Zobrazeno 1 - 10 of 116 pro vyhledávání: '"David Geltner"'
1
Forecasting US Commercial Property Price Indexes Using Dynamic Factor Models
Autor: Marc Francke, David Geltner, Alex Van de Minne
Publikováno v: Journal of Real Estate Research, 44(1), 29-55. American Real Estate Society
The general purpose of a dynamic factor model (DFM) is to summarize a large number of time series into a few common factors. Here we explore a number of DFM specifications applied to 80 granular, non-overlapping indexes of commercial property prices
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ce059a8803102878f8aa618a2805e632
https://doi.org/10.1080/08965803.2020.1840802
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2
The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate
Autor: David Geltner, Alex Van de Minne, Dorinth van Dijk
Publikováno v: SSRN
A common definition of liquidity in real estate investment is the ability to sell property assets quickly at full value, as reflected by transaction volume. The present paper makes methodological and conceptual contributions in the study and understa
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::921df8cd40a4d4137ecac06ff52131a2
https://doi.org/10.1007/s11146-020-09782-5
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3
Estimating Market Fundamentals from REIT data
Autor: David Geltner, Anil Kumar, Alex Van de Minne
Publikováno v: SSRN Electronic Journal.
In this paper we propose a new methodology for the estimation of fundamental property-level investment real estate time series performance and operating data using real estate investment trust (REIT) data. The methodology is particularly useful to de
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2c0feb50e54f79674b3882887b87f276
https://doi.org/10.2139/ssrn.3881407
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5
Using Revisions as a Measure of Price Index Quality in Repeat-Sales Models
Autor: Alex van de Minne, Robert White, David Geltner, Marc Francke
Publikováno v: Journal of Real Estate Finance and Economics, 60(4), 514-553. Springer Netherlands
Springer US
Repeat-sales indexes are the most widely used type of transaction based property price indexes. However, such indexes are particularly prone to revision. When a new period of transaction data becomes available and is used to update the repeat-sales m
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8e8952c5cd04bdf64d4f6921f2a3264
https://doi.org/10.1007/s11146-018-9692-x
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6
Do Different Price Points Exhibit Different Investment Risk and Return in Commercial Real Estate?
Autor: David Geltner, Alex van de Minne
Publikováno v: MIT web domain
Conventional real estate price indexes provide a single measure for the path of asset prices over time (controlling for the quality of the representative or average property). Properties could, however, have different price dynamics based on the pric
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::391d2d5accea6961281c25b78f3230b5
https://doi.org/10.3905/jpm.2017.43.6.105
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7
Recent Drops in Market Liquidity May Foreshadow Major Drops in US Commerical Real Estate Markets
Autor: David Geltner, Anne Kinsella Thompson, Dorinth van Dijk
Publikováno v: SSRN Electronic Journal.
The study quantifies liquidity impacts measured by the Demand-Supply Gap in terms of asset pricing implications for US private commercial real estate markets of the COVID-19 crisis. So far (using data up to April 2020), New York is hardest hit among
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c5dc986bc0cc57db178ae05c3b1385ca
https://doi.org/10.2139/ssrn.3604606
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8
The Housing Market Effects of Local Home Purchase Restrictions: Evidence from Beijing
Autor: Rui Wang, David Geltner, Weizeng Sun, Siqi Zheng
Publikováno v: Springer US
Home prices have surged in major Chinese cities, leading to concerns of asset price bubbles and housing affordability. The policy of home purchase restrictions (HPR) has been one of China’s harshest housing market interventions to squeeze out specu
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::01c7c3ab4942c9969aa0efb1dd1b3571
https://doi.org/10.1007/s11146-016-9586-8
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9
Characteristics of Depreciation in Commercial and Multifamily Property: An Investment Perspective
Autor: Sheharyar Bokhari, David Geltner
Publikováno v: Real Estate Economics. 46:745-782
This article reports empirical evidence on the nature and magnitude of real depreciation in commercial and multifamily investment properties in the United States. The article is based on a much larger and more comprehensive database than prior studie
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6f33dfa11f27dedcdff5a8eded5726ce
https://doi.org/10.1111/1540-6229.12156
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10
The 2014 Maastricht-NUS-MIT International Real Estate Finance & Economics Symposium: Editors' Introduction to the Special Issue
Autor: Seow Eng Ong, David Geltner, Piet Eichholtz
Publikováno v: Journal of Real Estate Finance and Economics, 52(4), 323-326. Springer
This is the Editors’ Introduction to the special issue of the Journal of Real Estate Finance and Economics. The issue includes six papers presented at the 2015 Maastricht-NUS-MIT (MNM) Symposium on International Real Estate Finance and Economics, h
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::26c21831eb68bb40681dc9e11a5fd08c
https://cris.maastrichtuniversity.nl/en/publications/39538ae9-a310-40bf-9a43-0e5bfc574de7
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