1. An analysis of European CAC 40 long-term call options pricing finds that the Jarrow and Rudd model (1982) improves on the classic Black and Scholes model (1973) by reducing pricing errors.

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  2. High ratings from certain critics before a wine is bottled have a noticeable effect on price, although appellation, ranking, and vintage have a more substantial influence.

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  3. Wine, in its various forms, is one of many commodities sought by investors seeking financial growth in investments.

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  4. This study concentrates on an examination of nine wine funds between 2000 and 2013, and reveals the performance of these funds.

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  5. An analysis from 2003 to 2010 of 187 firms finds that firms with strong family control tend to have higher dividends as compared both with firms that have non-family blockholders and firms that are widely held.

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  6. Family firms have higher returns than the widely held firms. However, the examination of 185 Swiss firms finds that market values of family firms were not that different.

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  7. Although they seem like similar types of asset, an analysis of starts for apartment buildings and owner-occupied houses in the U.S. finds that they respond to two different economic forces: apartment buildings to the availability of capital and homes to interest rates and the level of capital gains.

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  8. This analysis of whether institutional investors’ decisions to buy or sell REIT securities rely mostly on sentiment regarding real estate or whether they seek liquidity finds that both seem to explain investors’ behavior, but the controlling theory depends in part on the economy.

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  9. When a stock is added to a market index, one might infer that this indicates favorable prospects for that stock, but that inference is not supported in this study.

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  10. One source of forward information about real estate markets in information-poor emerging markets is internet searches regarding real estate stocks.

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  11. An examination of online searches for available apartment rentals finds a relationship between an increase in searches and a reduction in vacancy rates.

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  12. An analysis of hotel capitalization rates confirms the link between increasing room rates and growing hotel valuation.

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  13. This paper models the additional influence that arises from related commodities, which either substitute for the commodity in question or are produced from that commodity.

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  14. Non-performing commercial loans are typically transferred to a special servicer whose job is to attempt to improve the borrower’s performance or determine whether to foreclose on the loan.

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  15. The microloan market, also known as crowd funding, is subject to peer pressure among prospective lenders, an effect that could be likened to herding, which can operate rationally or irrationally, depending on the extent to which the lenders apply observational learning (countering the herd instinct).

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  16. Housing pre-sale contracts are particularly common in Asia, and this article proposes an equilibrium model of the economics of a housing pre-purchase agreement.

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  17. The model presented in this article finds that the variance (or volatility) of the convenience yield depends on the level of the convenience yield itself.

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  18. A meta-analysis of research studies on lodging real estate investment trusts finds that the REIT structures and regulations have the effect of focusing management’s attention on being agents for the owners.

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  19. Models that address the commodities futures market must address the possibility of arbitrage of a storable commodity, since arbitrage has the effect of opening up the possibility of a negative convenience yield.

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  20. This study focuses on Energy Star and LEED certifications and shows several differences they generate for properties.

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  21. Study shows real estate development in India and the differences of practices between newer developers and older firms.

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  22. China’s residential real estate market is rapidly growing and evolving toward a market that includes a greater proportion of home ownership.

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  23. According to a case study, green office buildings provide benefits in terms of rental rates.

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