Cal State Fullerton, Simon Fraser University (SFU) - Finance Area, Penn State Smeal College of Business and University of Pennsylvania - Wharton School, Department of Real Estate

Information in Financial Contracts: Evidence from CMBS Pooling and Servicing Agreements

Number of pages: 47 Posted: 26 Feb 2021

Brent W. Ambrose, Yiqiang Han, Sanket Korgaonkar and Lily Shen

Pennsylvania State University, Clemson University, University of Virginia and Department of Finance, Clemson University

Amazon Is Coming to Town: Private Information and Housing Market Efficiency

Number of pages: 41 Posted: 04 Feb 2021 Last Revised: 22 Feb 2021

Yifan Chen, Sean Wilkoff and Jiro Yoshida

Pennsylvania State University, University of Nevada, Reno and Pennsylvania State University - Smeal College of Business

2020 Research

Do Real Estate Values Boost Corporate Borrowing? Evidence from Contract-Level Data

Posted: 28 Dec 2020

Murillo Campello, Robert A. Connolly, Gaurav Kankanhalli and Eva Steiner

Cornell University - Samuel Curtis Johnson Graduate School of Management, Miami Herbert Business School - Department of Finance, University of Pittsburgh - Katz Graduate School of Business and Penn State Smeal College of Business

Eviction Risk of Rental Housing: Does it Matter How Your Landlord Finances the Property?

Number of pages: 53 Posted: 19 Dec 2020

Brent W. Ambrose, Xudong An and Luis A. Lopez

Pennsylvania State University, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and University of Illinois at Chicago

Do Private Equity Investors Create Value? Evidence from the Hotel Industry

HEC Paris Research Paper No. FIN-2020-1410

Number of pages: 51 Posted: 16 Dec 2020 Last Revised: 22 Dec 2020

Christophe Spaenjers and Eva Steiner

HEC Paris - Finance Department and Penn State Smeal College of Business

How Different Is Real Estate? A Story of Factors

Number of pages: 52 Posted: 14 Oct 2020

Liang Peng

Smeal College of Business, The Pennsylvania State University

Divergence of House Prices in the United States: 2000 to 2015

Number of pages: 44 Posted: 01 Oct 2020

Liang Peng and Lei Zhang

Smeal College of Business, The Pennsylvania State University and North Dakota State University

Did the Paycheck Protection Program Help Small Businesses? Evidence from Commercial Mortgage-backed Securities

Number of pages: 42 Posted: 16 Aug 2020 Last Revised: 27 May 2021

Sumit Agarwal, Brent W. Ambrose, Luis A. Lopez and Xue Xiao

National University of Singapore, Pennsylvania State University, University of Illinois at Chicago and Pennsylvania State University

Quantitative Easing and Financial Risk Taking: Evidence from Agency Mortgage Reits

FRB of Dallas Working Paper No. 2020

Number of pages: 41 Posted: 08 Jul 2020

W. Scott Frame and Eva Steiner

Federal Reserve Bank of Dallas and Penn State Smeal College of Business

Online Appendix -- Does Borrower and Broker Race Affect the Cost of Mortgage Credit?

Review of Financial Studies (Forthcoming)

Number of pages: 47 Posted: 01 Jul 2020

Brent W. Ambrose, James Conklin and Luis A. Lopez

Pennsylvania State University, University of Georgia and University of Illinois at Chicago

Past Experiences and Investment Decisions: Evidence from Real Estate Markets

Number of pages: 35 Posted: 04 Jun 2020

Brent W. Ambrose and Lily Shen

Pennsylvania State University and Department of Finance, Clemson University

Financial Flexibility and Manager–Shareholder Conflict: Evidence from Reits

Real Estate Economics, Vol. 48, Issue 1, pp. 200-239, 2020

Number of pages: 40 Posted: 04 Jun 2020

Timothy J. Riddiough and Eva Steiner

University of Wisconsin - School of Business - Department of Real Estate and Urban Land Economics and Penn State Smeal College of Business

Estimating Housing Rent Depreciation for Inflation Adjustments

Number of pages: 64 Posted: 27 May 2020 Last Revised: 12 May 2021

Luis A. Lopez and Jiro Yoshida

University of Illinois at Chicago and Pennsylvania State University - Smeal College of Business

The Bank of Japan’s ETF Purchase during COVID-19

Number of pages: 35 Posted: 08 May 2020 Last Revised: 01 Jun 2021

Takahiro Hattori and Jiro Yoshida

University of Tokyo - Graduate School of Public Policy and Pennsylvania State University - Smeal College of Business

The Bank of Japan as a Real Estate Tycoon: Large-Scale REIT Purchases

Handbook of Real Estate and Macroeconomics, Forthcoming

Number of pages: 32 Posted: 03 Apr 2020

Takahiro Hattori and Jiro Yoshida

University of Tokyo - Graduate School of Public Policy and Pennsylvania State University - Smeal College of Business