Research Output 1983 2019

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Article
2014
5 Citations (Scopus)
spillover effect
credit
market
financial crisis
lending
2013
13 Citations (Scopus)

Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation

Tang, Q. & Yuan, Z., Jul 1 2013, In : North American Actuarial Journal. 17, 3, p. 253-271 19 p.

Research output: Contribution to journalArticle

Multivariate Regular Variation
Asymptotic Analysis
Archimedean Copula
Tail Behavior
Heavy Tails
9 Citations (Scopus)

Coherent pricing of life settlements under asymmetric information

Zhu, N. & Bauer, D., Sep 1 2013, In : Journal of Risk and Insurance. 80, 3, p. 827-851 25 p.

Research output: Contribution to journalArticle

Discrepancy
Pricing
Life expectancy
Asymmetric information
Investment opportunities
6 Citations (Scopus)

Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?

Peng, L. & Schulz, R., Jan 1 2013, In : Journal of Real Estate Finance and Economics. 47, 2, p. 310-340 31 p.

Research output: Contribution to journalArticle

real estate
diversification
investor
government bonds
portfolio management
41 Citations (Scopus)

House Prices and Fundamentals: 355 Years of Evidence

Ambrose, B. W., Eichholtz, P. & Lindenthal, T., Mar 1 2013, In : Journal of Money, Credit and Banking. 45, 2-3, p. 477-491 15 p.

Research output: Contribution to journalArticle

House prices
Deviation
Rent
Housing market
Feedback mechanism
9 Citations (Scopus)

Incentives and compensation schemes: An experimental study

Agranov, M. & Tergiman, C. J., Jan 1 2013, In : International Journal of Industrial Organization. 31, 3, p. 238-247 10 p.

Research output: Contribution to journalArticle

Information use
Wages
Compensation and Redress
Incentives
Piece rate
8 Citations (Scopus)

Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles

Arsenault, M., Clayton, J. & Peng, L., Jan 1 2013, In : Journal of Real Estate Finance and Economics. 47, 2, p. 243-265 23 p.

Research output: Contribution to journalArticle

capital flow
capital movement
real estate
supply
market
17 Citations (Scopus)

Multiunit auctions

Kwasnica, A. M. & Sherstyuk, K., Jul 1 2013, In : Journal of Economic Surveys. 27, 3, p. 461-490 30 p.

Research output: Contribution to journalArticle

Multi-unit auctions
Regularity
Endogenous entry
Economists
Auction design

Panel session: The american business law journal at fifty: Past, present, and future

Bird, R. C., Cahoy, D. R., Gabel, J. T. A., Greene, S. M. & Prenkert, J. D., Mar 1 2013, In : American Business Law Journal. 50, 1, p. 159-194 36 p.

Research output: Contribution to journalArticle

Law
present
Business law
23 Citations (Scopus)

Patent landscaping for life sciences innovation: Toward consistent and transparent practices

Bubela, T., Gold, E. R., Graff, G. D., Cahoy, D. R., Nicol, D. & Castle, D., Mar 1 2013, In : Nature Biotechnology. 31, 3, p. 202-206 5 p.

Research output: Contribution to journalArticle

Interinstitutional Relations
Biological Science Disciplines
Patents and inventions
Biotechnology
Biomedical Research
9 Citations (Scopus)

Risk Segmentation of American Homes: Evidence from Denver

Peng, L. & Thibodeau, T., Sep 1 2013, In : Real Estate Economics. 41, 3, p. 569-599 31 p.

Research output: Contribution to journalArticle

Segmentation
Price risk
House prices
Low income
Median
2 Citations (Scopus)

The financial crisis and temporary liquidity guarantee program: Their impact on fixed-income markets

Ambrose, B. W., Cheng, Y. & King, T. H. D., Sep 1 2013, In : Journal of Fixed Income. 23, 2, p. 5-26 22 p.

Research output: Contribution to journalArticle

Guarantee
Fixed income
Financial crisis
Liquidity
2012
26 Citations (Scopus)

Agglomeration bonus in small and large local networks: A laboratory examination of spatial coordination

Banerjee, S., Kwasnica, A. M. & Shortle, J. S., Dec 1 2012, In : Ecological Economics. 84, p. 142-152 11 p.

