Zobrazeno 1 - 10
of 124
pro vyhledávání: '"Brent W. Ambrose"'
Publikováno v:
Journal of Financial and Quantitative Analysis. :1-59
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6108b85d835f5df5f881d349be314522
https://doi.org/10.1017/s0022109023000509
https://doi.org/10.1017/s0022109023000509
Publikováno v:
Journal of Money, Credit and Banking. 55:975-992
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::031c38eb95b1879ca902646443e53c06
https://doi.org/10.1111/jmcb.12971
https://doi.org/10.1111/jmcb.12971
Publikováno v:
Real Estate Economics. 50:1167-1200
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8996d9de82cf5fd375b98fc7d858f169
https://doi.org/10.1111/1540-6229.12374
https://doi.org/10.1111/1540-6229.12374
Autor:
Brent W. Ambrose, Lily Shen
Publikováno v:
The Journal of Real Estate Finance and Economics. 66:300-326
This paper investigates how market participants form risk perspectives through a sequence of information shocks. Guided by a theoretical Bayesian learning model, we exploit a natural experiment afforded by the fracking boom in Pennsylvania in the lat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dcde3a9a1913debe13a45927ad0d4665
https://doi.org/10.1007/s11146-021-09844-2
https://doi.org/10.1007/s11146-021-09844-2
Publikováno v:
The Review of Financial Studies. 34:790-826
We test for pricing disparities in mortgage contracts using a novel data set that allows us to observe the race and ethnicity of both parties to the loan. We find that minorities pay between 3% and 5% more in fees than similarly qualified whites when
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::37e933337fcf465725a68d9571cd2f8b
https://doi.org/10.1093/rfs/hhaa087
https://doi.org/10.1093/rfs/hhaa087
Autor:
Brent W. Ambrose, Maxence Valentin
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::30769b43074335f7c994caa7f86bde61
https://doi.org/10.2139/ssrn.4005617
https://doi.org/10.2139/ssrn.4005617
Publikováno v:
The Journal of Real Estate Finance and Economics.
We study the impact of the risk retention rule - requiring 5% of underlying credit risk for commercial mortgage backed securities - on commercial real estate markets. Since the primary objective of this rule is for the deal sponsors to have skin in t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f30a9f26c79b407c43a0fe767b07c23
https://doi.org/10.1007/s11146-021-09837-1
https://doi.org/10.1007/s11146-021-09837-1
Publikováno v:
Working paper (Federal Reserve Bank of Philadelphia).
We show using a stylized model, how the financing choice of landlords can impact eviction decisions in rental markets. Since multifamily loans rely on timely cash flows from tenants, strict underwriting factors can increase the chances that landlords
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e8c582ee2e30dc50f159ece53c973bb
https://doi.org/10.21799/frbp.wp.2021.05
https://doi.org/10.21799/frbp.wp.2021.05
Publikováno v:
SSRN Electronic Journal.
We investigate the value-growth premium puzzle by merging insights from urban economics and finance that relate firm location to its stock performance. The value-growth premium in locations with high historical house price appreciation is 3.6% larger
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::51d347fa743237f65e7d63938ecbf37a
https://doi.org/10.2139/ssrn.3861819
https://doi.org/10.2139/ssrn.3861819
Publikováno v:
SSRN Electronic Journal.
The federal government has long promoted homeownership through various provisions in the U.S. income tax code. The Tax Cuts and Jobs Act of 2017 (TCJA) renewed interest and debate about the treatment of housing via the tax code, particularly with res
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::edf1a7435a8a73aaa3afef27940f292a
https://doi.org/10.2139/ssrn.3827336
https://doi.org/10.2139/ssrn.3827336