Research Output per year
Research Output 1984 2014
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
Purchase
Prediction
Mortgages
Mortgage market
Secondary market
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
Income
Refinancing
Loans
Micro data
Prediction
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
Real estate
Valuation model
Macroeconomics
Nonstationarity