Former conference papers published in peer-reviewed journals
Many of our previous conference papers have been published in highly-ranked peer-reviewed journals. Congratulations to our presenters! We hope our discussions have been beneficial for the final step. Please inform us if your publications is not yet on this list.
2023
Hoesli, M., L. Johner, and J. Lekander, (2023), The role of multi-family properties in hedging pension liability risk: long-run evidence, Journal of Property Investment & Finance, forthcoming.
Fehrle, D. (2023), Hedging against inflation: housing versus equity. Empirical Economics, forthcoming.
Deng, X., C. Liu, and S.E. Ong (2023), Shadow Bank, Risk-Taking, and Real Estate Financing: Evidence from the Online Loan Market, Journal of Real Estate Finance and Economics, forthcoming.
Mabille, P. (2023), The Missing Homebuyers: Regional Heterogeneity and Credit Contractions. The Review of Financial Studies 36, 2756-2796.
Hahn, A. M., K. A. Kholodilin, S. R. Waltl, and M. Fongoni (2023), Forward to the Past: Short-Term Effects of the Rent Freeze in Berlin. Management Science 10, 1287.
2022
Cuestas, J.C., M. Kukk, and N. Levenko (2022), Misalignments in house prices and economic growth in Europe: Applied Economics 55, 1-23.
Birz, G., E. Devos, S. Dutta, K. Nguyen, and D. Tsang (2022), Ex-ante performance of REIT portfolios: Review of Quantitative Finance and Accounting 59, 995-1018.
2021
Deng, X., P. G. Anglin, Y. Gao, and H. Sun (2021), How do the Political Leanings of CEOs Affect REITs’ Operational Decisions?: Journal of Real Estate Research 43(4), 419-446.
2020
Coskun, Y., U. Seven, H. M. Ertegul, and A. Alp (2020), Housing price dynamics and bubble risk: the case of Turkey, Housing Studies 35 (1), 50-86.
2019
Ray, S., D. Fougère, and R. Lecat (2019), Real Estate Prices and Corporate Investment: Theory and Evidence of Heterogeneous Effects across Firms, Journal of Money, Credit and Banking 51 (6), 1503-1546.
2018
Kroencke, T. A., F. Schindler, and B. I. Steininger (2018), The Anatomy of Public and Private Real Estate Return Premia, Journal of Real Estate Finance and Economics 56, 500-523.
Peng, L. (2018), Benchmarking Local Commercial Real Estate Returns: Statistics Meets Economics, Real Estate Economics, forthcoming.
Jia, S., W. Yourong, and G. Fan (2018), Home-Purchase Limits and Housing Prices: Evidence from China, Journal of Real Estate Finance and Economics 56 (3), 386-409.
Friedrich, C., K. Hess, and R. Cunningham (2018), Monetary Policy and Financial Stability: Cross-Country Evidence, Journal of Money, Credit and Banking 51 (2-3), 403-453.
Ernst, E. and F. Saliba (2018), Are House Prices Responsible for Unemployment Persistance?, Open Economies Review 29 (4), 795-833.
Akinsomi, O., R. Gupta, and C. Lau (2018), Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs, Journal of European Real Estate Research 11 (2), 169-186.
Duca, J. and D. Ling (2018), The Other (Commercial) Real Estate Boom and Bust: The Effects of Risk Premia and Regulatory Capital Arbitrage, Journal of Banking and Finance 112, 105317.
2017
Holtermans, R. and N. Kok (2017), On the Value of Environmental Certification in the Commercial Real Estate Market, Real Estate Economics 47 (3), 685-722.
van Dijk, D. W. and M. K. Francke (2017), Internet Search Behavior, Liquidity, and Prices in the Housing Market, Real Estate Economics 46 (2), 368-403.
Rubio, M. and J. A. Carrasco-Gallego (2017), Spain and the crisis: housing prices, credit, and macroprudential policies, Singapore Economic Review 62, 109-133.
Bond, S. A. and X. Chen (2017), The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing, Journal of Real Estate Finance and Economics 54, 403-428.
Milonas, K. (2017), The effects of foreclosure laws on securitization: Evidence from U.S. States, Journal of Financial Stability 33, 1-22.
Hernández-Murillo, R., M. T. Owyang, and M. Rubio (2017), Clustered housing cycles, Regional Science and Urban Economics 66, 185-197.
