Brent W. Ambrose

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Affiliations

• Pennsylvania State University / Smeal College of Business Administration
  • EDIRC entry
  • location:

Research profile

author of:

• Valuing Upward-Only Adjusting Leases (RePEc:arz:wpaper:eres1998_111)
  by Brent Ambrose
• Secured Debt and Corporate Performance: Evidence from REITs (RePEc:arz:wpaper:eres2009_267)
  by Brent W. Ambrose & Joseph Ooi
• The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties (RePEc:arz:wpaper:eres2015_299)
  by Brent Ambrose & Michael Shafer & Yildiray Yildirim
• Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market (RePEc:bla:jfinan:v:71:y:2016:i:6:p:2637-2686)
  by Brent W. Ambrose & James Conklin & Jiro Yoshida
• The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency (RePEc:bla:reesec:v:20:y:1992:i:1:p:25-54)
  by Brent W. Ambrose & Esther Ancel & Mark D. Griffiths
• Credit Restrictions and the Market for Commercial Real Estate Loans (RePEc:bla:reesec:v:24:y:1996:i:1:p:1-22)
  by Brent W. Ambrose & John Benjamin & Peter Chinloy
• Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions (RePEc:bla:reesec:v:26:y:1998:i:3:p:391-429)
  by Brent W. Ambrose & Charles A. Capone
• Prepayment Risk in Adjustable Rate Mortgages Subject to Initial Year Discounts: Some New Evidence (RePEc:bla:reesec:v:29:y:2001:i:2:p:305-327)
  by Brent W. Ambrose & Michael LaCour‐Little
• The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis (RePEc:bla:reesec:v:32:y:2004:i:4:p:541-569)
  by Brent W. Ambrose & Michael LaCour‐Little & Anthony B. Sanders
• Credit Availability and the Structure of the Homebuilding Industry (RePEc:bla:reesec:v:36:y:2008:i:4:p:659-692)
  by Brent W. Ambrose & Joe Peek
• REIT Capital Budgeting and Equity Marginal q (RePEc:bla:reesec:v:37:y:2009:i:3:p:483-514)
  by Brent W. Ambrose & Dong Wook Lee
• Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default? (RePEc:bla:reesec:v:40:y:2012:i:1:p:1-22)
  by Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Anthony B. Sanders
• The Adjustable Balance Mortgage: Reducing the Value of the Put (RePEc:bla:reesec:v:40:y:2012:i:3:p:536-565)
  by Brent W. Ambrose & Richard J. Buttimer Jr.
• Mortgage Brokers, Origination Fees, Price Transparency and Competition (RePEc:bla:reesec:v:42:y:2014:i:2:p:363-421)
  by Brent W. Ambrose & James N. Conklin
• Introduction to the Special Issue (RePEc:bla:reesec:v:43:y:2015:i:1:p:1-7)
  by Brent W. Ambrose & Brad Case & Seow Eng Ong
• The Subprime Virus (RePEc:bla:reesec:v:43:y:2015:i:4:p:891-915)
  by Sumit Agarwal & Brent W. Ambrose & Yildiray Yildirim
• Servicers and Mortgage-Backed Securities Default: Theory and Evidence (RePEc:bla:reesec:v:44:y:2016:i:2:p:462-489)
  by Brent W. Ambrose & Anthony B. Sanders & Abdullah Yavas
• Product Market Competition and Corporate Real Estate Investment under Demand Uncertainty (RePEc:bla:reesec:v:45:y:2017:i:3:p:521-590)
  by Brent W. Ambrose & Moussa Diop & Jiro Yoshida
• Lender Steering in Residential Mortgage Markets (RePEc:bla:reesec:v:48:y:2020:i:2:p:446-475)
  by Sumit Agarwal & Brent W. Ambrose & Vincent W. Yao
• Information Asymmetry, Regulations and Equilibrium Outcomes: Theory and Evidence from the Housing Rental Market (RePEc:bla:reesec:v:49:y:2021:i:s1:p:74-110)
  by Brent W. Ambrose & Moussa Diop
• Homeownership and taxes: How the TCJA altered the tax code's treatment of housing (RePEc:bla:reesec:v:50:y:2022:i:5:p:1167-1200)
  by Brent W. Ambrose & Patric H. Hendershott & David C. Ling & Gary A. McGill
• The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood (RePEc:cup:jfinqa:v:27:y:1992:i:04:p:575-589_00)
  by Ambrose, Brent W. & Megginson, William L.
