Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 18 of 18 for “"Repeat sales"”.
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A repeat sales index for office buildings in New York City, 1900-2000
… a wide range of primary and secondary sources, a repeat sales index of large (250,000+ square foot) commercial building sales in the Midtown and Downtown sub-markets of New York City is created to illustrate how these properties have performed as an inflation-adjusted investment from 1900 through …
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Examining price appreciation in foreclosed properties
This thesis examines foreclosure sales of single-family homes in eight communities in the Boston Metro area and the price appreciation from purchase of a foreclosed property through to a subsequent fair market, arms-length sale. The post foreclosure sale price appreciation of the foreclosed …
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A price prediction method In real estate market
… price prediction usually employs hedonic or repeat-sales models. The objective is to build a statistical model which is more focused on statistic methods. Neither ordinary nor regularized regression model haven been applied to the field of real estate, even though they are rather well-known …
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Empirical Essays on the Economics of Education.
… school admission policy reform and employs repeat sales data to examine the relationship between house prices and school quality. I use the reform to generate exogenous variation in school quality, and repeat sales data to eliminate time-invariant unobservable influences on house prices. …
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On the waterfront : a 25 year study of the relative risk & return of Florida single-family waterfront and inland homes (1977-2002)
… coastal Florida counties, this thesis uses a repeat-sales regression technique to estimate annual home price changes and to construct home price indices for the period 1977-2002. The resulting price indices show a higher average annual appreciation rate for waterfront homes relative to inland …
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Land of opportunity : early indicators of the opportunity zone program's impact on real estate transaction prices
… designated low-income census tracts. I specify a repeat sales price index using a Bayesian random walk model in order to compare the transaction prices of properties located in designated and eligible OZ census tracts and determine the premium associated with OZ designation. I find a significant …
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A review of the housing market in Beirut between 2005 and 2019
… data to address this using the hedonic and repeat sales models. Finally, the different factors that have affected the real estate market are explored, including slow wage growth that has prevented homeowners from keeping up with housing prices, massive public debt that has paralyzed …
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The Effect of Mountain Pine Beetle Induced Tree Mortality on Home Values in the Colorado Front Range
… of Larimer and Boulder Colorado. We employ a repeat sales model that allows for region specific price indices, and non-linear age-related depreciation in home values. We use the time-invariant existence of pine forest near a home to overcome shortcomings in the measurement of MPB damage. We …
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Volatility-- a statistical comparison between the secondary and primary home markets : the lower Cape's volatility and average return compared to three Boston area primary markets
… for Lower Cape Cod was estimated by applying the repeat sales regression technique to sales transaction data from the Warren Group. The Case, Shiller, Weiss zip code price indexes for the Boston area were used for the comparison primary markets. The results from the study suggest that the …
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The Boston Seaport : an economic analysis of large scale urban redevelopment on adjacent residential real estate values
This paper develops a Repeat-Sales Price Index on an unbalanced panel of residential real estate properties. Facilitated by price index creation, this study analyzes the change in housing price levels in South Boston, Massachusetts over the period of time of a major adjacent redevelopment, The …
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The dynamics of market, credit and liquidity risk in the US corporate bond market
… a corporate bond market index based on the repeat-sales technique. The index adequately captures aggregate market dynamics and contributes to the explanation of the cross-section of individual corporate bond returns.
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Price segment indexing in southern office markets
… dynamics is typically done with a standard OLS repeat-sales regression and we will do the same here for a controlled baseline analysis. However, in order to comprehend the price dynamics of specific price segments within a market this thesis will use a quantile regression model to parse the …
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How Small Apartment Assets Outperform their Larger Counterparts: An Analysis of Investment Risk and Returns, Price Dynamics, and Leverage Points by Property Size
… affinity for certain sized properties, (2) uses repeat‐sales regression analysis to develop commercial property price indices to capture price dynamics and investment risk / returns profiles, (3) analyzes property‐level holding period returns (i.e., the IRRs) for nearly 23,000 round‐trip …
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Tracking property performance in Japan through REIT-based pure-play property return indices
… the unlevered pure-play indices with the repeat sales based private property return indices, this thesis found that the price discovery process occurs in the public market (J-REIT market) in Japan, that is, major market turning points appeared first in the stock market based valuations, …
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Dueling markets : capitalizing on the non-institutional and institutional asset arbitrage
… firms invested in or executing this model. A repeat sales index was also created using data provided by Real Capital Analytics which comprised over 68,000 transactions of assets valued above $2.5 million which transacted between 2000 and 2014 across the United States. The interviews, …
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Prospect Theory in the Housing Market
… and a large set of fixed effects based on the repeat sales data in the Greater London region, UK. II The third study aims to quantify the inattention and loss aversion level. The third study, based on the widely-accepted inattention framework, provides an estimate of inattention levels (0.118) …
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Essays in real estate finance
… by application to empirical commercial property repeat-sales data.
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The impact of flooding on the value of residential property in the UK
Flooding of residential property is a real and growing phenomenon in the UK causing short and long-term detriment of various kinds to its victims. The issue of potential decrease in value of those properties which are located on the floodplain, though much discussed in the media, has received scant …