Volatility and the Cross-Section of Real Estate Equity Returns during Covid-19 [0.03%]
新冠疫情时期的房地产股票收益断面与波动率
Stanimira Milcheva
Stanimira Milcheva
This paper uses the global systemic shock associated with the outbreak of the novel coronavirus Covid-19 to assess the risk-return relationship in the cross-section of real estate equities in the US and in selected Asian countries. I constr...
Ignoring Spatial and Spatiotemporal Dependence in the Disturbances Can Make Black Swans Appear Grey [0.03%]
忽略干扰的时空相关性可使“黑天鹅”变的“灰不拉几”
R Kelley Pace,Raffaella Calabrese
R Kelley Pace
Automated valuation models (AVMs) are widely used by financial institutions to estimate the property value for a residential mortgage. The distribution of pricing errors obtained from AVMs generally show fat tails (Pender 2016; Demiroglu an...
How Much Are Borrowers Willing to Pay to Remove Uncertainty Surrounding Mortgage Defaults? [0.03%]
借款人愿意支付多少费用以消除抵押贷款违约的不确定性？
Jackson T Anderson,Scott Gibson,Kimberly F Luchtenberg et al.
Jackson T Anderson et al.
Using a large, non-student sample, we assess and differentiate between borrowers' Risk Aversion and Ambiguity Aversion levels and their willingness to pay to resolve a mortgage default settlement negotiation. Ambiguity Aversion is found to ...
Accuracy of Households' Dwelling Valuations, Housing Demand and Mortgage Decisions: Israeli Case [0.03%]
家庭房产估值的准确性、住房需求和抵押贷款决策：以色列案例分析
Alla Koblyakova,Larisa Fleishman,Orly Furman
Alla Koblyakova
Housing policy, as well as academic research, are increasingly concerned with the role of bias in subjective dwelling valuations as a proximate measure of households' house price expectations and their relationship with housing demand. This...
Irish Property Price Estimation Using A Flexible Geo-spatial Smoothing Approach: What is the Impact of an Address? [0.03%]
使用灵活的地理空间平滑方法估算爱尔兰房地产价格：地址的影响是什么？
Aoife K Hurley,James Sweeney
Aoife K Hurley
Accurate and efficient valuation of property is of utmost importance in a variety of settings, such as when securing mortgage finance to purchase a property, or where residential property taxes are set as a percentage of a property's resale...
Seller Over-Pricing and Listing Contract Length: The Effects of Endogenous Listing Contracts on Housing Markets [0.03%]
Anderson, Randy I.; Brastow, Raymond T.; Turnbull et al.
Anderson et al.
Wong, S. K.; Wei, Q.; Chau et al.
Wong et al.
Mori, Masaki; Ooi, Joseph T. L.; Wong et al.
Mori et al.
Chou, Wen-Hsiu; Hardin, William G.
Chou