[corner photo]
CREF Home
About CREF
Advisory Council
Faculty
Research
Resources
Classes
Join the CREF
Contact Us
Student Organizations Banner
Graduate Real Estate Society
The MBA student organization for real estate types
Undergraduate Real Estate Society
The undergraduate student organization for real estate types
Student Organizations Banner
The Center for Real Estate Finance at McCombs The McCombs School of Business
  
RESEARCH
Jeff Swope Mark Gibson GRES Students Jeff Mundy


Real Estate Research
Papers

  • "Market Imperfections, Investment Flexibility and Default Spreads"  (Feb 2004; PDF file)
    Authors:
    Sheridan Titman, The University of Texas at Austin
    Stathis Tompaidis, The University of Texas at Austin
    Sergey Tsyplakov, The University of Texas at Austin

    Journal of Finance, 59 (1), pgs. 165-205, (February 2004).
    "This is an electronic version of an article published in Journal of Finance. Complete citation information for the final version of the paper, as published in the print edition of Journal of Finance, is available on the Blackwell Synergy online delivery service, accessible via the journal's website at http://www.blackwell-synergy.com."
  • "The Cross-Section of Expected REIT Returns" (March 2003; MSWord)
    Authors:
    Andy C.W. Chui, Hong Kong Polytechnic University
    Sheridan Titman, The University of Texas at Austin
    K.C. John Wei, Hong Kong University of Science and Technology
  • "Intra-Industry Momentum: The Case of REITS" (September 2002; MSWord)
    Authors:
    Andy C.W. Chui, Hong Kong Polytechnic University
    Sheridan Titman, The University of Texas at Austin
    K.C. John Wei, Hong Kong University of Science and Technology

Real Estate Research Conference
August 11-13, 2002
Vail, Colorado

Hosts: MIT, University of California at Berkeley, and University of Texas at Austin

Program Presentations & Papers
(linked papers are in PDF format unless otherwise noted)

Nancy Wallace and Richard Stanton, University of California at Berkeley: 
"An Empirical Test of a Contingent Claims Lease Valuation Model" 
 
Discussant: Stathis Tompaidis, University of Texas at Austin

William Wheaton, MIT: 
"Communicating Ricardian Rent and House Price Appreciation in Cities with Dispersed Employment and Mixed Land Use" (MSWord)
 
Discussant: Robert H. Edelstein, University of California at Berkeley

Stephen D. Cauley, UCLA, and Andrey D. Pavlov, Simon Fraser University: 
"Demand Shocks and the Market for Income Producing Real Estate"
(MSWord)
Discussant: Daniel Quan, Cornell University

Jay C. Hartzell, University of Texas, Crocker Liu, NYU, and Jarl Kallberg, NYU: 
"The Role of Corporate Governance In Initial Public Offerings: Evidence From Real Estate Investment Trusts"   ( download Tables)
Discussant: Tim Riddiough, University of Wisconsin-Madison

Rossen Valkanov, UCLA, Harrison Hong, Stanford University, and Walter Torous, UCLA
"Do Industries Lead the Stock Market?  Inattention, Delayed Reaction and
Cross-Asset Return Predictability"

Discussant: Kent Daniel, Northwestern University

William Gentry, Columbia University, and Chris Mayer, University of Pennsylvania: 
(revised, 7/29/02)
"What Can We Learn about Investment and Capital Structure with a Better
Measure of q?"

Discussant: Nancy Wallace, University of California at Berkeley


 


©2005 McCombs School of Business, University of Texas at Austin.