Brent William Ambrose

    • 1323 Citations
    • 21 h-Index
    1990 …2019
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    Research Output 1990 2019

    • 1323 Citations
    • 21 h-Index
    • 62 Article
    • 5 Review article
    • 2 Chapter
    • 1 Book
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    Article
    2019

    Can regulation de-bias appraisers?

    Agarwal, S., Ambrose, B. W. & Yao, V. W., Jan 1 2019, (Accepted/In press) In : Journal of Financial Intermediation. 100827.

    Research output: Contribution to journalArticle

    Codes of conduct
    Loans
    Prepayment
    Distress
    Difference-in-differences

    Capital structure and the substitutability versus complementarity nature of leases and debt

    Ambrose, B. W., Emmerling, T., Huang, H. H. & Yildirim, Y., May 1 2019, In : Review of Finance. 23, 3, p. 659-695 37 p., rfy004.

    Research output: Contribution to journalArticle

    Capital structure
    Debt
    Substitutability
    Lease
    Complementarity
    1 Citation (Scopus)

    Economic Fundamentals, Capital Expenditures and Asset Dispositions

    Ambrose, B. W. & Steiner, E., Jan 1 2019, In : Journal of Real Estate Finance and Economics.

    Research output: Contribution to journalArticle

    disposition
    expenditure
    assets
    expenditures
    economics

    Risk and Performance of Mutual Funds’ Securitized Mortgage Investments

    Ambrose, B. W., Diop, M., D’Lima, W. & Thibodeau, M., Nov 1 2019, In : Journal of Real Estate Finance and Economics. 59, 4, p. 515-548 34 p.

    Research output: Contribution to journalArticle

    performance
    vertical integration
    lending
    incentive
    evidence
    1 Citation (Scopus)

    Size effects and economies of scale in European real estate companies

    Ambrose, B. W., Fuerst, F., Mansley, N. & Wang, Z., Nov 2019, In : Global Finance Journal. 42, 100470.

    Research output: Contribution to journalArticle

    Real estate
    Economies of scale
    Real estate investment trusts
    Revenue
    Expenses
    2018

    Information Asymmetry, Regulations and Equilibrium Outcomes: Theory and Evidence from the Housing Rental Market

    Ambrose, B. W. & Diop, M., Jan 1 2018, (Accepted/In press) In : Real Estate Economics.

    Research output: Contribution to journalArticle

    Information asymmetry
    Rental market
    Screening
    Rental housing
    Costs
    1 Citation (Scopus)

    Reassessing Taylor rules using improved housing rent data

    Ambrose, B. W., Coulson, N. E. & Yoshida, J., Jun 1 2018, In : Journal of Macroeconomics. 56, p. 243-257 15 p.

    Research output: Contribution to journalArticle

    Rent
    Taylor rule
    Large deviations
    Price index
    Quantitative easing
    2017
    1 Citation (Scopus)

    Lender Steering in Residential Mortgage Markets

    Agarwal, S., Ambrose, B. W. & Yao, V. W., Jan 1 2017, (Accepted/In press) In : Real Estate Economics.

    Research output: Contribution to journalArticle

    Mortgage market
    Loans
    Mortgages
    Insurance
    Self-selection
    3 Citations (Scopus)

    Product Market Competition and Corporate Real Estate Investment under Demand Uncertainty

    Ambrose, B. W., Diop, M. & Yoshida, J., Sep 1 2017, In : Real Estate Economics. 45, 3, p. 521-590 70 p.

    Research output: Contribution to journalArticle

    Demand uncertainty
    Product market competition
    Real estate investment
    Real estate
    Prediction
    2016
    6 Citations (Scopus)

    Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market

    Ambrose, B. W., Conklin, J. & Yoshida, J., Dec 1 2016, In : Journal of Finance. 71, 6, p. 2637-2686 50 p.

    Research output: Contribution to journalArticle

    Income
    Adverse selection
    Credit rationing
    Mortgage market
    Loans

    Joint liability lending and credit risk: Evidence from the home equity market

    Agarwal, S., Ambrose, B. W., Chomsisengphet, S. & Liu, C., Jun 1 2016, In : Journal of Housing Economics. 32, p. 47-66 20 p.

