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Real Estate Publications

Milena Petrova

• ""Does Deregulation Induce Competition in the Market for Corporate Control? The Special Case of Banking"", Journal of Banking & Finance, forthcoming, (Chinmoy Ghosh)
• "Do REITs Use Cash Reserves Efficiently? Evidence from Corporate Acquisitions", Journal of International Money and Finance, 31(7), 1953-1970, 2012, (Ghosh, C. and Xiao, Y.)
• "Does IPO Pricing Reflect Public Information? New Insights from Equity Carve-Outs", Financial Management, 41(1), 1-33 (lead article), 2012, (Ghosh, C., Feng, Z. and Pattanapanchai, M.)
View all Milena Petrova's publications.
• "Why Do REITs Go Private? Differences in Target Characteristics, Acquirer Motivations, and Wealth Effects in Public and Private Acquisitions", Journal of Real Estate Finance and Economics, 43(1-2), 99-129, 2011, (with Ling D. C.)
• "Corporate Governance and Performance in the Market for Corporate Control: The Case of REITs", Journal of Real Estate Finance and Economics, 42(4), 451-480, 2011, (with Campbell, R.C., Ghosh, C., Sirmans, C.F. )
• "Avoiding Taxes at Any Cost: The Economics of Tax Deferred Real Estate Exchanges", Journal of Real Estate Finance and Economics, 36(4): 367-404, 2008, (with Ling, D.)
• "Managerial Characteristics and Hedge Fund Performance", Journal of Applied Finance, 16(2), 57-70, Fall/Winter 2006, (with Maxam, C.L., Nikbakht, E., and Spieler, A.C.)
• "Value Creation in REIT Property Sell-Offs", Real Estate Economics, 34(2), 173-342, Summer 2006, (Campbell, R.D., and Sirmans C.F.)
• "Wealth Effects of Diversification and Financial Deal Structuring: Evidence from REIT Property Portfolio Acquisitions", Real Estate Economics, 31(3), 347-366, Fall 2003, (Campbell, R.D., and Sirmans, C.F. )
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Yildiray Yildirim

• "Government Policies, Residential Mortgage Defaults, and the Boom and Bust Cycle of Housing Prices ", Real Estate Economics, forthcoming, (with Marius Ascheberg, Robert Jarrow, Holger Kraft)
• "Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance ", Real Estate Economics, forthcoming, (with Brad Case and Massimo Guidolin)
• "Dynamic Correlations Among Asset Classes: REIT and Stock Returns", Journal of Real Estate Finance and Economics, Vol. 44, No. 3, 2012, ( with Case, B., and Wang, Y. )
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• "The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence", The Journal of Financial and Quantitative Analysis, Vol. 46, No. 2, 553-584, 2011, (with Agarwal, S., Ambrose, B., and Huang, H.)
• "Price Discovery in Real Estate Markets: A Dynamic Analysis", The Journal of Real Estate Finance and Economics, Vol. 42, No. 1, 1-29, 2011, (with Yavas, A.)
• "Estimating Default Probabilities Implicit in CMBS", Journal of Real Estate Finance and Economics, Vol. 39, No. 2, 2009, (with Kau, J., and Keenan, D.)
• "Credit Risk and Term Structure of Lease Rates: A Reduced Form Model", The Journal of Real Estate Finance and Economics, Vol. 37, N0 3, pp. 281-29, 2008, (with Ambrose, B.)
• "Estimating Default Probabilities of CMBS with Clustering and Heavy Censoring", The Journal of Real Estate Finance and Economics, Vol. 37, No. 2, pp. 93-11, 2008
• "Commercial Mortgage Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information", Real Estate Economics, Vol. 36, No. 3, pp. 441-4, 2008, (with Christopoulos, A., Jarrow, R.)
• "Modeling Default Risk with Partial Information", Annals of Applied Probability, Vol.14, No. 3, 1167-1178 , 2004, (with Cetin, U., Jarrow, R., Protter, P.)
• "Pricing Treasury Inflation Protected Securities and Related Derivative Securities Using an HJM Model", Journal of Financial and Quantitative Analysis, Vol. 38, No. 2, 2003, (with Jarrow R. )
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