Research output: Contribution to journalArticle

agglomeration
landowner
group size
land use
laboratory
13 Citations (Scopus)
Finite-time Ruin Probability
Portfolio Optimization
Ruin Probability
Autoregressive Process
Proportion
25 Citations (Scopus)

Beliefs and endogenous cognitive levels: An experimental study

Agranov, M., Potamites, E., Schotter, A. & Tergiman, C. J., Jul 1 2012, In : Games and Economic Behavior. 75, 2, p. 449-463 15 p.

Research output: Contribution to journalArticle

Experimental study
Sophistication
6 Citations (Scopus)

Fallen angels and price pressure

Ambrose, B. W., Cai, K. N. & Helwege, J., Dec 1 2012, In : Journal of Fixed Income. 21, 3, p. 74-86 13 p.

Research output: Contribution to journalArticle

Price pressure
18 Citations (Scopus)

Government Interference and the Efficiency of the Land Market in China

Peng, L. & Thibodeau, T. G., Nov 1 2012, In : Journal of Real Estate Finance and Economics. 45, 4, p. 919-938 20 p.

Research output: Contribution to journalArticle

land market
interference
efficiency
China
market
4 Citations (Scopus)

Inverse Enclosure: Abdicating the Green Technology Landscape

Cahoy, D. R., Dec 1 2012, In : American Business Law Journal. 49, 4, p. 805-857 53 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Repeat Sales Regression on Heterogeneous Properties

Peng, L., Sep 1 2012, In : Journal of Real Estate Finance and Economics. 45, 3, p. 804-827 24 p.

Research output: Contribution to journalArticle

sales
regression
market
Values
price index
8 Citations (Scopus)

The Adjustable Balance Mortgage: Reducing the Value of the Put

Ambrose, B. W. & Buttimer, R. J., Sep 1 2012, In : Real Estate Economics. 40, 3, p. 536-565 30 p.

Research output: Contribution to journalArticle

Mortgages
House prices
Default risk
Mortgage rates
Negative externalities
36 Citations (Scopus)

The Subprime Crisis and House Price Appreciation

Goetzmann, W. N., Peng, L. & Yen, J., Jan 1 2012, In : Journal of Real Estate Finance and Economics. 44, 1-2, p. 36-66 31 p.

Research output: Contribution to journalArticle

loan
supply
demand
trend
income
29 Citations (Scopus)

Thy Neighbor's Mortgage: Does Living in a Subprime Neighborhood Affect One's Probability of Default?

Agarwal, S., Ambrose, B. W., Chomsisengphet, S. & Sanders, A. B., Mar 1 2012, In : Real Estate Economics. 40, 1, p. 1-22 22 p.

Research output: Contribution to journalArticle

Mortgages
Probability of default
Loans
Subprime
Subprime mortgages
2011
13 Citations (Scopus)

Applications of forward mortality factor models in life insurance practice

Zhu, N. & Bauer, D., Oct 1 2011, In : Geneva Papers on Risk and Insurance: Issues and Practice. 36, 4, p. 567-594 28 p.

Research output: Contribution to journalArticle

Mortality
Life insurance
Insurer
Economic capital
Income
13 Citations (Scopus)

Coordination in the presence of asset markets

Kogan, S., Kwasnica, A. M. & Weber, R. A., Apr 1 2011, In : American Economic Review. 101, 2, p. 927-947 21 p.

Research output: Contribution to journalArticle

Asset markets
16 Citations (Scopus)

Do auctioneers pick optimal reserve prices?

Davis, A. M., Katok, E. & Kwasnica, A. M., Jan 2011, In : Management Science. 57, 1, p. 177-192 16 p.

Research output: Contribution to journalArticle

Reserve price
Seller
Benchmark
Laboratory experiments
Parameter estimation
47 Citations (Scopus)

House Prices and Economic Growth

Miller, N., Peng, L. & Sklarz, M., May 1 2011, In : Journal of Real Estate Finance and Economics. 42, 4, p. 522-541 20 p.