    Research output: Contribution to journalArticle

    Equity markets
    Lending
    Credit risk
    Joint liability
    Equity
    1 Citation (Scopus)

    Real Estate Risk and Hedge Fund Returns

    Ambrose, B. W., Cao, Q. & D’Lima, W., Apr 1 2016, In : Journal of Real Estate Finance and Economics. 52, 3, p. 197-225 29 p.

    Research output: Contribution to journalArticle

    real estate
    real estate market
    economic impact
    performance
    market
    7 Citations (Scopus)

    Servicers and Mortgage-Backed Securities Default: Theory and Evidence

    Ambrose, B. W., Sanders, A. B. & Yavas, A., Jun 1 2016, In : Real Estate Economics. 44, 2, p. 462-489 28 p.

    Research output: Contribution to journalArticle

    Loans
    Mortgage-backed securities
    Servicing
    Incentives
    Friction
    2015

    Introduction to the Special Issue

    Ambrose, B. W., Case, B. & Eng Ong, S., Mar 1 2015, In : Real Estate Economics. 43, 1, p. 1-7 7 p.

    Research output: Contribution to journalArticle

    11 Citations (Scopus)

    The repeat rent index

    Ambrose, B. W., Coulson, N. E. & Yoshida, J., Dec 1 2015, In : Review of Economics and Statistics. 97, 5, p. 939-950 12 p.

    Research output: Contribution to journalArticle

    rent
    labor statistics
    housing market
    profession
    housing
    5 Citations (Scopus)

    The Subprime Virus

    Agarwal, S., Ambrose, B. W. & Yildirim, Y., Dec 1 2015, In : Real Estate Economics. 43, 4, p. 891-915 25 p.

    Research output: Contribution to journalArticle

    Subprime
    Subprime mortgages
    Virus
    Mortgage default
    Mortgages
    2014
    4 Citations (Scopus)

    Mortgage brokers, origination fees, price transparency and competition

    Ambrose, B. W. & Conklin, J. N., Jan 1 2014, In : Real Estate Economics. 42, 2, p. 363-421 59 p.

    Research output: Contribution to journalArticle

    Price transparency
    Price competition
    Broker
    Mortgages
    Fees
    5 Citations (Scopus)
    spillover effect
    credit
    market
    financial crisis
    lending
    2013
    45 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
    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
    8 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
    9 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
    30 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
    20 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
    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
    7 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
    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 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
    11 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
    2007
    40 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
    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
    35 Citations (Scopus)

    Credit lines and credit utilization

    Agarwal, S., Ambrose, B. W. & Liu, C., Feb 1 2006, In : Journal of Money, Credit and Banking. 38, 1, p. 1-22 22 p.

    Research output: Contribution to journalArticle

    Credit
    Empirical analysis
    Competing risks model
    Financial flexibility
    Prediction
    2005
    71 Citations (Scopus)

    Does regulatory capital arbitrage, reputation, or asymmetric information drive securitization?

    Ambrose, B. W., Lacour-Little, M. & Sanders, A. B., Oct 1 2005, In : Journal of Financial Services Research. 28, 1-3, p. 113-133 21 p.

    Research output: Contribution to journalArticle

    Arbitrage
    Securitization
    Asymmetric information
    Regulatory capital
    Loans
    2 Citations (Scopus)

    Forced development and urban land prices

    Ambrose, B. W., May 1 2005, In : Journal of Real Estate Finance and Economics. 30, 3, p. 245-265 21 p.

    Research output: Contribution to journalArticle

    property market
    market
    price
    programme
    externality
    8 Citations (Scopus)

    GSE impact on rural mortgage markets

    Ambrose, B. W. & Buttimer, R. J., Jul 1 2005, In : Regional Science and Urban Economics. 35, 4, p. 417-443 27 p.