• The Term Structure of Lease Rates with Endogenous Default Triggers and Tenant Capital Structure: Theory and Evidence (RePEc:cup:jfinqa:v:46:y:2011:i:02:p:553-584_00)
  by Agarwal, Sumit & Ambrose, Brent W. & Huang, Hongming & Yildirim, Yildiray
• Size effects and economies of scale in European real estate companies (RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317304349)
  by Ambrose, Brent W. & Fuerst, Franz & Mansley, Nick & Wang, Zilong
• An empirical analysis of home equity loan and line performance (RePEc:eee:jfinin:v:15:y:2006:i:4:p:444-469)
  by Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin
• Can regulation de-bias appraisers? (RePEc:eee:jfinin:v:44:y:2020:i:c:s104295731930035x)
  by Agarwal, Sumit & Ambrose, Brent W. & Yao, Vincent W.
• Joint liability lending and credit risk: Evidence from the home equity market (RePEc:eee:jhouse:v:32:y:2016:i:c:p:47-66)
  by Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin
• Risks and Incentives in Underserved Mortgage Markets (RePEc:eee:jhouse:v:7:y:1998:i:3:p:274-285)
  by Ambrose, Brent W. & Goetzmann, William N.
• Reassessing Taylor rules using improved housing rent data (RePEc:eee:jmacro:v:56:y:2018:i:c:p:243-257)
  by Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro
• Minimum wage increases and eviction risk (RePEc:eee:juecon:v:129:y:2022:i:c:s0094119021001030)
  by Agarwal, Sumit & Ambrose, Brent W. & Diop, Moussa
• Credit Rationing in the U.S. Mortgage Market: Evidence from Variation in FHA Market Shares (RePEc:eee:juecon:v:51:y:2002:i:2:p:272-294)
  by Ambrose, Brent W. & Pennington-Cross, Anthony & Yezer, Anthony M.
• Spillover effects of subprime mortgage originations: The effects of single-family mortgage credit expansion on the multifamily rental market (RePEc:eee:juecon:v:81:y:2014:i:c:p:114-135)
  by Ambrose, Brent W. & Diop, Moussa
• Local economic risk factors and the primary and secondary mortgage markets (RePEc:eee:regeco:v:30:y:2000:i:6:p:683-701)
  by Ambrose, Brent W. & Pennington-Cross, Anthony
• Have the GSE affordable housing goals increased the supply of mortgage credit? (RePEc:eee:regeco:v:34:y:2004:i:3:p:263-273)
  by Ambrose, Brent W. & Thibodeau, Thomas G.
• GSE impact on rural mortgage markets (RePEc:eee:regeco:v:35:y:2005:i:4:p:417-443)
  by Ambrose, Brent W. & Buttimer, Richard Jr.
• The effect of advertising on home equity credit choices (RePEc:elg:eechap:14176_5)
  by Sumit Agarwal & Brent W. Ambrose
• GSE debt and the decline in the Treasury debt market (RePEc:fip:fedcpr:y:2002:p:812-847)
  by Brent W. Ambrose & Tao-Hsien Dolly King
• Determinants of automobile loan default and prepayment (RePEc:fip:fedhep:y:2008:i:qiii:p:17-28:n:v.32no.3)
  by Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet
• Does it pay to read your junk mail? evidence of the effect of advertising on home equity credit choices (RePEc:fip:fedhwp:wp-08-09)
  by Sumit Agarwal & Brent W. Ambrose
• Pricing government credit: a new method for determining government credit risk exposure (RePEc:fip:fednep:00054)
  by Brent W. Ambrose & Zhongyi Yuan
• The impact of student loan debt on small business formation (RePEc:fip:fedpwp:15-26)
  by Brent W. Ambrose & Lawrence R. Cordell & Shuwei Ma
• Do Minimum Wage Increases Benefit Intended Households? Evidence from the Performance of Residential Leases (RePEc:fip:fedpwp:19-28)
  by Sumit Agarwal & Brent W. Ambrose & Moussa Diop
• Eviction Risk of Rental Housing: Does It Matter How Your Landlord Finances the Property? (RePEc:fip:fedpwp:89863)
  by Brent W. Ambrose & Xudong An & Luis Lopez
• Does an Industry Effect Exist for Leveraged Buyouts? (RePEc:fma:fmanag:ambrose92)
  by Brent W. Ambrose & Drew B. Winters
• Inflation Rates Are Very Different When Housing Rents Are Accurately Measured (RePEc:hit:remfce:71)
  by Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro
• Reit Organizational Structure and Operating Characteristics (RePEc:jre:issued:v:21:n:3:2001:p:141-162)
  by Brent W. Ambrose & Peter Linneman
• Stock Market Information and REIT Earnings Management (RePEc:jre:issued:v:32:n:1:2010:p:101-138)
  by Brent Ambrose & Xun Bian
• An Analysis of the Factors Affecting Light Industrial Property Valuation (RePEc:jre:issued:v:5:n:3:1990:p:355-370)
  by Brent W. Ambrose
• Factors Influencing Capitalization Rates (RePEc:jre:issued:v:8:n:2:1993:p:221-238)
  by Brent W. Ambrose & Hugh O. Nourse
• Rural Industrial Location: The Impact of Firm Size (RePEc:jre:issued:v:8:n:3:1993:p:387-400)
  by Brent W. Ambrose & Thomas M. Springer
• Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization? (RePEc:kap:jfsres:v:28:y:2005:i:1:p:113-133)
  by Brent Ambrose & Michael LaCour-Little & Anthony Sanders
• Pricing Effects in Fannie Mae Agency Bonds (RePEc:kap:jrefec:v:11:y:1995:i:3:p:235-49)
  by Ambrose, Brent W & Warga, Arthur
• Cost-Benefit Analysis of Single-Family Foreclosure Alternatives (RePEc:kap:jrefec:v:13:y:1996:i:2:p:105-20)
  by Ambrose, Brent W & Capone, Charles A, Jr
• REIT Economies of Scale: Fact or Fiction? (RePEc:kap:jrefec:v:20:y:2000:i:2:p:211-24)
  by Ambrose, Brent W. & Ehrlich, Steven R. & Hughes, William T. & Wachter, Susan M.