Zhu, B., M. Betzinger, and S. Sebastian (2017), Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area, Journal of Housing Economics 37, 1-21.
Peng, L. (2017), Benchmarking Local Commercial Real Estate Returns: Statistics Meets Economics, Real Estate Economics, forthcoming.
2016
Eraslan, S. (2016), Safe-haven demand for housing in London, Economic Modelling 58, 482-493.
Damen, S., F. Vastmans, and E. Buyst (2016), The Effect of Mortgage Interest Deduction and Mortgage Characteristics on House Prices, Journal of Housing Economics 34, 15-29.
Bond, S. and A. Devine (2016), Certification Matters: Is Green Talk Cheap Talk?, Journal of Real Estate Finance and Economics 52 (2), 117-140.
2015
Basten, C. and C. Koch (2015), The causal effect of house prices on mortgage demand and mortgage supply: Evidence from Switzerland, Journal of Housing Economics 30, 1-22.
Bond, S. A. and A. Devine (2015), Incentivizing Green Single-Family Construction: Identifying Effective Government Policies and Their Features, Journal of Real Estate Finance and Economics 52, 383-407.
Cox, R., D. Brounen, and P. Neuteboom (2015), Financial Literacy, Risk Aversion and Choice of Mortgage Type by Households, Journal of Real Estate Finance and Economics 50, 74-112.
Eichholtz, P. and E. Yönder (2015), CEO Overconfidence, REIT Investment Activity and Performance, Real Estate Economics 43, 139-162.
Hoesli, M., E. Oikarinen, and C. Serrano (2015), Do public real estate returns really lead private returns?, Journal of Portfolio Management 41, 105-117.
Milcheva, S. and B. Zhu (2015), Bank Integration and Co-movements across Housing Markets, Journal of Banking & Finance 72, 148-171.
Hott, C. (2015), A model of mortgage losses and its applications for macroprudential instruments, Journal of Financial Stability 16, 183–194.
2014
Akinsomi, O., S.E. Ong, M. F. Ibrahim, and G. Newell (2014), The idiosyncratic risks of a Shariah compliant REIT investor, Journal of Property Research 31 (3), 211-243.
Kishor, N. K. and S. Kumari (2014), Consumption-Wealth Ratio and Expected Housing Return, Journal of Real Estate Research 36 (1), 87-108.
Lerbs, O. (2014), House Prices, Housing Development Costs, and the Supply of New Single-family Housing in German Counties and Cities, Journal of Property Research 31 (3), 183-210.
Schindler, F. (2014), Persistence and Predictability in UK House Price Movements, Journal of Real Estate Finance and Economics 48 (1), 132-163.
Alcock, J., E. Steiner, and J. Tan (2014), Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status, Journal of Real Estate Finance and Economics 48 (1), 57–78.
Li, Q., Y. Chow, and S. Ong (2014), Do changes in credit ratings of REITs affect their capital structure decision?, Journal of Property Research 31 (3), 264–285.
Rubio, M. and J. Carrasco-Gallego (2014), Macroprudential and monetary policies: Implications for financial stability and welfare, Journal of Banking and Finance 49, 326–336.
2013
Arsenault, M., J. Clayton, and L. Peng (2013), Mortgage fund flows, capital appreciation, and real estate cycles, Journal of Real Estate Finance and Economics 47 (2), 243-265.
Chegut, A., P. Eichholtz, and P. Rodrigues (2013), The London Commercial Property Price Index, Journal of Real Estate Finance and Economics 47 (4), 588-616.
Downs, D. H. and Z. Nuray Güner (2013), Commercial Real Estate, Information Production and Market Activity, Journal of Real Estate Finance and Economics 46 (2), 282-298.
Ebner, A. (2013), A micro view on home equity withdrawal and its determinants: Evidence from Dutch households, Journal of Housing Economics 22 (4), 321-337.
Janíčko, M. (2013), Housing price changes, general equilibrium and welfare, International Journal of Economic Sciences 2 (3), 56-100.
Kauko, T. (2013), On Sustainable Property Development – The Case of Budapest, The Open Urban Studies Journal 6, 9-26.
Marekwica, M., A. Schaefer, and S. Sebastian (2013). Life cycle asset allocation in the presence of housing and tax-deferred investing, Journal of Economic Dynamics and Control 37 (6), 1110-1125.
Ong, S-E., J. Ooi., and W-C. Wong (2013), Sponsor backing in Asian REIT IPOs, Journal of Real Estate Finance and Economics, 46 (2), 299-320.
