Ran Lu-Andrews

California Lutheran University, School of Management

Assistant Professor of Finance

60 W. Olsen Road

School of Management

Thousand Oaks, CA California 91360

United States

SCHOLARLY PAPERS

17

DOWNLOADS
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Top 36,827

in Total Papers Downloads

1,685

SSRN CITATIONS

3

CROSSREF CITATIONS

5

Scholarly Papers (17)

1.

Macroeconomic Effects on Stock Liquidity

Number of pages: 34 Posted: 25 Aug 2010
Ran Lu-Andrews and John L. Glascock
California Lutheran University, School of Management and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 335 (115,705)
Citation 1

Abstract:

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Liquidity, Macroeconomic Effects, Industrial Production

2.

The Profitability Premium in Real Estate Investment Trusts

Number of pages: 31 Posted: 08 Jan 2014
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management
Downloads 288 (135,895)
Citation 4

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Profitability, Real Estate Investment Trusts, Return predictability, FFO, earnings

3.

CEO Inside Debt, Asset Tangibility, and Investment

International Journal of Managerial Finance, Forthcoming
Number of pages: 43 Posted: 13 Jun 2014 Last Revised: 15 Sep 2015
Ran Lu-Andrews and Yin Yu-Thompson
California Lutheran University, School of Management and Oakland University
Downloads 168 (225,771)
Citation 3

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Inside Debt, Asset Tangibility, Liquidation Value, Investment, Agency Problem, Executive Compensations

4.

Liquidity, Price Behavior, and Market-Related Events

Eastern Economic Journal, Forthcoming
Number of pages: 49 Posted: 17 Mar 2010 Last Revised: 02 Jun 2016
Ran Lu-Andrews and John L. Glascock
California Lutheran University, School of Management and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 136 (268,558)

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Liquidity, Market Events, Price Behavior, Reversals

5.

The Asymmetric Conditional Beta-Return Relations of REITs

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 25 Posted: 04 Jun 2016 Last Revised: 21 Jul 2017
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management
Downloads 113 (307,569)
Citation 1

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REIT, Conditional Beta, Asymmetric Risk, Risk-return trade-off, CAPM

The Price Behavior of REITs Surrounding Extreme Market-Related Events

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 37 Posted: 05 Apr 2014 Last Revised: 23 Dec 2014
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management
Downloads 113 (309,204)

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Liquidity, REITs, Extreme Market Events, Event Study, Beta

The Price Behavior of REITs Surrounding Extreme Market-Related Events

Journal of Real Estate Finance and Economics, Vol. 51, No. 4, 2015
Posted: 24 Sep 2015
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management

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Liquidity; REITs; Extreme market events; Event study; Beta

7.

Option Market-Based Predictors of REIT Leverage Changes

Journal of Real Estate Finance and Economics, Forthcoming, Georgetown McDonough School of Business Research Paper No. 2577414
Number of pages: 28 Posted: 15 Mar 2015 Last Revised: 02 Jun 2016
Paul Borochin, John L. Glascock, Ran Lu-Andrews and Jie Yang
University of Miami - Department of Finance, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, California Lutheran University, School of Management and Board of Governors of the Federal Reserve System
Downloads 112 (309,490)

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Capital Structure, Real Estate, REITs, Options, Implied Volatility

8.
Downloads 104 (325,634)
Citation 1

Tenant Quality and REIT Liquidity Management

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 42 Posted: 16 Jul 2014 Last Revised: 02 Jun 2016
Ran Lu-Andrews
California Lutheran University, School of Management
Downloads 104 (327,770)
Citation 1

Abstract:

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REIT, Liquidity Management, Cash Holding, Credit Line, Tenant Quality

Tenant Quality and REIT Liquidity Management

Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017
Posted: 18 Mar 2017
Ran Lu-Andrews
California Lutheran University, School of Management

Abstract:

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REIT; Liquidity management; Cash holding; Credit line; Tenant quality

9.

IPO Spillover Effects in a New and Uncertain Sector: The Case of a Marijuana REIT

Number of pages: 30 Posted: 21 Feb 2017 Last Revised: 09 Jun 2018
Ran Lu-Andrews
California Lutheran University, School of Management
Downloads 93 (349,913)

Abstract:

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REIT, IPO, Spillover Effect, Uncertain Industry, Marijuana

10.