• The Hazard Rates of First and Second Defaults (RePEc:kap:jrefec:v:20:y:2000:i:3:p:275-93)
  by Ambrose, Brent W & Capone, Charles A
• Embedded Options in the Mortgage Contract (RePEc:kap:jrefec:v:21:y:2000:i:2:p:95-111)
  by Ambrose, Brent W & Buttimer, Richard J, Jr
• Optimal Put Exercise: An Empirical Examination of Conditions for Mortgage Foreclosure (RePEc:kap:jrefec:v:23:y:2001:i:2:p:213-34)
  by Ambrose, Brent W & Capone, Charles A, Jr & Deng, Yongheng
• A New Spin on the Jumbo/Conforming Loan Rate Differential (RePEc:kap:jrefec:v:23:y:2001:i:3:p:309-35)
  by Ambrose, Brent W & Buttimer, Richard & Thibodeau, Thomas
• Pricing Upward-Only Adjusting Leases (RePEc:kap:jrefec:v:25:y:2002:i:1:p:33-49)
  by Ambrose, Brent W & Hendershott, Patric H & Klosek, Malgorzata
• Measuring Potential GSE Funding Advantages (RePEc:kap:jrefec:v:25:y:2002:i:2-3:p:129-50)
  by Ambrose, Brent W & Warga, Arthur
• Bank and Nonbank Lenders and the Commercial Mortgage Market (RePEc:kap:jrefec:v:26:y:2003:i:1:p:81-94)
  by Ambrose, Brent W & Benjamin, John D & Chinloy, Peter
• Commercial Mortgage-Backed Securities: Prepayment and Default (RePEc:kap:jrefec:v:26:y:2003:i:2-3:p:179-96)
  by Ambrose, Brent W & Sanders, Anthony B
• Legal Restrictions in Personal Loan Markets (RePEc:kap:jrefec:v:30:y:2004:i:2:p:133-151)
  by Brent Ambrose & Anthony Sanders
• Forced Development and Urban Land Prices (RePEc:kap:jrefec:v:30:y:2005:i:3:p:245-265)
  by Brent Ambrose
• Credit Risk and the Term Structure of Lease Rates: A Reduced Form Approach (RePEc:kap:jrefec:v:37:y:2008:i:3:p:281-298)
  by Brent Ambrose & Yildiray Yildirim
• Corporate Real Estate's Impact on the Takeover Market (RePEc:kap:jrefec:v:3:y:1990:i:4:p:307-22)
  by Ambrose, Brent William
• Real Estate Risk and Hedge Fund Returns (RePEc:kap:jrefec:v:52:y:2016:i:3:p:197-225)
  by Brent Ambrose & Charles Cao & Walter D’Lima
• The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties (RePEc:kap:jrefec:v:56:y:2018:i:1:d:10.1007_s11146-016-9579-7)
  by Brent Ambrose & Michael Shafer & Yildiray Yildirim
• Risk and Performance of Mutual Funds’ Securitized Mortgage Investments (RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9685-9)
  by Brent W. Ambrose & Moussa Diop & Walter D’Lima & Mark Thibodeau
• Economic Fundamentals, Capital Expenditures and Asset Dispositions (RePEc:kap:jrefec:v:64:y:2022:i:3:d:10.1007_s11146-019-09698-9)
  by Brent W. Ambrose & Eva Steiner
• Past Experiences and Investment Decisions: Evidence from Real Estate Markets (RePEc:kap:jrefec:v:66:y:2023:i:2:d:10.1007_s11146-021-09844-2)
  by Brent W. Ambrose & Lily Shen
• Spatial Variation of Nonmetropolitan Industrial Location (RePEc:kap:jrefec:v:7:y:1993:i:1:p:17-27)
  by Ambrose, Brent W & Springer, Thomas M
• Pricing Mortgage Default and Foreclosure Delay (RePEc:mcb:jmoncb:v:29:y:1997:i:3:p:314-25)
  by Ambrose, Brent W & Buttimer, Richard J, Jr & Capone, Charles A
• GSE Debt and the Decline in the Treasury Market (RePEc:mcb:jmoncb:v:34:y:2002:i:3:p:812-39)
