# | Title | Journal | Year | Citations |
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1 | Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot | Journal of Financial and Quantitative Analysis | 1998 | 198 |
2 | Adverse selection in mortgage securitization | Journal of Financial Economics | 2012 | 197 |
3 | Firm-level productivity studies: Illusions and a solution | International Journal of Industrial Organization | 2009 | 151 |
4 | Explicit tests of contingent claims models of mortgage default | Journal of Real Estate Finance and Economics | 1995 | 121 |
5 | Turnover as a Measure of Demand for Existing Homes | Real Estate Economics | 1996 | 121 |
6 | Mortgage default and low downpayment loans: The costs of public subsidy | Regional Science and Urban Economics | 1996 | 117 |
7 | Discrimination, Competition, and Loan Performance in FHA Mortgage Lending | Review of Economics and Statistics | 1998 | 109 |
8 | Pricing Default Risk in Mortgages | Real Estate Economics | 1985 | 104 |
9 | Estimating House Price Growth with Repeat Sales Data: What's the Aim of the Game? | | 1997 | 98 |
10 | New Evidence on Home Prices from Freddie Mac Repeat Sales | Real Estate Economics | 1991 | 89 |
11 | Correlation in price changes and volatility of major Latin American stock markets | Journal of Multinational Financial Management | 1999 | 83 |
12 | Rental Housing Markets, the Incidence and Duration of Vacancy, and the Natural Vacancy Rate | Journal of Urban Economics | 2001 | 76 |
13 | Index futures and options and stock market volatility | Journal of Futures Markets | 1997 | 75 |
14 | Some Tests for Variance Components Using GeneralizedpValues | Technometrics | 1994 | 72 |
15 | Simulation Allocation for Determining the Best Design in the Presence of Correlated Sampling | INFORMS Journal on Computing | 2007 | 72 |
16 | Rental Housing Markets and the Natural Vacancy Rate | Real Estate Economics | 1988 | 71 |
17 | On the Economics of Subprime Lending | Journal of Real Estate Finance and Economics | 2005 | 71 |
18 | Who Has a Bank Account? Exploring Changes Over Time, 1989?2001 | Journal of Family and Economic Issues | 2005 | 66 |
19 | Loan Loss Severity and Optimal Mortgage Default | Real Estate Economics | 1993 | 65 |
20 | Working hard for the money? Efficiency wages and worker effort | Journal of Economic Psychology | 2000 | 64 |
21 | Investment in internet banking as a real option: theory and tests | Journal of Multinational Financial Management | 2002 | 59 |
22 | Efficiency in the Mortgage Market: The Borrower's Perspective | Real Estate Economics | 1990 | 57 |
23 | Jump Processes in Commodity Futures Prices and Options Pricing | American Journal of Agricultural Economics | 1999 | 57 |
24 | Analysis of the relationship between psoriasis symptom severity and quality of life, work productivity, and activity impairment among patients with moderate-to-severe psoriasis using structural equation modeling | Patient Preference and Adherence | 2013 | 56 |
25 | Have the Doors Opened Wider? Trends in Homeownership Rates by Race and Income | Journal of Real Estate Finance and Economics | 2001 | 54 |
26 | Defaults on mortgage obligations and capital requirements for U.S. savings institutions | Journal of Public Economics | 1991 | 50 |
27 | Consumer credit literacy: What price perception? | Journal of Economics and Business | 2008 | 47 |
28 | Integration of mortgage and capital markets and the accumulation of residential capital | Regional Science and Urban Economics | 1989 | 46 |
29 | Preliminary Evaluation of the HECM Reverse Mortgage Program | Real Estate Economics | 1994 | 44 |
30 | Homogeneous Groupings of Metropolitan Housing Markets | | 1994 | 43 |
31 | Testing the significance of income distribution changes over the 1980s business cycle: a cross-national comparison | | 1999 | 42 |
32 | Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves? | Management Science | 1997 | 41 |
33 | Can analysts pick stocks for the long-run? | Journal of Financial Economics | 2016 | 41 |
34 | The False Messiah of Tax Policy: What Elimination of the Home Mortgage Interest Deduction Promises and a Careful Look at What It Delivers | Journal of Housing Research | 1998 | 38 |
35 | Income, Location and Default: Some Implications for Community Lending | Real Estate Economics | 2000 | 38 |
36 | Duration of Residence in the Rental Housing Market | Journal of Real Estate Finance and Economics | 2003 | 36 |
37 | On the determinants of yield spreads between mortgage pass-through and Treasury securities | Journal of Real Estate Finance and Economics | 1989 | 34 |
38 | Estimating Safety Benefits of Shoulder Rumble Strips on Two-Lane Rural Highways in Minnesota | Transportation Research Record | 2007 | 32 |
39 | Debt Spreads Between GSEs and Other Corporations | Journal of Real Estate Finance and Economics | 2002 | 31 |
40 | The Performance of Low-Income and Minority Mortgages | Real Estate Economics | 2007 | 31 |
41 | Locked in the House: Do Underwater Mortgages Reduce Labor Market Mobility? | SSRN Electronic Journal | 0 | 31 |
42 | SPATIAL COMPETITION WITH CONSISTENT CONJECTURES* | Journal of Regional Science | 1989 | 29 |
43 | Do mortgage rates vary by neighborhood? Implications for loan pricing and redlining | | 2002 | 26 |
44 | Affiliation and Entry in First-Price Auctions with Heterogeneous Bidders: An Analysis of Merger Effects | American Economic Journal: Microeconomics | 2015 | 26 |
45 | Debt Covenants and Corporate Governance | Annual Review of Financial Economics | 2019 | 24 |
46 | Last in line: Housing assistance for households with children | Housing Policy Debate | 1993 | 23 |
47 | Mortgage Banking Cost Structure: Resolving an Enigma | Journal of Economics and Business | 1998 | 23 |
48 | Linkages Between Secondary and Primary Markets for Mortgages | Journal of Fixed Income | 2001 | 23 |
49 | Are Section 8 housing subsidies too high? | | 2002 | 23 |
50 | Branching restrictions and banking costs | Journal of Banking and Finance | 1990 | 22 |