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All RERI Working Papers are available free of charge. Click View PDF to access those papers that are available electronically. To order a paper that is not available electronically, click on the Add to Cart button to the right of the paper you wish to receive. Some papers have executive summaries in PDF form which may be viewed by pressing the View Abstract button. 158 Matching Papers Found
	A Structural Model for Capitalization Rate Xudong An, Yongheng Deng -- Published 2009
	Carbon Markets: A New Revenue Source for Commercial Real Estate? Aaron G. Binkley, Brian A. Ciochetti -- Published 2009
	Differences in Acquirer Motivations, Announcement Effects, Target Characteristics, and Financing in Private versus Public Acquisitions: The Case of REITs David C. Ling, Milena Petrova -- Published 2009
	Energy Efficiency Improvements: Do they Pay? Brian A. Ciochetti, Mark D. McGowan -- Published 2009
	Investment Style and Performance in The Global Real Estate Mutual Fund Market Piet Eichholtz, Nils Kok, Milena Margaritova -- Published 2009
	Risk Dynamics of Housing Market: Cross-sectional Variations, Time Variations and Economic Fluctuations Peng Fei -- Published 2009
	Secured Debt and Corporate Performance: Brent W. Ambrose, Shaun Bond, Joseph Ooi -- Published 2009
	Ultimate Sources of Asset Price Variability:Evidence from Real Estate Investment Trusts Tobias Muhlhofer, Andrey D. Ukhov -- Published 2009
	An Exploration of the Risk and Return Spectrum For Institutional Investors in the Senior Living and Long Term Care Property Sector Elaine Worzala, Jeffrey A. Davis, Judith F. Karofsky -- Published 2008
	CMBS Special Servicers and Adverse Selection in Commercial Mortgage Markets: Theory and Evidence Brent W. Ambrose, Abdullah Yavas, Anthony B. Sanders -- Published 2008
	Investor Sentiment and Commercial Real Estate Valuation Jim Clayton, David C. Ling, Andy Narango -- Published 2008
	Is There a Disposition Effect in Corporate Investment Decisions? Evidence from Real Estate Investment Trusts Alan D. Crane, Jay C. Hartzell -- Published 2008
	REIT Capital Budgeting and Equity Marginal Q* Brent W. Ambrose, Dong Wook Lee -- Published 2008
	REIT ETFs and Underlying REIT Volatility Vaneesha Boney, G.Stacy Sirmans -- Published 2008
	CDO Market Implosion and the Pricing of CMBS and Sub-Prime ABS Yongheng Deng, Stuart Gabriel, Anthony B. Sanders -- Published 2008
	Alternative Benchmarks for Evaluating REIT Mutual Fund Performance Jay Hartzell, Tobias Muhlhofer, Sheridan Titman -- Published 2007
	Are Internationial Real Estate Markets Integrated? Evidence from Chaotic Dynamics Kim Hiang Liow, James R. Webb -- Published 2007
	Determinants of the Terms and Performance of Office Leases Lynn Fisher, Tony Ciochetti -- Published 2007
	Estimating Transaction-Based Price Indices for Local Commercial Real Estate: An Examination of Methodologies Using Property Tax Data Cynthia Holmes, Dean Gatzlaff -- Published 2007
	Macroeconomic Conditions, Systematic Risk Factors, and the Time Series Dynamics of Commercial Mortgage Credit Risk Xudong An -- Published 2007
	Optimal Revenue Sharing Contracts with Externalities and Dual Agency Tim Riddiough -- Published 2007
	Price Discovery in Real Estate Markets: A Dynamic Analysis Abdullah Yavas, Yildiray Yildirim -- Published 2007
	REITs and Diversification in a Retirement Withdrawal Portfolio Joe Smolira, Danny Ervin -- Published 2007
	Subordination Levels in Commercial Mortgage-backed Securities (CMBS) Xudong An, Yongheng Deng -- Published 2007
	The Short Interest Market for Publicly Traded Real Estate David Downs, Gary Patterson, Honghui Chen -- Published 2007
	What Drives the Return on Commercial Mortgage-backed Securities Xiaoqing Eleanor Xu -- Published 2007
	Delinquency and Default of Securitized Hotel Mortgages Daniel C. Quan, Daniel Lebret -- Published 2006
	Global Real Estate- REIT Revolution David Crowe -- Published 2006
	Is There a Market for Partial Corporate Control? Evidence from REITs Susanne Cannon, Rebel Cole, Jonathan Dombrow -- Published 2006