  by Ambrose, Brent W & Dolly King, Tao-Hsien
• Credit Lines and Credit Utilization (RePEc:mcb:jmoncb:v:38:y:2006:i:1:p:1-22)
  by Agarwal, Sumit & Ambrose, Brent W. & Liu, Chunlin
• The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market (RePEc:mcb:jmoncb:v:43:y:2011:i:4:p:633-655)
  by Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Chunlin Liu
• House Prices and Fundamentals: 355 Years of Evidence (RePEc:mcb:jmoncb:v:45:y:2013:i:2-3:p:477-491)
  by Brent W. Ambrose & Piet Eichholtz & Thies Lindenthal
• Pricing Upward-Only Adjusting Leases (RePEc:nbr:nberwo:7622)
  by Brent W. Ambrose & Patric H. Hendershott & Malgorzata M. Klosek
• Capital Structure and the Substitutability versus Complementarity Nature of Leases and Debt (RePEc:oup:revfin:v:23:y:2019:i:3:p:659-695.)
  by Brent W Ambrose & Thomas Emmerling & Henry H Huang & Yildiray Yildirim
• Does Borrower and Broker Race Affect the Cost of Mortgage Credit?
  [Why don’t lenders renegotiate more home mortgages? Redefaults, self-cures and securitization] (RePEc:oup:rfinst:v:34:y:2021:i:2:p:790-826.)
  by Brent W Ambrose & James N Conklin & Luis A Lopez
• Household Credit Usage (RePEc:pal:palbok:978-0-230-60891-7)
  by None
• Household Finance and the Financial Decision-Making Process (RePEc:pal:palchp:978-0-230-60891-7_1)
  by Sumit Agarwal & Brent W. Ambrose
• Asymmetric Information and the Automobile Loan Market (RePEc:pal:palchp:978-0-230-60891-7_6)
  by Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet
• The Repeat Rent Index (RePEc:tpr:restat:v:97:y:2015:i:5:p:939-950)
  by Brent W. Ambrose & N. Edward Coulson & Jiro Yoshida
• The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market (RePEc:wly:jmoncb:v:43:y:2011:i:4:p:633-655)
  by Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Chunlin Liu
• House Prices and Fundamentals: 355 Years of Evidence (RePEc:wly:jmoncb:v:45:y:2013:i:2-3:p:477-491)
  by Brent W. Ambrose & Piet Eichholtz & Thies Lindenthal
• Housing Rents and Inflation Rates (RePEc:wly:jmoncb:v:55:y:2023:i:4:p:975-992)
  by Brent W. Ambrose & N. Edward Coulson & Jiro Yoshida
• Old REITs and New REITs (RePEc:wop:pennzl:300)
  by Brent W. Ambrose & Peter Linneman
• The Hazard Rates of First and Second Default (RePEc:wop:pennzl:301)
  by Brent W. Ambrose & Charles A. Capone
• Embedded Options in the Mortgage Contract (RePEc:wop:pennzl:305)
  by Brent W. Ambrose & Richard J. Buttimer Jr.
• REIT Economies of Scale: Fact or Fiction? (RePEc:wop:pennzl:313)
  by Brent W. Ambrose & Steven R. Ehrlich & William T. Hughes & Susan M. Wachter
• Mixed Income Housing Initiatives in Public Housing (RePEc:wop:pennzl:315)
  by Brent Ambrose & William Grigsby
• Mixing Income Groups In Public Housing (RePEc:wop:pennzl:354)
  by Brent W. Ambrose & William Grigsby
• Economies Of Scale (RePEc:wop:pennzl:358)
  by Brent W. Ambrose & Michael J. Highfield & Peter Linneman
• Risks and Incentives in Underserved Mortgage Markets (RePEc:ysm:somwrk:ysm62)
  by William N. Goetzmann & Brent W. Ambrose