Schindler, F. (2013), Predictability and Persistence of the Price Movements of the S&P/Case-Shiller House Price Indices, Journal of Real Estate Finance and Economics 46 (1), 44-90.
Wong, W., S. Ong, and J. Ooi (2013), Sponsor Backing in Asian REIT IPOs, Journal of Real Estate Finance and Economics 46 (2), 299–320.
2012
Borgloh, S. and P. Westerheide (2012), The impact of mutual support based housing projects on the costs of care, Housing Studies 27, 620-642.
Hoesli, M. and E. Oikarinen (2012), Are REITs real estate? Evidence from international sector level data, Journal of International Money and Finance 31, 1823-1850.
Kröncke, T.-A. and Felix Schindler (2012), International Diversification with Securitized Real Estate and the Veiling Glare from Currency Risk, Journal of International Money and Finance 31 (7), 1851-1866.
Rehkugler, H. and F. Schindler (2012), Neue Regulierungen für die Finanzwirtschaft – Mögliche Auswirkungen von Solvency II und Basel III für die Attraktivität von Immobilienanlagen und die Immobilienfinanzierung, Betriebswirtschaftliche Forschung und Praxis (BFuP) 2/2012, 105-120.
Rehkugler, H., F. Schindler, and R. Zajonz (2012), The Net Asset Value and Stock Prices of European Real Estate Companies – Explaining Net Asset Value Spreads by an Empirical Model, Zeitschrift für Betriebswirtschaft (ZfB) 82, Special Issue 1-2012, 53-77.
Gregoir, S., M. Hutin, T. Maury, and G. Prandi (2012), Measuring Local Individual Housing Returns from a large Transaction Database, Annals of Economics and Statistics 107/108 (2), 93–131
2011
Duca, J. V., J. Muellbauer, and A. Murphy (2011), House prices and credit constraints: Making Sense of the U.S. Experience, Economic Journal 121 (552), 533-551.
Füss, R. and F. Schindler (2011), Diversifikationsvorteile verbriefter Immobilienanlagen in einem Mixed-Asset-Portfolio, Perspektiven der Wirtschaftspolitik 12 (2), 170-191.
Füss, R., N. Rottke, and J. Zietz (2011), What drives CEOs to take on more risk? Some evidence from the laboratory of REITs, Journal of Applied Corporate Finance 23 (1), 92-105.
Oikarinen, E., M. Hoesli, and C. Serrano (2011), The long-run dynamics between direct and securitized real estate, Journal of Real Estate Research 33, 73-103.
Rehring, C. and S. Sebastian (2011), Dynamics of commercial real estate asset markets, return volatility and the investment horizon, Journal of Property Research 28 (4), 291-315.
Schindler, F. (2011), Long-Term Benefits from Investing in International Securitized Real Estate, International Real Estate Review 14 (1), 27-60.
Schindler, F. (2011), Market Efficiency and Return Predictability in the Emerging Securitized Real Estate Markets, Journal of Real Estate Literature 19 (1), 111-150.
2010
Kröncke, T.-A. and F. Schindler (2010), Downside Risk Optimization in Securitized Real Estate Markets, Journal of Property Investment & Finance 28 (6), 434-453.
Michelsen, C. and D. Weiß (2010), What happened to the East German housing market? A historical perspective on the role of public funding, Post-Communist Economies 22 (3), 387-409.
Schindler, F. (2010), Spillover Effects between International Real Estate Stock Markets, Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research) 1/2010, 5-25.
Schindler, F., N. Rottke, and R. Füss (2010), Testing the Predictability and Efficiency of Securitized Real Estate Markets, Journal of Real Estate Portfolio Management 16 (2), 171-191.
Heydenreich, F. (2010), Economic Diversification: Evidence for the United Kingdom, Journal of Real Estate Portfolio Management 16 (1), 71-85.
2009
Fuchs, M. and A. Scharmanski (2009), Counteracting path dependencies: ‘rational’ investment decisions in the globalising commercial property market, Environment and Planning A 41 (11), 2724.
Schindler, F. (2009), Correlation Structure of Real Estate Markets over Time, Journal of Property Investment & Finance 27 (6), 579-592.
Schindler, F. (2009), Long-Term Benefits from Investing in Asia-Pacific Real Estate, Pacific Rim Property Research Journal 15 (3), 335-357.