Research output: Contribution to journalArticle

economic growth
price
effect
Economic growth
House prices
2 Citations (Scopus)

Mortgage flows and commercial property price cycles

Clayton, J. & Peng, L., Oct 14 2011, In : Journal of Portfolio Management. 37, 5, p. 183-191 9 p.

Research output: Contribution to journalArticle

Mortgages
Property prices
15 Citations (Scopus)

Multidimensional screening in insurance markets with adverse selection

Crocker, K. J. & Snow, A., Jun 1 2011, In : Journal of Risk and Insurance. 78, 2, p. 287-307 21 p.

Research output: Contribution to journalArticle

Multidimensional screening
Adverse selection
Insurance market
Insurer
Insurance

On delays in project completion with cost reduction: An experiment

Sarkar, S. & Kwasnica, A. M., Jan 1 2011, In : Southern Economic Journal. 77, 3, p. 557-584 28 p.

Research output: Contribution to journalArticle

Costs
Complex dynamics
Dynamic strategy
Coordination games
Asymmetry
18 Citations (Scopus)
Synaptic Vesicles
Endocytosis
Neurotransmitter Agents
Drosophila
Proteins
16 Citations (Scopus)

The economic impact of anticipated house price changes-evidence from home sales

Miller, N. G., Peng, L. & Sklarz, M. A., Jun 1 2011, In : Real Estate Economics. 39, 2, p. 345-378 34 p.

Research output: Contribution to journalArticle

Economic impact
House prices
Price changes
Dynamic effects
Wealth effect
19 Citations (Scopus)

The role of soft information in a dynamic contract setting: Evidence from the home equity credit market

Agarwal, S., Ambrose, B. W., Chomsisengphet, S. & Liu, C., Jun 1 2011, In : Journal of Money, Credit and Banking. 43, 4, p. 633-655 23 p.

Research output: Contribution to journalArticle

Dynamic contracts
Equity
Credit markets
Credit
Soft information
2010
254 Citations (Scopus)

Forging an identity: An insider-outsider study of processes involved in the formation of organizational identity

Gioia, D. A., Price, K. N., Hamilton, A. L. & Thomas, J. B., Jul 9 2010, In : Administrative Science Quarterly. 55, 1, p. 1-46 46 p.

Research output: Contribution to journalArticle

editor
coding
assistance
Organizational Identity
Outsider
46 Citations (Scopus)

Price-volume correlation in the housing market: Causality and co-movements

Clayton, J., Miller, N. & Peng, L., Jan 1 2010, In : Journal of Real Estate Finance and Economics. 40, 1, p. 14-40 27 p.

Research output: Contribution to journalArticle

housing market
causality
market
cause
price
9 Citations (Scopus)

Stock market information and REIT earnings management

Ambrose, B. W. & Bian, X., May 11 2010, In : Journal of Real Estate Research. 32, 1, p. 102-137 36 p.

Research output: Contribution to journalArticle

Earnings management
Real estate investment trusts
Stock market
Market information
Stock prices
6 Citations (Scopus)

The term structure of lease rates with endogenous default triggers and tenant capital structure: Theory and evidence

Agarwal, S., Ambrose, B. W., Huang, H. & Yildirim, Y., Dec 1 2010, In : Journal of Financial and Quantitative Analysis. 46, 2, p. 553-584 32 p.

Research output: Contribution to journalArticle

Capital structure
Term structure
Lease
Trigger
Prediction
175 Citations (Scopus)

Transitional identity as a facilitator of organizational identity change during a merger

Clark, S. M., Gioia, D. A., Ketchen, D. J. & Thomas, J. B., Sep 1 2010, In : Administrative science quarterly. 55, 3, p. 397-438 42 p.

Research output: Contribution to journalArticle

merger
Organizational Identity
Mergers
grounded theory
organization
2009
65 Citations (Scopus)

Do individual investors learn from their trading experience?

Nicolosi, G., Peng, L. & Zhu, N., May 1 2009, In : Journal of Financial Markets. 12, 2, p. 317-336 20 p.

