Academic Research
Click here to view Real Estate Center case studies.
2010-2011
Published Papers
What Determines Stock Price Synchronicity in REITs?
- Richard Chung, Scott Fung, James Shilling and Tammie Simmons-Mosley
Introduction to Special Issue of JREFE on REITs
- James Shilling
Are Commercial Mortgage Defaults Affected by Tax Considerations?
- Hoon Cho, Brian Ciochetti and James Shilling
Seemingly Irrational but Predictable Price Formation in Seoul’s Housing Market
- Hoon Cho, Kyung-Hwan Kim and James Shilling
How Accurate are Commercial Real Estate Appraisals? Evidence from 25 Years of NCREIF Sales Data
- Susanne Cannon and Rebel Cole
2009-2010
Published
Is Value-Added and Opportunistic Real Estate Investing Beneficial?
- Charles Wurtzebach and James Shilling
What Determines Stock Price Synchronicity in REITs?
- Richard Chung, Scott Fung, James Shilling and Tammie Simmons-Mosley
The Mortgage Finance Bubble: Causes and Corrections
- Patric Hendershott, Robert Hendershott and James Shilling
Does Deposit Insurance Improve Financial Intermediation? Evidence from the Russian Experiment
- Lucy Chernykh and Rebel Cole
Political Connections and Minority Shareholder Protection: Evidence from Securities-Market Regulation in China
- Henk Berkman, Rebel Cole and Jiang Lawrence Fu
Changes in REIT Liquidity 1988-2007: Evidence from Daily Data
- Susanne Cannon and Rebel Cole
Expropriation through Loan Guarantees to Related Parties: Evidence from China
- Rebel Cole, Henk Berkman and Jiang Lawrence Fu
Forthcoming
Are Commercial Mortgage Defaults Affected by Tax Considerations?
- Hoon Cho, Brian Ciochetti and James Shilling
2008-2009
Published
Shifting the Sustainability Paradigm: From Advocacy to Good Business
- Susanne Cannon and Ujjval Vyas
Leadership Roundtable: Green Building Balancing Fact and Fiction
- Susanne Cannon and Ujjval Vyas
Are Commercial Mortgage Defaults Affected by Tax Considerations?
- Hoon Cho, Brian Ciochetti and James Shilling
Seemingly Irrational but Predictable Price Formation in Seoul’s Housing Market
- Hoon Cho, Kyung-Hwan Kim and James Shilling
International Differences in Homeowner Borrowing Costs
- James Shilling
Forthcoming
Loss Recoveries, Realized Excess Returns, and Credit Rationing in the Commercial Mortgage Market
- Brian Ciochetti and James Shilling
Are Hedge Fund Managers Better Able to Forecast Real Estate Security Returns?
- Richard Chung, Scott Fung, James D. Shilling and Tammie Simmons-Mosley
Are Commercial Mortgage Defaults Affected by Tax Considerations?
- Hoon Cho, Brian Ciochetti and James Shilling
Portfolio Properties of Asset Classes in Good Times and Bad Times
- J. Sa-Aadu, James Shilling and Ashish Tiwari
2007-2008
Published
Valuing Retail Shopping Center Lease Contracts
- Hoon Cho and James Shilling
Loss Recoveries, Realized Excess Returns, and Credit Rationing in the Commercial Mortgage Market
- Brian Ciochetti and James Shilling
Are Hedge Fund Managers Better Able to Forecast Real Estate Security Returns?
- Richard Chung , Scott Fung , James Shilling , and Tammie Simmons-Mosley
Forthcoming
Seemingly Irrational but Predictable Price Formation in Seoul’s Housing Market
- Hoon Cho, Kyung-Hwan Kim and James Shilling
International Differences in Homeowner Borrowing costs
- James Shilling
Are Commercial Mortgage Defaults Affected by Tax Considerations?
- Hoon Cho, Brian Ciochetti and James Shilling
Working Papers
Moral Hazard and Adverse Selection for Subprime Lending and Securitization – Priced or not Priced?
- Jonathan Dombrow, Gail Lee and James Shilling
Do Changes in Illiquidity Affect Investors’ Expectations? An Analysis of Commercial Property Returns
- Yuichiro Kawaguchi, J Sa-Aadu and James Shilling
Are House Prices and Trading Volume Related? Evidence from the Seoul Housing Market
- Hoon Cho, Kyung-Hwan Kim and James Shilling
Do Institutional Real Estate Investors have Rational Expectations?
- Tien Foo Sing and James Shilling
2006-2007
Published
Individual Agents, Firms and the Real Estate Brokerage Process
- Geoffrey Turnbull and Jonathan Dombrow
Forthcoming
Valuing Retail Shopping Center Lease Contracts
- Hoon Cho and James Shilling
Working Papers
Is there a Market for Partial Corporate Control? Evidence from REITs
-Susanne Cannon, Rebel Cole and Jonathan Dombrow
2005-2006
Published
Spatial Competition and Shopping Externalities: Evidence from the Housing Market
- Geoffrey Turnbull and Jonathan Dombrow
Forthcoming
A Cross-Sectional Asset-Pricing Analysis of the US Housing Market with Zip Code Data
- Susanne Cannon, Norman Miller and Gurupdesh Pandher
Big House, Little House: Relative Size and Value
- Geoffrey Turnbull, Jonathan Dombrow and C.F. Sirmans
Working Papers
Agents, Firms and the Real Estate Brokerage Process – Revised and Resubmitted
- Geoffrey Turnbull and Jonathan Dombrow
A Multi-Disciplinary Course on Senior Housing and Design
- Susanne Cannon
Is there a Market for Partial Corporate Control? Evidence from REITs
-Susanne Cannon, Rebel Cole and Jonathan Dombrow
2004-2005
Agents, Firms and the Real Estate Brokerage Process
- Geoffrey Turnbull and Jonathon Dombrow
Corporate Control and Firm Value: Evidence from REITs
- Susanne Cannon, Rebel Cole and Jonathon Dombrow
Multi-Disciplinary Course on Senior Housing and Design
- Susanne Cannon
Trends in Real Estate Research, 1988-2001 What’s Hot and What’s Not
- Jonathon Dombrow and Geoffry Turnbull
Spatial Competition and Shopping Externalities: Evidence from the Housing Market
- Geoffrey Turnbull and Jonathon Dombrow