Andrea Heuson

Professor

  • 118 Citations
1984 …2014
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Research Output 1984 2014

  • 118 Citations
  • 24 Article
  • 2 Review article
2014
1 Citation (Scopus)

The impact of the taxpayer relief act of 1997 on housing turnover in the U.S. single-family residential market

Heuson, A. & Painter, G., Jan 1 2014, In : Real Estate Economics. 42, 4, p. 869-899 31 p.

Research output: Contribution to journalArticle

Turnover
Exclusion
Capital gains
Housing tenure
Geography
2012

Decomposing underwriting spreads for GSEs and frequent issuer financial firms

Harrison, D. M., Heuson, A. & Seiler, M. J., May 1 2012, In : Journal of Real Estate Portfolio Management. 18, 2, p. 135-153 19 p.

Research output: Contribution to journalArticle

Industry
Finance
Government sponsored enterprises
Underwriting
Fees
2 Citations (Scopus)

Mortgage Delivery to the Secondary Market when Interest Rates are Falling

Heuson, A. & Su, T., May 1 2012, In : Financial Review. 47, 2, p. 219-246 28 p.

Research output: Contribution to journalArticle

Interest rates
Mortgages
Secondary market
Loans
Risk-return
2006

Secondary mortgage market purchase commitment yields

Heuson, A., Schwartz, A. & Slawson, V. C., Dec 1 2006, In : Journal of Financial Research. 29, 4, p. 593-608 16 p.

Research output: Contribution to journalArticle

Purchase
Prediction
Mortgages
Mortgage market
Secondary market
2005
4 Citations (Scopus)

Weak-form and semi-strong-form stock return predictability revisited

Ferson, W. E., Heuson, A. & Su, T., Oct 1 2005, In : Management Science. 51, 10, p. 1582-1592 11 p.

Research output: Contribution to journalReview article

Stock return predictability
Time variation
Predictability
Indirect inference
Stock returns
2004
5 Citations (Scopus)

Term-structure factor shifts and economic news

Barrett, W. B., Gosnell, T. F. & Heuson, A., Jan 1 2004, In : Financial Analysts Journal. 60, 5, p. 81-94 14 p.

Research output: Contribution to journalArticle

News
Term structure
Economics
Factors
Interest rates
2003
9 Citations (Scopus)

Intra-day behavior of treasury sector index option implied volatilities around macroeconomic announcements

Heuson, A. & Su, T., Jan 1 2003, In : Financial Review. 38, 1, p. 161-177 17 p.

Research output: Contribution to journalArticle

Implied volatility
Index options
Macroeconomic announcements
Cash
Return volatility
2001
23 Citations (Scopus)

Credit Scoring and Mortgage Securitization: Implications for Mortgage Rates and Credit Availability

Heuson, A., Passmore, W. & Sparks, R., Dec 1 2001, In : Journal of Real Estate Finance and Economics. 23, 3, p. 337-363 27 p.

Research output: Contribution to journalArticle

liquidity
purchase
credit
market
premium

The asset pricing palette: Cash flows, returns and trading behavior

Heuson, A., Jan 1 2001, In : Financial Review. 36, 4, p. 1-6 6 p.

Research output: Contribution to journalArticle

Asset pricing
Cash flow
Symposium
Trading behavior
Return on equity
1997

Accrued interest and bond prices

Gosnell, T. F., Harikumar, T. & Heuson, A., Sep 1 1997, In : Quarterly Review of Economics and Finance. 37, 3, p. 739-743 5 p.

Research output: Contribution to journalArticle

Maturity
Bond prices
Cash flow
Seller
Buyers

Pricing effects of the decision to sell or hold adjustable rate mortgage loans in a portfolio

Benjamin, J. D., Heuson, A. & Sirmans, C. F., Jan 1 1997, In : Financial Review. 32, 1, p. 1-20 20 p.

Research output: Contribution to journalArticle

Loans
Pricing
Adjustable rate mortgages
Mortgage loan
Economic factors
1993
8 Citations (Scopus)

Explaining Refinancing Decisions Using Microdata

Dickinson, A. & Heuson, A., Jan 1 1993, In : Real Estate Economics. 21, 3, p. 293-311 19 p.

Research output: Contribution to journalArticle

Income
Refinancing
Loans
Micro data
Prediction

The After-Tax Yield to Maturity of a Premium Bond: Bias from a Simple Approximation

Heuson, A. & Rodriguez, R. J., Jan 1 1993, In : Journal of Accounting, Auditing & Finance. 8, 2, p. 183-191 9 p.

