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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SSRN RANKINGS

Top 33,399

in Total Papers Downloads

1,487

SSRN CITATIONS

4

CROSSREF CITATIONS

4

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 313 (104,894)
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 254 (130,892)
Citation 3

Abstract:

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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 157 (203,892)
Citation 3

Abstract:

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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 133 (233,299)

Abstract:

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Liquidity, Market Events, Price Behavior, Reversals

5.

Option Market-Based Predictors of REIT Leverage Changes

Journal of Real Estate Finance and Economics, Forthcoming
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 106 (275,479)

Abstract:

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

6.

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 104 (279,133)

Abstract:

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

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 95 (298,526)

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

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 85 (320,575)

Abstract:

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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

Abstract:

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

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 72 (350,076)

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 67 (364,002)

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

Number of pages: 53 Posted: 30 Aug 2017 Last Revised: 30 Apr 2019
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 57 (394,653)
Citation 2

Abstract:

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

12.

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

Number of pages: 73 Posted: 24 May 2019 Last Revised: 10 Feb 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 23 (543,966)
Citation 1

Abstract:

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

13.

Do Sellers with Expected Losses Obtain a Premium Price? Really?

Number of pages: 55 Posted: 05 Mar 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 17 (581,850)
Citation 1

Abstract:

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Anchoring, Loss Aversion, Repeat Sales, Errors-in-Variables, Unobserved Heterogeneity

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 4 (671,097)

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
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

Abstract:

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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

Abstract:

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REITs; Liquidity; Business cycles; Macroeconomic effects