The Geography of REIT Audit Service Investments

International Real Estate Review, Forthcoming
Number of pages: 49 Posted: 12 Nov 2014 Last Revised: 04 Jan 2018
Ran Lu-Andrews and Yin Yu-Thompson
California Lutheran University, School of Management and Oakland University
Downloads 69 (416,572)

Abstract:

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REIT, Audit Fees, Non-Audit Fees, Geography, Information Asymmetry

11.

Anchoring to Purchase Price and Fundamentals: Application of Salience Theory to Diagnosis of Housing Cycles

https://onlinelibrary.wiley.com/doi/abs/10.1111/1540-6229.12259
Number of pages: 53 Posted: 30 Aug 2017 Last Revised: 06 Aug 2020
John M. Clapp, Ran Lu-Andrews and Tingyu Zhou
University of Connecticut - Department of Finance, California Lutheran University, School of Management and Florida State University
Downloads 62 (440,275)

Abstract:

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Housing Cycles, Disposition Effect, House Prices and Fundamentals, Anchoring, Salience Theory

12.

Examining Omitted Variable Bias in Anchoring Premium Estimates: Evidence Based on Assessed Value

Number of pages: 64 Posted: 05 Mar 2020 Last Revised: 23 Mar 2021
Tingyu Zhou, John M. Clapp and Ran Lu-Andrews
Florida State University, University of Connecticut - Department of Finance and California Lutheran University, School of Management
Downloads 47 (498,751)
Citation 1

Abstract:

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Anchoring, Loss Aversion, Repeat Sales, Omitted Variable Bias, Unobserved Heterogeneity

13.

Is the Behavior of Sellers with Expected Gains and Losses Relevant to Cycles in House Prices?

Number of pages: 82 Posted: 24 May 2019 Last Revised: 04 Sep 2020
Tingyu Zhou, John M. Clapp and Ran Lu-Andrews
Florida State University, University of Connecticut - Department of Finance and California Lutheran University, School of Management
Downloads 35 (556,212)
Citation 1

Abstract:

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Housing Cycles, Anchoring, Reference Dependence, Price-volume Relationship, Cyclical Turning Points

14.

Online Appendix for: Is the Behavior of Sellers with Expected Gains and Losses Relevant to Cycles in House Prices?

Number of pages: 38 Posted: 11 Dec 2019
Tingyu Zhou, John M. Clapp and Ran Lu-Andrews
Florida State University, University of Connecticut - Department of Finance and California Lutheran University, School of Management
Downloads 10 (726,010)

Abstract:

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Housing Cycles, Anchoring, Reference Dependence, Price-volume Relationship, Cyclical Turning Points

15.

The Asymmmetric Conditional Beta-Return Relations of Reits

Journal of Real Estate Finance and Economics, Vol. 57, No. 2, 2018, University of Connecticut School of Business Research Paper No. 18-22
Posted: 27 Aug 2018 Last Revised: 14 Sep 2018
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management

Abstract:

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REIT, Conditional Beta, Asymmetric Risk, Risk-Return Trade-Off, CAPM

16.

Using Option Market Liquidity to Predict REIT Leverage Changes

Journal of Real Estate Finance and Economics, Vol. 55, No. 2, 2017
Posted: 06 Oct 2017 Last Revised: 11 Oct 2017
Paul Borochin, John L. Glascock, Ran Lu-Andrews and Jie Yang
University of Miami - Department of Finance, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, California Lutheran University, School of Management and Board of Governors of the Federal Reserve System

Abstract:

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Capital Structure; Real Estate; REITs; Options; Liquidity

An Examination of Macroeconomic Effects on the Liquidity of REITs

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 23 Dec 2012 Last Revised: 24 Jan 2013
Ran Lu-Andrews and John L. Glascock
California Lutheran University, School of Management and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

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REITs, liquidity, macroeconomics, business cycle

An Examination of Macroeconomic Effects on the Liquidity of REITs

Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Posted: 03 Jun 2014
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management

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REITs; Liquidity; Business cycles; Macroeconomic effects