Faculty Research
Recent Publications
Milena Petrova "Differences in Acquirer Motivations, Announcement Effects, Target Characteristics, and Financing in Private versus Public Acquisitions: The Case of REITs" Journal of Real Estate Finance and Economics, forthcoming, 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, forthcoming, 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.
Sandra Phillips "A House is Not a Home: Effect of Eminent Domain Abuse on the Poor, African Americans, and the Elderly" Housing and Society, 36(1), 2009, with Sillah, M.R.
"Reducing Home Mortgage Foreclosures in a Predatory Lending Environment: A Case Study of a Mid-Sized City in Central New York" Fordham Urban Law Journal, Vol. XXVI, No. 3, April 2009
"African Americans and Mortgage Lending Discrimination" Western Journal of Black Studies (WJBS), 27(2), Summer 2003
"Bank Financing and Discrimination in the Consumer Mortgage Market: An Application of HMDA Data" Pakistan Journal of Applied Sciences (PJAS), 3(1), 4-8, January 2003, & Scannell, N. J.
Yildiray Yildirim "The Cost of Operational Risk Loss Insurance" Review of Derivatives Research, 2010, with Jarrow, R., and Oxman, J.
"Dynamic Correlations Among Asset Classes: REIT and Stock Returns" Journal of Real Estate Finance and Economics, forthcoming, with Case, B., and Wang, Y.
"The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence" The Journal of Financial and Quantitative Analysis, forthcoming, 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, forthcoming, with Yavas, A.
"Leverage, Options Liabilities, and Corporate Bond Pricing" The Review of Derivatives Research, Vol. 11, Issue 3, 254-276, 2009, with Huang, H.
"Estimating Default Probabilities Implicit in CMBS" Journal of Real Estate Finance and Economics, Vol. 39, No. 2, 2009, with Kau, J., and Keenan, D.
"The Dynamics of Operational Loss Clustering" Journal of Banking and Finance, Vol. 32/12, 2,655-2,666, 2008, Chernobai, A. & Yildiray, Y.
"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.
"Valuing TIPS Bond Futures in Jarrow-Yildirim Model" Risk, 21(6), 2008, Huang, H.
"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.
"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
"Modeling Default Risk: A New Structural Approach" Finance Research Letters, 3, 165-172, 2006
"Modeling Default Risk with Partial Information" Annals of Applied Probability, Vol.14, No. 3, 1167-1178 , 2004, & Cetin, U., Jarrow, R., & Protter, P.
"How Valuable is Credit Card Lending" Journal of Derivatives, Vol. 11, Number 2, 39 – 5, 2003, with Arkadev, C., Neal, R. & Jarrow, R
"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.
"Valuing Default Swaps Under Market and Credit Risk Correlation" Journal of Fixed Income, 11 (4), 2002, with Jarrow, R.
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