	Real Estate Portfolio Allocation: The European Consumers' Perspective John Quigley -- Published 2006
	Real Estate Property Portfolio Risk: Evidence from REIT Porfolios Ping Cheng, Thomas Springer -- Published 2006
	The Anatomy of Vacancy Behavior in the Real Estate Market Yongping Liang -- Published 2006
	The Dynamics of Capital Flows and Property Returns: A Disaggregated Analysis of Metropolitan Areas and Property Types Jeffrey D. Fisher, David Ling, Andy Naranjo -- Published 2006
	Valuing Retail Shopping Center Lease Contracts Hoon Cho, James D. Shilling -- Published 2006
	Analyzing and Modeling Spatio-Temporal Patterns of the New York City Office Market Franz Fuerst -- Published 2005
	Dequity - The Blurring of Debt and Equity in Securitized Real Estate Financing Georgette Chapman Poindexter -- Published 2005
	Do UPREITs Suffer Tax-Timing Conflict of Interest? Fred Wu, Abdullah Yavas -- Published 2005
	Does Tax Transparency Pay? Hans Opt'Veld -- Published 2005
	Portfolio Management Intensity and Performance Implications: An International Empirical Investigation Dirk Brounen, Piet Eichhlotz, David Ling -- Published 2005
	Theory and Evidence on The Resolution of Financial Distress David T. Brown, Brian A. Ciochetti, Timothy J. Riddiough -- Published 2005
	Time Variation of Liquidity in the Private Real Estate Market: Causes and Consequences Jim Clayton, Greg MacKinnon, Liang Peng -- Published 2005
	Who Bears Balloon Risk in Commercial Mortgage-Backed Securities? A Tranche-by-Tranche Analysis Mark J. Eppli, Charles C. Tu -- Published 2005
	Commercial Mortgage Workout Strategy and Conditional Default Probability: Evidence from Special Serviced CMBS Loans June Chen, Yongheng Deng -- Published 2004
	Dedicated REIT Mutual Fund Flows and REIT Performance David Ling, Andy Naranjo -- Published 2004
	Diversification in Commercial Real Estate: Reallizing Continuous Spatial Correlation Darren K. Hayunga, R. Kelley Pace -- Published 2004
	Exploring Metropolitan Housing Price Volatility Norman Miller, Liang Peng -- Published 2004
	Investor Rationality: An Analysis of NCREIF Commercial Property Data Patric Hendershott, Greg MacKinnon -- Published 2004
	A Structured Model Approach to Estimating Return and Volatility for Commercial Real Estate Tony Ciochetti, Jeffrey D. Fisher, Bin Gao -- Published 2003
	Apartment Performance in Good Times an Bad Jack Goodman -- Published 2003
	Commercial Mortgage Delinquency, Foreclosure and Reinstatement Cyntihia Holmes -- Published 2003
	Determinants of Credit Spreads in Commercial Mortgages Sheridan Titman, Stathis Tompaidis, Sergey Tsyplakov -- Published 2003
	Estimation of NOI Growth, Volatility and Clustering by MSA Yongheng Deng, Jeffrey D. Fisher, Anthony Sanders, Brent C Smith -- Published 2003
	On the Quality of FFO Forecasts: Implications for Institutional Investors David Downs, Nuray Guner -- Published 2003
	The Dynamics of REIT Capital Flows and Returns David C. Ling, Andy Naranjo -- Published 2003
	Why & When do NCREIF Members Sell Properties? A Probit Analysis of Asset Disposition Characteristics and Determinants in the Institutional Commercial Real Estate Investment Industry Jeffrey D. Fisher, Dean Gatzlaff, David Geltner -- Published 2003
	Controlling for Variable Liquidity and Selection Bias in Indices of Private Asset Market Values Jeffrey D. Fisher, Dean Gatzlaff, David Geltner, Donald Haurin -- Published 2002
	Departures from NAV in REIT pricing: The Private Real Estate Cycle, the Value of Liquidity and Investors Sentiment Jim Clayton, Greg MacKinnon -- Published 2002
	Duration of Residence in the Rental Housing Market Yongheng Deng, Stuart Gabriel, Frank Nothaft -- Published 2002
	Market Imperfections, Investment Optionality and Default Spreads Sheridan Titman, Stathis Tompaidis, Sergey Tsyplakov -- Published 2002
	Pricing Credit Risk in Commercial Mortgages Charles Tu, Mark Eppli -- Published 2002
	The Characteristics of Commercial Real Estate Holding Period Return (IRRS) Brian Ciochetti, Jeffrey D. Fisher -- Published 2002
