Brent William Ambrose

    • 1276 Citations
    • 21 h-Index
    1990 …2019
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    Research Output 1990 2019

    • 1276 Citations
    • 21 h-Index
    • 60 Article
    • 5 Review article
    • 2 Chapter
    • 1 Book
    2019
    disposition
    expenditure
    assets
    expenditures
    economics
    1 Citation (Scopus)

    Size effects and economies of scale in European real estate companies

    Ambrose, B. W., Fuerst, F., Mansley, N. & Wang, Z., Jan 1 2019, In : Global Finance Journal.

    Research output: Contribution to journalArticle

    Real estate
    Economies of scale
    Real estate investment trusts
    Revenue
    Expenses
    2018
    Information asymmetry
    Rental market
    Screening
    Rental housing
    Costs
    1 Citation (Scopus)
    Rent
    Taylor rule
    Large deviations
    Price index
    Quantitative easing
    performance
    vertical integration
    lending
    incentive
    evidence

    The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties

    Ambrose, B. W., Shafer, M. & Yildirim, Y., Jan 1 2018, In : Journal of Real Estate Finance and Economics. 56, 1

    Research output: Contribution to journalReview article

    diversification
    loan
    credit
    Retail
    Diversification
    2017
    1 Citation (Scopus)
    Mortgage market
    Loans
    Mortgages
    Insurance
    Self-selection
    3 Citations (Scopus)
    Demand uncertainty
    Product market competition
    Real estate investment
    Real estate
    Prediction
    2016
    5 Citations (Scopus)
    Income
    Adverse selection
    Credit rationing
    Mortgage market
    Loans
    Equity markets
    Lending
    Credit risk
    Joint liability
    Equity
    1 Citation (Scopus)
    real estate
    real estate market
    economic impact
    performance
    market
    5 Citations (Scopus)
    Loans
    Mortgage-backed securities
    Servicing
    Incentives
    Friction
    2015
    9 Citations (Scopus)
    rent
    labor statistics
    housing market
    profession
    housing
    5 Citations (Scopus)
    Subprime
    Subprime mortgages
    Virus
    Mortgage default
    Mortgages
    2014
    4 Citations (Scopus)
    Price transparency
    Price competition
    Broker
    Mortgages
    Fees
    5 Citations (Scopus)
    spillover effect
    credit
    market
    financial crisis
    lending
    2013
    38 Citations (Scopus)
    House prices
    Deviation
    Rent
    Housing market
    Feedback mechanism
    2 Citations (Scopus)
    Guarantee
    Fixed income
    Financial crisis
    Liquidity
    2012
    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
    8 Citations (Scopus)
    Mortgages
    House prices
    Default risk
    Mortgage rates
    Negative externalities
    28 Citations (Scopus)
    Mortgages
    Probability of default
    Loans
    Subprime
    Subprime mortgages
    2011
    19 Citations (Scopus)
    Dynamic contracts
    Equity
    Credit markets
    Credit
    Soft information
    2010
    9 Citations (Scopus)
    Earnings management
    Real estate investment trusts
    Stock market
    Market information
    Stock prices
    5 Citations (Scopus)
    Capital structure
    Term structure
    Lease
    Trigger
    Prediction
    2009
    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
    13 Citations (Scopus)
    Credit availability
    Industry
    Market share
    Bank credit
    Health
    8 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)
    Insurance companies
    Investing
    Investors
    Fixed income
    Trading activity
    2007
    1 Citation (Scopus)
    Automobile
    Asymmetric information
    Mortgages
    Loans
    Pricing
    39 Citations (Scopus)
    Spillover
    Comovement
    Market frictions
    Real estate investment trusts
    Investor sentiment
    Household
    Mortgages
    Credit
    Debt
    Consumption and saving
    Household finance
    Decision-making process
    Financial decision making
    Household
    Credit
    2006
    18 Citations (Scopus)

    An empirical analysis of home equity loan and line performance

    Agarwal, S., Ambrose, B. W., Chomsisengphet, S. & Liu, C., Oct 1 2006, In : Journal of Financial Intermediation. 15, 4, p. 444-469 26 p.

    Research output: Contribution to journalArticle

    Equity
    Empirical analysis
    Loans
    Household
    Lending
    34 Citations (Scopus)
    Credit
    Empirical analysis
    Competing risks model
    Financial flexibility
    Prediction
    2005
    31 Citations (Scopus)
    Mortgages
    Adjustable rate mortgages
    Payment
    Prepayment
    Schedule
    70 Citations (Scopus)
    Arbitrage
    Securitization
    Asymmetric information
    Regulatory capital
    Loans
    2 Citations (Scopus)
    property market
    market
    price
    programme
    externality
    7 Citations (Scopus)
    market
    Government sponsored enterprises
    Mortgage market
    risk factor
    loan
    9 Citations (Scopus)
    loan
    credit
    market
    pricing
    Law
    41 Citations (Scopus)

    Real estate and economies of scale: The case of REITs

    Ambrose, B. W., Highfield, M. J. & Linneman, P. D., Jun 1 2005, In : Real Estate Economics. 33, 2, p. 323-350 28 p.

    Research output: Contribution to journalArticle

    Real estate investment trusts
    Real estate
    Economies of scale
    Scale economies
    Firm size
    2004
    21 Citations (Scopus)
    housing enterprise
    affordable housing
    household income
    credit
    low income
    43 Citations (Scopus)
    Yield spread
    Loans
    Mortgages
    Government sponsored enterprises
    Sample selection bias
    2003
    7 Citations (Scopus)
    loan
    bank
    market
    interest rate
    commitment
    49 Citations (Scopus)

    Commercial Mortgage-Backed Securities: Prepayment and Default

    Ambrose, B. W. & Sanders, A. B., Mar 1 2003, In : Journal of Real Estate Finance and Economics. 26, 2-3, p. 179-196 18 p.

    Research output: Contribution to journalArticle

    market
    real estate
    finance
    loan
    Mortgage-backed securities
    20 Citations (Scopus)
    Modeling
    Lease
    Deposits
    Prediction
    Default risk
    2002
    17 Citations (Scopus)

    Credit rationing in the U.S. mortgage market: Evidence from variation in FHA market shares

    Ambrose, B. W., Pennington-Cross, A. & Yezer, A. M., Jan 1 2002, In : Journal of Urban Economics. 51, 2, p. 272-294 23 p.

    Research output: Contribution to journalArticle

    rationing
    market share
    credit
    market
    supply
    9 Citations (Scopus)
    Debt
    Economics
    Benchmark
    Costs and benefits
    Politicians
    19 Citations (Scopus)

    Measuring potential GSE funding advantages

    Ambrose, B. W. & Warga, A., Jan 1 2002, In : Journal of Real Estate Finance and Economics. 25, 2-3, p. 129-150 22 p.

    Research output: Contribution to journalReview article

    funding
    banking
    debt
    indebtedness
    costs
    25 Citations (Scopus)
    rent
    pricing
    market
    interest rate
    Commonwealth of Nations