SSRN and National University of Singapore (NUS)
Downloads 8 (649,049)

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Automated Valuation Model, Decision Tree, Boosting, Housing Markets

44.

Rational Pricing Responses of Developers to Policy Shocks: Evidence From Singapore

Number of pages: 31 Posted: 05 Jun 2020
Mi Diao, Yi Fan and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) and National University of Singapore (NUS) - Department of Real Estate
Downloads 5 (663,260)

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Loss aversion, transaction tax, government’s intervention, development activities, land hoarding.

45.

Redevelopment Values in Multi-Family Properties: Evidence from En bloc Sales in Singapore

Number of pages: 35 Posted: 02 Apr 2020
Liu Ee Chia and Tien Foo Sing
affiliation not provided to SSRN and National University of Singapore (NUS) - Department of Real Estate
Downloads 4 (670,613)

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Teardown, Redevelopment Options, En bloc Sales, Multi-Family Houses, Anticipative Effects

46.

Wealth Effect and Conspicuous Consumption: Micro Evidence From the Singapore’s Private Housing Market

Number of pages: 49 Posted: 12 Jun 2020
Ying Fan and Tien Foo Sing
affiliation not provided to SSRN and National University of Singapore (NUS) - Department of Real Estate
Downloads 1 (700,911)

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Wealth Effect, Conspicuous Consumption, Foreign Buyers, Housing Transaction, Exchange Rate Regime

47.

Corporate Real Estate Ownership and Productivity Uncertainty

Downloads 0 (719,294)

Corporate Real Estate Ownership and Productivity Uncertainty

Real Estate Economics, Vol. 44, Issue 2, pp. 521-547, 2016
Number of pages: 27 Posted: 11 Apr 2016
Daxuan Zhao and Tien Foo Sing
Renmin University of China - School of Business and National University of Singapore (NUS) - Department of Real Estate
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Corporate Real Estate Ownership and Productivity Uncertainty

Real Estate Economics, Forthcoming
Posted: 20 Mar 2015
Daxuan Zhao and Tien Foo Sing
Renmin University of China - School of Business and National University of Singapore (NUS) - Department of Real Estate

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Corporate real estate; Productivity shock; Investment on real estate; Irreversibility discounts, Uncertainty

48.

Negative Externalities of Rail Noise and Housing Values: Evidence from the Cessation of Railway Operations in Singapore

Downloads 0 (531,382)

Negative Externalities of Rail Noise and Housing Values: Evidence from the Cessation of Railway Operations in Singapore

Real Estate Economics, Vol. 44, Issue 4, pp. 878-917, 2016
Number of pages: 40 Posted: 13 Oct 2016
Mi Diao, Yu Qin and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
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Negative Externalities of Rail Noise and Housing Values: Evidence from the Cessation of Railway Operations in Singapore

Posted: 24 Feb 2015 Last Revised: 29 Jul 2015
Mi Diao, Yu Qin and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate

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Noise Externalities, Housing Price, Distance to Railway Line, Keretapi Tanah Melayu (KTM), Treatment, Quasi-Experiment

49.

How Do Land Auction Formats Influence the Market Structure and Aggregate Surplus of Real Estate Development?

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How Do Land Auction Formats Influence the Market Structure and Aggregate Surplus of Real Estate Development?

Real Estate Economics, Vol. 44, Issue 3, pp. 691-725, 2016
Number of pages: 35 Posted: 22 Jul 2016
Zhi Dong and Tien Foo Sing
The University of Auckland Business School and National University of Singapore (NUS) - Department of Real Estate
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How Do Land Auction Formats Influence the Market Structure and Aggregate Surplus of Real Estate Development?

Real Estate Economics, Early View, DOI: 10.1111/1540-6229.12117
Posted: 08 Jan 2015 Last Revised: 12 Oct 2015
Zhi Dong and Tien Foo Sing
The University of Auckland Business School and National University of Singapore (NUS) - Department of Real Estate

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Sealed-bid First Price Auction, Open English Auction, Land Sales, Efficient Allocation, Market Structure, Real Estate Development

50.

Developer Heterogeneity and Competitive Land Bidding

Journal of Real Estate Finance and Economics, Vol. 48, No. 3, 2014
Posted: 22 Mar 2014
Zhi Dong and Tien Foo Sing
The University of Auckland Business School and National University of Singapore (NUS) - Department of Real Estate

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Developers' heterogeneity; Urban land valuation; Selectivity bias; Public land sales; First-price sealed-bid auction

51.