Research output: Contribution to journalReview article

Tax
Maturity
Premium
Approximation
Tax rate
1992
4 Citations (Scopus)

Fixed versus variable rate financing: The influence of borrower, lender, and market characteristics

Goldberg, L. G. & Heuson, A., May 1 1992, In : Journal of Financial Services Research. 6, 1, p. 49-60 12 p.

Research output: Contribution to journalArticle

Market characteristics
Financing
Proportion
Income
Credit
1990
2 Citations (Scopus)

A discretionary approach to hedging a lender's exposure in adjustable rate mortgages

Gosnell, T. F. & Heuson, A., Jan 1 1990, In : Journal of Futures Markets. 10, 5, p. 481-496 16 p.

Research output: Contribution to journalArticle

Adjustable rate mortgages
Hedging
3 Citations (Scopus)

TAX‐TIMING OPTIONS AND THE PRICING OF GOVERNMENT BONDS

Heuson, A. & Lasser, D. J., Jan 1 1990, In : Journal of Financial Research. 13, 2, p. 93-103 11 p.

Research output: Contribution to journalArticle

Tax
Pricing
Government bonds
Investors
Discrepancy
1989
3 Citations (Scopus)

Institutional disparities in the pricing of adjustable rate mortgage loans

Heuson, A., Feb 1 1989, In : The Journal of Real Estate Finance and Economics. 2, 1, p. 31-45 15 p.

Research output: Contribution to journalArticle

loan
savings
pricing
financial market
market conditions
1 Citation (Scopus)

Offering Rates on Fixed‐ and Adjustable‐Rate Mortgage Loans

Heuson, A., Jan 1 1989, In : Financial Review. 24, 1, p. 147-156 10 p.

Research output: Contribution to journalArticle

Mortgage loan
Interest rates
Econometric models
Default risk
Macroeconomics
1988
1 Citation (Scopus)

Managing the Short‐Term Interest Rate Exposure Inherent in Adjustable Rate Mortgage Loans

Heuson, A., Jan 1 1988, In : Real Estate Economics. 16, 2, p. 160-172 13 p.

Research output: Contribution to journalArticle

Interest rates
Adjustable rate mortgages
Mortgage loan
Interest rate risk
Loans
6 Citations (Scopus)

Mortgage Terminations and Pool Characteristics: Some Additional Evidence

Heuson, A., Jan 1 1988, In : Journal of Financial Research. 11, 2, p. 143-152 10 p.

Research output: Contribution to journalArticle

Mortgage termination
Termination
Refinancing
Loan rates
Empirical results

THE TERM PREMIA RELATIONSHIP IMPLICIT IN THE TERM STRUCTURE OF TREASURY BILLS

Heuson, A., Jan 1 1988, In : Journal of Financial Research. 11, 1, p. 13-20 8 p.

Research output: Contribution to journalArticle

Investors
Yield curve
Empirical results
Coefficients
Habitat
1987
21 Citations (Scopus)

THE ADJUSTMENT OF STOCK PRICES TO COMPLETELY UNANTICIPATED EVENTS

Barrett, W. B., Heuson, A., Kolb, R. W. & Schropp, G. H., Jan 1 1987, In : Financial Review. 22, 4, p. 345-354 10 p.

Research output: Contribution to journalArticle

Stock prices
Crash
Airlines
Underreaction
Overreaction
1986
6 Citations (Scopus)

THE DIFFERENTIAL EFFECTS OF SINKING FUNDS ON BOND RISK PREMIA

Barrett, W. B., Heuson, A. & Kolb, R. W., Jan 1 1986, In : Journal of Financial Research. 9, 4, p. 303-312 10 p.

Research output: Contribution to journalArticle

Risk premia
Secondary market
Market price
Market risk premium
Macroeconomics

THE EFFECT OF IMPROVEMENT FUNDS ON BOND YIELD PREMIA

Barrett, W. B., Heuson, A. & Kolb, R. W., Jan 1 1986, In : Financial Review. 21, 3, p. 4 1 p.

Research output: Contribution to journalArticle

Bond yields
19 Citations (Scopus)

The Effect of Three Mile Island on Utility Bond Risk Premia: A Note

BARRETT, W. BRIAN., Heuson, A. & KOLB, ROBERT. W., Jan 1 1986, In : The Journal of Finance. 41, 1, p. 255-261 7 p.

Research output: Contribution to journalArticle

Risk premia
1984

THE EFFECT OF MACROECONOMIC NON‐STATIONARITY IN REAL ESTATE VALUATION MODELS

Heuson, A., Jan 1 1984, In : Financial Review. 19, 3, p. 71 1 p.

Research output: Contribution to journalArticle

Real estate
Valuation model
Macroeconomics
Nonstationarity