    Research output: Contribution to journalArticle

    market
    Government sponsored enterprises
    Mortgage market
    risk factor
    loan
    9 Citations (Scopus)

    Legal restrictions in personal loan markets

    Ambrose, B. W. & Sanders, A. B., Mar 1 2005, In : Journal of Real Estate Finance and Economics. 30, 2, p. 133-151 19 p.

    Research output: Contribution to journalArticle

    loan
    credit
    market
    pricing
    Law
    43 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)

    Have the GSE affordable housing goals increased the supply of mortgage credit?

    Ambrose, B. W. & Thibodeau, T. G., May 1 2004, In : Regional Science and Urban Economics. 34, 3, p. 263-273 11 p.

    Research output: Contribution to journalArticle

    housing enterprise
    affordable housing
    household income
    credit
    low income
    2003
    7 Citations (Scopus)

    Bank and Nonbank Lenders and the Commercial Mortgage Market

    Ambrose, B. W., Benjamin, J. D. & Chiniloy, P., Jan 1 2003, In : Journal of Real Estate Finance and Economics. 26, 1, p. 81-94 14 p.

    Research output: Contribution to journalArticle

    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
    2002
    18 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)

    GSE debt and the decline in the Treasury debt market

    Ambrose, B. W. & King, T. H. D., Aug 2002, In : Journal of Money, Credit and Banking. 34, 3 II, p. 812-839 28 p.

    Research output: Contribution to journalArticle

    Debt
    Economics
    Benchmark
    Costs and benefits
    Politicians
    25 Citations (Scopus)

    Pricing upward-only adjusting leases

    Ambrose, B. W., Hendershott, P. H. & Kłosek, M. M., Dec 1 2002, In : Journal of Real Estate Finance and Economics. 25, 1, p. 33-49 17 p.

    Research output: Contribution to journalArticle

    rent
    pricing
    market
    interest rate
    Commonwealth of Nations
    2001
    16 Citations (Scopus)

    A New Spin on the Jumbo/Conforming Loan Rate Differential

    Ambrose, B. W., Buttimer, R. & Thibodeau, T., Dec 1 2001, In : Journal of Real Estate Finance and Economics. 23, 3, p. 309-335 27 p.

    Research output: Contribution to journalArticle

    loan
    transaction
    interest rate
    pricing
    assets
    29 Citations (Scopus)

    Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure

    Ambrose, B. W., Capone, C. A. & Deng, Y., Dec 1 2001, In : Journal of Real Estate Finance and Economics. 23, 2, p. 213-234 22 p.

    Research output: Contribution to journalArticle

    foreclosure
    valuation
    price index
    examination
    pricing
    32 Citations (Scopus)

    Prepayment risk in adjustable rate mortgages subject to initial year discounts: Some new evidence

    Ambrose, B. W. & LaCour-Little, M., Jan 1 2001, In : Real Estate Economics. 29, 2, p. 305-327 23 p.

    Research output: Contribution to journalArticle

    Discount
    Adjustable rate mortgages
    Prepayment
    Loans
    Competing risks
    2000
    36 Citations (Scopus)

    Embedded Options in the Mortgage Contract

    Ambrose, B. W. & Buttimer, R. J., Jan 1 2000, In : Journal of Real Estate Finance and Economics. 21, 2, p. 95-111 17 p.

    Research output: Contribution to journalArticle

    foreclosure
    mitigation
    tactics
    pricing
    credit
    16 Citations (Scopus)

    Local economic risk factors and the primary and secondary mortgage markets

    Ambrose, B. W. & Pennington-Cross, A., Jan 1 2000, In : Regional Science and Urban Economics. 30, 6, p. 683-701 19 p.

    Research output: Contribution to journalArticle

    risk factor
    loan
    market
    market share
    economics
    35 Citations (Scopus)

    REIT Economies of Scale: Fact or Fiction?

    Ambrose, B. W., Ehrlich, S. R., Hughes, W. T. & Wachter, S. M., Jan 1 2000, In : Journal of Real Estate Finance and Economics. 20, 2, p. 211-224 14 p.

    Research output: Contribution to journalArticle

    economy of scale
    real estate
    consolidation
    economy
    specialization