	The Location of Executive Suites and Business Centers in The United States: An Exploratory Analysis Colin Lizieri, Elaine Worzala, Peter Byrne -- Published 2002
	Commercial Mortgage-backed Securities: Prepayment and Default Brent Ambrose, Anthony B. Sanders -- Published 2001
	Explaining the Discount to NAV in REIT Pricing: Noise or Information? Jim Clayton, Greg MacKinnon -- Published 2001
	Investment Performance and the Cost of Capital: The Case of Real Estate Investment Trusts Steven H. Ott, Ha-Chin Yi -- Published 2001
	Property Investment and Property Development: Spills or Synergies? Dirk Brounen, Piet Eichholtz -- Published 2001
	Real Options: Experimental Evidence Abdullah Yavas -- Published 2001
	The Determinants of Real Estate Asset Allocations for Life Insurers David H. Downs, David W. Sommer -- Published 2001
	The Geographic Characteristics of Commercial Mortgage Default Brian A. Ciochetti -- Published 2001
	An Analysis of the IPD Indices and Other UK Real Estate Performance Statistics Stephen Lee, Colin Lizieri, Charles Ward -- Published 2000
	Real Estate Indices & Benchmarks: Contribution of RERI Closing the Gap Study Tony Key -- Published 2000
	Real Estate Investment Performance & Benchmarking: The Australian Experience Karen Whiley -- Published 2000
	The ROX/IPD Real Estate Index: Some Dutch Lessons for the U.S. Industry Aart Hordijk -- Published 2000
	Competing Risks in Multifamily Mortgage Lending Michael LaCour-Little, Kerry D. Vandell, Qiang Fu -- Published 2000
	Real Options and the Timing of New Investment: Evidence from Real Estate Development Laarni Bulan, Christopher Mayer, C. Tsuriel Somerville -- Published 2000
	Characteristics of Institutional Investment in Real Estate Investment Trusts Brian A. Ciochetti, Timothy M. Craft, James D. Shilling -- Published 2000
	Commercial Real Estate Return Performance: A Cross-Country Analysis David C. Ling, Andy Naranjo -- Published 2000
	Economies of Scale: The Case of REITs Brent W. Ambrose, Anthony Pennington-Cross -- Published 2000
	Temporal and Spatial Variations in Market Liquidity, Appraisal Smoothing and Price Discovery in Private and Public Real Estate Markets Gregory M. Schwann, Bryan D. MacGregor -- Published 2000
	The Real Estate and Capital Market Monitoring Paradox David H. Downs -- Published 2000
	Tier II Real Estate Roger J. Brown -- Published 2000
	What Drives Equity REIT Returns? The Relative Influences of Bond, Stock and Real Estate Factors Jim Clayton, Greg MacKinnon -- Published 2000
	Analysis of Yield Spreads on Commercial Mortgage Backed Securities Brian A. Maris, William Segal -- Published 1999
	Estimating Returns on Commercial Real Estate: A New Methodology Using Latent Variable Models Andy Naranjo, M. Nimalendran, David C. Ling -- Published 1999
	REIT Economies of Scale: Fact or Fiction Brent W. Ambrose, Susan M. Wachter, William T. Hughes, Steven R. Ehrlich -- Published 1999
	The Cross Section of Global Property Share Returns Piet Eichholtz, Ronald Huisman -- Published 1999
	The Identification, Performance, & Tenant Mix of Dominant & Non-Dominant Malls Mark J. Eppli, Luis C. Mejia -- Published 1999
	Agency, Ownership and Returns on Real Assests Joseph T. Williams -- Published 1999
	Co-Movements in International Commercial Real Estate Markets Bradford Case -- Published 1999
	Pricing Default and Prepayment Risks and Insurance Premiums of Commercial Mortgages Wenyi-Vivien Huang -- Published 1999
	Investment Loss Characteristics Associate with Commercial Mortgage Foreclosures Brian A. Ciochetti -- Published 1999
	An Empirical Investigation into CMBS Pricing and the Role of the Rating Agency Catherine Polleys -- Published 1998
	Unsecured Debt and REIT Capital Structure Timothy J. Riddiough -- Published 1998
	The Effects of Office Submarket Concentration on Metropolitan Office Market Dynamics - A Comparison Across 28 U.S. Metropolitan Areas Robin A. Howarth -- Published 1998
	The Determinants of REIT Institutional Ownership: Tests of the CAPM vs. Individual Stock Attributes Scott D. Below, Stanley R. Stansell -- Published 1998