Unobservable Risks in Mortgage Contract Choice

Real Estate Economics, Vol. 41, Issue 4, pp. 958-985, 2013
Number of pages: 28 Posted: 17 Dec 2013
Bo Liu and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate
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52.

Unobservable Risks in Mortgage Contract Choice

Real Estate Economics, Forthcoming
Posted: 07 Aug 2012
Bo Liu and Tien Foo Sing
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate

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Mortgage contract choice, unobservable risk factors, lifetime utility maximization, default risk

53.

Default Clustering Risks in Commercial Mortgage Backed Securities

Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012
Posted: 29 Jun 2012
Gang-Zhi Fan, Tien Foo Sing and Seow Eng Ong
School of Management, Guangzhou University, National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate

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Default cluster, Counterparty risk, Intensity model, Subordination structure

54.

Mean Reversion of Singapore Property Stock Prices Towards Their Fundamental Values

Journal of Property Investment and Finance, Vol. 20, No. 4, pp. 374-387, 2002
Posted: 23 Jan 2011 Last Revised: 25 Jan 2011
Tien Foo Sing, Kim Hiang Liow and Lanz Chan
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) - Department of Real Estate and Finamatrix Pte. Ltd.

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Property, Value, Singapore

55.

Self-Selection of Mortgage Contracts and Default Behaviors: Do Mortgagors Choose Mortgage Contracts to Minimize Default Risks of Lenders?

46th Annual AREUEA Conference Paper
Posted: 01 Dec 2010
Tien Foo Sing and Liu Bo
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS)

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56.

Delinquency and Default in Arms: The Effects of Protected Equity and Loss Aversion

Journal of Real Estate Finance and Economics, Vol. 35, No. 3, 2007
Posted: 27 Aug 2007
Seow Eng Ong, Tien Foo Sing and Alan Teo
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) - Department of Real Estate and Independent

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mortgage, delinquency, default, loss aversion, retirement savings

57.

Optimal Timing of Real Estate Investment Under an Asymmetric Duopoly

Journal of Real Estate Finance and Economics, Vol. 34, No. 3, 2007
Posted: 09 Nov 2006
Yongqiang Chu and Tien Foo Sing
Belk College of Business, UNC Charlotte and National University of Singapore (NUS) - Department of Real Estate

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dupology game, real options, premptive strategies, and asymmetric demands

58.

Moral Hazard, Effort Sensitivity and Compensation in Asset-Backed Securitization

Journal of Real Estate Finance and Economics, Vol. 32, No. 3, 2006
Posted: 06 Nov 2005
Gang Zhi Fan, Seow Eng Ong and Tien Foo Sing
National University of Singapore (NUS), National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS) - Department of Real Estate

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Moral hazard, effort sensitivity, managerial compensation, principal-agent model

59.

Analysis of Credit Risks in Asset Backed Securitization Transactions in Singapore

Journal of Real Estate Finance and Economics, Vol. 28, No. 2
Posted: 06 Oct 2003
Tien Foo Sing, Seow Eng Ong, Gang Zhi Fan and C. F. Sirmans
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law

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asset backed securitization, default risks, fixed-rate cash flows, floating-rate cash flows, and swaps

60.

Asset-Backed Securitization in Singapore: Value of Embedded Buy-Back Options

Journal of Real Estate Finance and Economics, Vol. 27, No. 2
Posted: 28 Apr 2003
Tien Foo Sing, Seow Eng Ong and C. F. Sirmans
National University of Singapore (NUS) - Department of Real Estate, National University of Singapore (NUS) - Department of Real Estate and Florida State University - Department of Risk Management, Insurance, Real Estate & Business Law

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asset backed securitization, buy-back option, option premiums

61.

Implied Volatility in UK Commercial Property Market: Empirical Evidence Based on Transaction Data

Journal of Real Estate Finance and Economics, Vol. 20, Issue 1
Posted: 20 Oct 2000
Kanak Patel and Tien Foo Sing
University of Cambridge - Department of Land Economy and National University of Singapore (NUS) - Department of Real Estate

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Contingent claim valuation, implied volatility, information content

62.

Implied Volatility of the UK Commercial Property Rental Returns: Empirical Evidence Based on Transaction Data

The Journal of Real Estate Finance and Economics, Vol. 20, No. 1
Posted: 01 Dec 1999
Kanak Patel and Tien Foo Sing
University of Cambridge - Department of Land Economy and National University of Singapore (NUS) - Department of Real Estate

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