Research output: Contribution to journalArticle

Individual investors
Investors
Investment performance
Profitability
Tenure
1 Citation (Scopus)

REIT capital budgeting and equity marginal q

Ambrose, B. W. & Lee, D. W., Sep 1 2009, In : Real Estate Economics. 37, 3, p. 483-514 32 p.

Research output: Contribution to journalArticle

Equity
Real estate investment trusts
Capital budgeting
Assets
Market value
2008
2 Citations (Scopus)

Background risk and the performance of insurance markets under adverse selection

Crocker, K. J. & Snow, A., Dec 1 2008, In : GENEVA Risk and Insurance Review. 33, 2, p. 137-160 24 p.

Research output: Contribution to journalArticle

Background risk
Adverse selection
Insurance market
Sequential equilibrium
Incentives
15 Citations (Scopus)

Competitive location and capacity decisions for firms serving time-sensitive customers

Kwasnica, A. M. & Stavrulaki, E., Oct 1 2008, In : Naval Research Logistics. 55, 7, 1 p.

Research output: Contribution to journalArticle

Competitive Location
Static analysis
Customers
Entire
Subgame Perfect Equilibrium
13 Citations (Scopus)

Credit availability and the structure of the homebuilding industry

Ambrose, B. W. & Peek, J., Dec 1 2008, In : Real Estate Economics. 36, 4, p. 659-692 34 p.

Research output: Contribution to journalArticle

Credit availability
Industry
Market share
Bank credit
Health
9 Citations (Scopus)

Credit risk and the term structure of lease rates: A reduced form approach

Ambrose, B. W. & Yildirim, Y., Oct 1 2008, In : Journal of Real Estate Finance and Economics. 37, 3, p. 281-298 18 p.

Research output: Contribution to journalArticle

credit
assets
firm
valuation
criticism
9 Citations (Scopus)

Forced selling of fallen angels

Ambrose, B. W., Cai, N. & Helwege, J., Jan 1 2008, In : Journal of Fixed Income. 18, 1, p. 72-85 14 p.

Research output: Contribution to journalArticle

Insurance companies
Investing
Investors
Fixed income
Trading activity
18 Citations (Scopus)

The impact of compulsory licensing on foreign direct investment: A collective bargaining approach

Bird, R. & Cahoy, D. R., Jun 1 2008, In : American Business Law Journal. 45, 2, p. 283-330 48 p.

Research output: Contribution to journalArticle

bargaining
direct investment
foreign investment
Collective bargaining
Foreign direct investment
37 Citations (Scopus)

Time is money: The effect of clock speed on seller's revenue in Dutch auctions

Katok, E. & Kwasnica, A. M., Dec 1 2008, In : Experimental Economics. 11, 4, p. 344-357 14 p.

Research output: Contribution to journalArticle

Dutch auction
Seller
Revenue
Sealed-bid auction
First-price sealed-bid auction
26 Citations (Scopus)

Time variation of liquidity in the private real estate market: An empirical investigation

Clayton, J., MacKinnon, G. & Peng, L., Apr 1 2008, In : Journal of Real Estate Research. 30, 2, p. 125-160 36 p.

Research output: Contribution to journalArticle

Empirical investigation
Time variation
Liquidity
Real estate market
Opportunity cost
2007
33 Citations (Scopus)

Collusion and equilibrium selection in auctions

Kwasnica, A. M. & Sherstyuk, K., Jan 1 2007, In : Economic Journal. 117, 516, p. 120-145 26 p.

Research output: Contribution to journalArticle

Collusion
Equilibrium selection
Auctions
Bid
Communication
39 Citations (Scopus)

Comovement after joining an index: Spillovers of nonfundamental effects

Ambrose, B. W., Lee, D. W. & Peek, J., Mar 1 2007, In : Real Estate Economics. 35, 1, p. 57-90 34 p.

Research output: Contribution to journalArticle

Spillover
Comovement
Market frictions
Real estate investment trusts
Investor sentiment
7 Citations (Scopus)

Screening equilibria in experimental markets

Posey, L. L. & Yavas, A., Dec 1 2007, In : GENEVA Risk and Insurance Review. 32, 2, p. 147-167 21 p.

Research output: Contribution to journalArticle

Experimental markets
Screening
Proportion
Prediction
Buyers