	A Repeat-Sales Transaction-Based Index of Commercial Property Dean Gatzlaff, David Geltner -- Published 1998
	The Predictability of Equity REIT Returns Andy Naranjo, Michael D. Ryngaert -- Published 1998
	Two Decades of Commercial Property Returns: A NCREIF Index Using Independent Appraisals David Geltner, William Goetzmann -- Published 1998
	Economies of Scale for Real Estate Investment Trusts Martina Bers, Thomas M. Springer -- Published 1997
	Foreclosure Loss and the Foreclosure Process: An Examination of Commercial Mortgage Performance Brian A Ciochetti, Timothy J Riddiough -- Published 1997
	Leasing Risk, Financing Risk and Capital Structure Decisions Paul D Childs, Steven H Ott, Timothy J Riddiough -- Published 1997
	Real Estate Q John B Corgel -- Published 1997
	Strategy, Location and the Changing Corporation: How Information Age Organizations Make Site Selection Decisions Martha A. O'Mara -- Published 1997
	Testing International Real Estate Investment Strategies Piet Eichholtz, Kees Koedijk, Mark Schweitzer -- Published 1997
	The Nature of Office Market Heterogeneity: Empirical Evidence and Implications for Market Forecasting Wayne R Archer -- Published 1997
	The Workings of the London Office Market Patric H Hendershott, Colin M Lizieri, George A Matysiak -- Published 1997
	Changes in REIT Liquidity 1990-94: Evidence from Intra-day Transactions Vijay Bhasin, Rebel A. Cole, Joseph K. Kiely -- Published 1996
	Commercial Real Estate Prices and Stock Market Returns: An International Analysis Daniel C Quan, Sheridan Titman -- Published 1996
	Development of an Effective Rent (Lease) Index for the Chicago Suburb Jeffrey D. Fisher, R. Brian Webb, Paige Mosbaugh -- Published 1996
	Economic Fundamentals and Warehouse Property Performance in Large U.S. Metropolitan Areas Emil E Malizia -- Published 1996
	Finding and Explaining "Underbuilt" Residential Construction Markets Stephen Malpezzi -- Published 1996
	Forecasting Metropolitan Multifamily Residential Construction Stephen Malpezzi -- Published 1996
	Loss Characteristics of Commercial Mortgage Foreclosures Brian A Ciochetti -- Published 1996
	Property Diversification, Risk, and Return in CMBS Investment Paul D. Childs, Steven H. Ott, Timothy J. Riddiough -- Published 1996
	An Investigation into the Process of Change in Property Development Industry in Central Europe post 1989 A.R. Ghanbari Parsa -- Published 1995
	Assessing the "Santa Claus" Approach to Asset Allocation: Implications for Commercial Real Estate Investment Jianping Mei -- Published 1995
	Bank Capital, Nonbank Finance and Real Estate Activity Diana Hancock, James A. Wilcox -- Published 1995
	Does International Diversification Work Better For Real Estate than It Does for Stocks and Bonds? P.M.A. Eichholtz -- Published 1995
	Economic Risk Factors and Commercial Real Estate Returns David C. Ling, Andy Naranjo -- Published 1995
	Patterns of Office Space Demand Cycles Leon Shilton -- Published 1995
	Pension Fund Investment: Further Analysis of Fund Allocations to Real Estate Dean H. Gatzlaff -- Published 1995
	Predictability of Appraisal-Based Real Estate Returns Mark J. Eppli, James D. Shilling, Kerry D. Vandell -- Published 1995
	REIT Initial Public Offerings: Evidence on Initial Underpricing and After-Market Performance David C. Ling, Michael Ryngaert -- Published 1995
	Retail Space Demand and Supply: An Integrative Model John D Benjamin, G. Donald Jud, Daniel T Winkler -- Published 1995
	Technical Change and the Changing Technical Infrastructure: Implications for Real Estate Investment Kenneth M Lusht, Darryl Farber -- Published 1995
	The Supply Adjustment Process in Retail Space Markets John D. Benjamin, G. Donald Jud, Daniel T. Winkler -- Published 1995
	Uncertainty and the Rate of Commercial Real Estate Development A. Steven Holland, Steven H. Ott, Timothy J. Riddiough -- Published 1995
	Weekend and Announcement Effects: The Case of Equity Real Estate Investment Trusts David J. Hartzell, David H. Downs, Michael A. Torres -- Published 1995
