Abraham, J.M., & Schauman, W.S. (1991). New evidence on home prices from Freddie Mac repeat sales. Real Estate Economics, 19, 333–352.
- Badarinza, C., Ramadorai, T., & Shimizu, C. (2018). Gravity, counterparties, and foreign investment. Working Paper.
Paper not yet in RePEc: Add citation now
- Barberis, N., & Shleifer, A. (2003). Style investing. Journal of Financial Economics, 68, 161–199.
Paper not yet in RePEc: Add citation now
Barkham, R., & Geltner, D.M. (1995). Price discovery in American and British property markets. Real Estate Economics, 23, 21–44.
Beracha, E., Hardin, W. III, & Skiba, H.M. (2018). Real estate market segmentation: hotels as example. Journal of Real Estate Finance and Economics, 56, 252–273.
Chinloy, P., Hardin, W. III, & Wu, Z. (2013). Price, place, people and local experience. Journal of Real Estate Research, 35, 477–505.
Clapham, E., Englund, P., Quigley, J.M., & Redfearn, C.L. (2006). Revisiting the past and settling the score: index revision for house price derivatives. Real Estate Economics, 34, 275–302.
Clapp, J.M., & Giaccotto, C. (1999). Revisions in repeat-sales price indexes: here today, gone tomorrow. Real Estate Economics, 27, 79–104.
Clayton, J., Ling, D.C., & Naranjo, A. (2009). Commercial real estate valuation: fundamentals versus investor sentiment. The Journal of Real Estate Finance and Economics, 38, 5–37.
- Cox, D.R., & Reid, N. (1987). Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 55, 1–39.
Paper not yet in RePEc: Add citation now
- Cox, D.R., & Reid, N. (1993). A note on the calculation of adjusted profile likelihood. Journal of the Royal Statistical Society B, 55, 467–471.
Paper not yet in RePEc: Add citation now
- Cvijanović, D., Milcheva, S., & van de Minne, A. (2020). Does investor size matter? Evidence from commercial real estate transactions. Technical report, SSRN Working Paper.
Paper not yet in RePEc: Add citation now
- de Haan, J., & Diewert, W.E. (2011). Handbook on residential property price indexes. Luxembourg: Eurostat.
Paper not yet in RePEc: Add citation now
De Wit, E.R., Englund, P., & Francke, M.K. (2013). Price and transaction volume in the Dutch housing market. Regional Science and Urban Economics, 43, 220–241.
Diewert, E., de Haan, J., & Hendriks, R. (2011). The decomposition of a house price index into land and structures components: a hedonic regression approach. Technical report, UBC Department of Economics Discussion Paper.
Donald, S.G., Green, D.A., & Paarsch, H.J. (2000). Differences in wage distributions between Canada and the united states: an application of a flexible estimator of distribution functions in the presence of covariates. The Review of Economic Studies, 67, 609–633.
Fisher, J., Ling, D.C., & Naranjo, A. (2009). Institutional capital flows and return dynamics in private commercial real estate markets. Real Estate Economics, 37, 85–116.
Francke, M.K., & van de Minne, A.M. (2017). The hierarchical repeat sales model for granular commercial real estate and residential price indices. The Journal of Real Estate Finance and Economics, 1–22.
- Francke, M.K., & Van de Minne, A.M. (2020a). Daily valuation of private commercial real estate: a new mixed frequency approach. Technical report, Working Paper.
Paper not yet in RePEc: Add citation now
- Francke, M.K., & Van de Minne, A.M. (2020b). Modelling unobserved heterogeneity in hedonic price models. Real Estate Economics.
Paper not yet in RePEc: Add citation now
Froot, K., & Teo, M. (2008). Style investing and institutional investors. Journal of Financial and Quantitative Analysis, 43, 883–906.
Geltner, D., & Mei, J. (1995). The present value model with time-varying discount rates: implications for commercial property valuation and investment decisions. The Journal of Real Estate Finance and Economics, 11, 119–135.
- Geltner, D.M., & van de Minne, A.M. (2017). Do different price points exhibit different investment risk and return in commercial real estate? Journal of Portfolio Management, 43, 105–119.
Paper not yet in RePEc: Add citation now
- Geltner, D.M., Miller, N.G., Clayton, J., & Eichholtz, P.M.A. (2014). Commercial real estate, analysis & investments, 3rd edn (OnCourse Learning).
Paper not yet in RePEc: Add citation now
- Ghent, A. (2018). What’s wrong with Pittsburgh. SSRN Working Paper.
Paper not yet in RePEc: Add citation now
- Harrell, F. E. Jr., Lee, K.L., & Mark, D.B. (1996). Multivariable prognostic models: issues in developing models, evaluating assumptions and adequacy, and measuring and reducing errors. Statistics in Medicine, 15, 361–387.
Paper not yet in RePEc: Add citation now
- Ling, D.C., & Archer, W.R. (2008). Real estate principles: a value approach. McGraw-Hill/Irwin series in finance, insurance, and real estate (McGraw-Hill/Irwin).
Paper not yet in RePEc: Add citation now
Ling, D.C., Naranjo, A., & Petrova, M.T. (2018). Search costs, behavioral biases, and information intermediary effects. Journal of Real Estate Finance and Economics, 57, 114–151.
Machado, J.A.F., & Mata, J. (2005). Counterfactual decomposition of changes in wage distributions using quantile regression. Journal of Applied Econometrics, 20, 445–465.
- Mühlhofer, T. (2019). They would if they could: assessing the bindingness of the property holding constraints for REITs. Real Estate Economics, 47, 431–477. Piazzesi, M., Schnedeir, M., & Stroebel, J. (Forthcoming). Segmented housing search. American Economic Review.
Paper not yet in RePEc: Add citation now
Ripatti, S., & Palmgren, J. (2000). Estimation of multivariate frailty models using penalized partial likelihood. Biometrics, 56, 1016–1022.
Rosen, S. (1974). Hedonic prices and implicit markets: product differentiation in pure competition. The Journal of Political Economy, 82, 34–55.
Rue, H., Martino, S., & Chopin, N. (2009). Approximate bayesian inference for latent gaussian models by using integrated nested laplace approximations. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71, 319–392.
- Sagi, J. (2017). Asset-level risk and return in real estate investments. Working Paper.
Paper not yet in RePEc: Add citation now
Shiller, R.J. (1981). Do stock prices move too much to be justified by subsequent changes in dividends? American Economic Review, 71, 421–436.
- Shiller, R.J. (1993). Macro markets, creating institutions for managing society’s largest economic risks. Oxford: Oxford University Press.
Paper not yet in RePEc: Add citation now
- Van de Minne, A.M., Francke, M.K., Geltner, D.M., & White, R. (2019). Using revisions as a measure of price index quality in repeat-sales models. The Journal of Real Estate Finance and Economics, 1–40.
Paper not yet in RePEc: Add citation now
- van Dijk, D., Geltner, D., & van de Minne, A. (2019). Revisiting supply and demand indexes in real estate. Journal of Real Estate Finance and Economics.
Paper not yet in RePEc: Add citation now
Van Nieuwerburgh, S. (2019). Why are REITs currently so expensive? Real Estate Economics, 47, 18–65.