142(top 1%)
papers
3.2K(top 1%)
citations
32(top 1%)
h-index
50(top 1%)
g-index
172
all documents
4.0K
doc citations
887
citing journals

Top Articles

#TitleJournalYearCitations
1Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the SpotJournal of Financial and Quantitative Analysis1998198
2Adverse selection in mortgage securitizationJournal of Financial Economics2012197
3Firm-level productivity studies: Illusions and a solutionInternational Journal of Industrial Organization2009151
4Explicit tests of contingent claims models of mortgage defaultJournal of Real Estate Finance and Economics1995121
5Turnover as a Measure of Demand for Existing HomesReal Estate Economics1996121
6Mortgage default and low downpayment loans: The costs of public subsidyRegional Science and Urban Economics1996117
7Discrimination, Competition, and Loan Performance in FHA Mortgage LendingReview of Economics and Statistics1998109
8Pricing Default Risk in MortgagesReal Estate Economics1985104
9Estimating House Price Growth with Repeat Sales Data: What's the Aim of the Game?199798
10New Evidence on Home Prices from Freddie Mac Repeat SalesReal Estate Economics199189
11Correlation in price changes and volatility of major Latin American stock marketsJournal of Multinational Financial Management199983
12Rental Housing Markets, the Incidence and Duration of Vacancy, and the Natural Vacancy RateJournal of Urban Economics200176
13Index futures and options and stock market volatilityJournal of Futures Markets199775
14Some Tests for Variance Components Using GeneralizedpValuesTechnometrics199472
15Simulation Allocation for Determining the Best Design in the Presence of Correlated SamplingINFORMS Journal on Computing200772
16Rental Housing Markets and the Natural Vacancy RateReal Estate Economics198871
17On the Economics of Subprime LendingJournal of Real Estate Finance and Economics200571
18Who Has a Bank Account? Exploring Changes Over Time, 1989?2001Journal of Family and Economic Issues200566
19Loan Loss Severity and Optimal Mortgage DefaultReal Estate Economics199365
20Working hard for the money? Efficiency wages and worker effortJournal of Economic Psychology200064
21Investment in internet banking as a real option: theory and testsJournal of Multinational Financial Management200259
22Efficiency in the Mortgage Market: The Borrower's PerspectiveReal Estate Economics199057
23Jump Processes in Commodity Futures Prices and Options PricingAmerican Journal of Agricultural Economics199957
24Analysis 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 modelingPatient Preference and Adherence201356
25Have the Doors Opened Wider? Trends in Homeownership Rates by Race and IncomeJournal of Real Estate Finance and Economics200154
26Defaults on mortgage obligations and capital requirements for U.S. savings institutionsJournal of Public Economics199150
27Consumer credit literacy: What price perception?Journal of Economics and Business200847
28Integration of mortgage and capital markets and the accumulation of residential capitalRegional Science and Urban Economics198946
29Preliminary Evaluation of the HECM Reverse Mortgage ProgramReal Estate Economics199444
30Homogeneous Groupings of Metropolitan Housing Markets199443
31Testing the significance of income distribution changes over the 1980s business cycle: a cross-national comparison199942
32Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?Management Science199741
33Can analysts pick stocks for the long-run?Journal of Financial Economics201641
34The False Messiah of Tax Policy: What Elimination of the Home Mortgage Interest Deduction Promises and a Careful Look at What It DeliversJournal of Housing Research199838
35Income, Location and Default: Some Implications for Community LendingReal Estate Economics200038
36Duration of Residence in the Rental Housing MarketJournal of Real Estate Finance and Economics200336
37On the determinants of yield spreads between mortgage pass-through and Treasury securitiesJournal of Real Estate Finance and Economics198934
38Estimating Safety Benefits of Shoulder Rumble Strips on Two-Lane Rural Highways in MinnesotaTransportation Research Record200732
39Debt Spreads Between GSEs and Other CorporationsJournal of Real Estate Finance and Economics200231
40The Performance of Low-Income and Minority MortgagesReal Estate Economics200731
41Locked in the House: Do Underwater Mortgages Reduce Labor Market Mobility?SSRN Electronic Journal031
42SPATIAL COMPETITION WITH CONSISTENT CONJECTURES*Journal of Regional Science198929
43Do mortgage rates vary by neighborhood? Implications for loan pricing and redlining200226
44Affiliation and Entry in First-Price Auctions with Heterogeneous Bidders: An Analysis of Merger EffectsAmerican Economic Journal: Microeconomics201526
45Debt Covenants and Corporate GovernanceAnnual Review of Financial Economics201924
46Last in line: Housing assistance for households with childrenHousing Policy Debate199323
47Mortgage Banking Cost Structure: Resolving an EnigmaJournal of Economics and Business199823
48Linkages Between Secondary and Primary Markets for MortgagesJournal of Fixed Income200123
49Are Section 8 housing subsidies too high?200223
50Branching restrictions and banking costsJournal of Banking and Finance199022