	A New Look at Rental-Price Adjustment in Office Markets: Do Vacancy Rates Really Matter? Amy L.W. Hosier -- Published 1994
	An Analysis of Apartment Residents and Their Preferred Apartment Amenities Chuck Harry, Kenneth Temkin -- Published 1994
	An Analysis of Shopping Center Investment G. Donald Jud, John D. Benjamin, Daniel T. Winkler -- Published 1994
	An Analysis of the Duration and Incidence of Vacancies in Multifamily Residential Properties Stuart A. Gabriel, Frank E. Nothaft -- Published 1994
	Determination of Land Prices in Shanghai Under a Transitional Economy Ling Hin Li -- Published 1994
	Incentive Issues and the Performance of Participating Commercial Mortgages Timothy J. Riddiough -- Published 1994
	Informed Traders and the Market Microstructure of Real Estate Investment Trusts Scott D. Below, Joseph K. Kiely, Willard McIntosh -- Published 1994
	Office Market Construction Decisions: Myopia Versus Informed Decision-Making Henry O. Pollakowski, Susan M. Wachter -- Published 1994
	REITs and Their Management: An Analysis of Organizational Structure, Performance, and Management Compensation Susanne Ethridge Cannon, Stephen C. Vogt -- Published 1994
	Systematic Risk and Diversification in the Equity REIT Market Joseph Gyourko, Edward Nelling -- Published 1994
	The Performance of Commingled Real Estate Funds: Does the Choice Measure Have an Effect? James R. Webb, F.C. Neil Myer -- Published 1994
	The Present Value Model with Time-Varying Discount Rates: Implications for Commercial Property Valuation and Investment Decisions David Geltner, Jianping Mei -- Published 1994
	The Real Estate Research Interests of the Plan Sponsor Community: A Research Agenda for the Future? Barry Ziering, Elaine Worzala -- Published 1994
	The Survey of Plan Sponsor Research Interests: A New Direction for Applied and Academic Researchers Barry Ziering, Elaine Worzala -- Published 1994
	Commercial Real Estate and Inflation During Periods of High and Low Vacancy Rates David J. Hartzell, R. Brian Webb -- Published 1993
	Development of an Effective Rent (Lease) Index for the Chicago CBD R. Brian Webb, Jeffrey D. Fisher -- Published 1993
	Price Discovery and Efficiency in American and British Property Markets Richard Barkham, David Geltner -- Published 1993
	The Role of Commercial Real Estate in a Multi-Asset Portfolio Jeffrey D. Fisher, C.F. Sirmans -- Published 1993
	Value Indices of Commercial Real Estate: A Comparison of Index Construction Methods Jeffrey D. Fisher, David M. Geltner, R. Brian Webb -- Published 1993
	An Updated Look at the Size of the U.S. Real Estate Market Portfolio David J. Hartzell, Robert H. Pittman, David H. Downs -- Published 1992
	Estimating Market Values from Appraised Values Without Assuming an Efficient Market David Geltner -- Published 1992
	Industrial Diversification and Real Estate Portfolio Performance David J. Hartzell, C.F. Sirmans, George E. Thomas -- Published 1992
	Intrametropolitan Location and Office Market Dynamics John Clapp, Henry Pollakowski, Lloyd Lynford -- Published 1992
	A First Detailed Look at the Extent of America's Real Estate Wealth Mike Miles, Robert H. Pittman, Martin Hoesli, Pankaj Bhatnagar, David Guilkey -- Published 1991
	Does Office Market Size Matter: A Time Series Cross-Sectional Analysis of Metropolitan Area Office Markets Henry Pollakowski, Susan Wachter, Lloyd Lynford -- Published 1991
	Risk and Return on Real Estate: Evidence from Transaction-based Real Estate Returns K.C. Chan, Patric Hendershott, Anthony B. Sanders -- Published 1991
	Development of an Effective Rent (Lease) Index for U.S. Office Space Jeffrey D. Fisher, Brian Webb -- Published 1990
	Disaggregating the FRC/NCREIF Index: Statistical Analysis of the Required Number of Observations Within Data Cells David J. Hartzell, C.F. Sirmans -- Published 1990
	Property Performance Indices in The United Kingdom and the U.S. Jacques N. Gordon -- Published 1990
	Real Estate Portfolio Timing Jack Harris, Terry Grissom -- Published 1990