Brent W. Ambrose

Department	Risk Management
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/bwa10
OpenAlex	A5064661550
Works (OpenAlex)	227
Citations	4687
h-index	38
Match confidence	high-v3

Top works

• The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood (1992) - Journal of Financial and Quantitative Analysis - cites: 391
• Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization? (2005) - Journal of Financial Services Research - cites: 218
• Pricing Mortgage Default and Foreclosure Delay (1997) - Journal of money credit and banking - cites: 153
• Does Borrower and Broker Race Affect the Cost of Mortgage Credit? (2020) - Review of Financial Studies - cites: 152
• REIT Organizational Structure and Operating Characteristics (2001) - Journal of Real Estate Research - cites: 141
• House Prices and Fundamentals: 355 Years of Evidence (2011) - Journal of money credit and banking - cites: 139
• Modeling the Conditional Probability of Foreclosure in the Context of Single‐Family Mortgage Default Resolutions (1998) - Real Estate Economics - cites: 133
• Commercial Mortgage-Backed Securities: Prepayment and Default (2003) - The Journal of Real Estate Finance and Economics - cites: 126
• The Effect of Conforming Loan Status on Mortgage Yield Spreads: A Loan Level Analysis (2004) - Real Estate Economics - cites: 121
• The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency (1992) - Real Estate Economics - cites: 118
• Real Estate and Economies of Scale: The Case of REITs (2005) - Real Estate Economics - cites: 112
• Credit Lines and Credit Utilization (2006) - Journal of money credit and banking - cites: 101
• REIT Economies of Scale: Fact or Fiction? (2000) - The Journal of Real Estate Finance and Economics - cites: 95
• Factors Influencing Capitalization Rates (1993) - Journal of Real Estate Research - cites: 87
• Cost-benefit analysis of single-family foreclosure alternatives (1996) - The Journal of Real Estate Finance and Economics - cites: 86
• Credit Rationing, Income Exaggeration, and Adverse Selection in the Mortgage Market (2016) - The Journal of Finance - cites: 81
• The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market (2011) - Journal of money credit and banking - cites: 81
• An Analysis of the Factors Affecting Light Industrial Property Valuation (1990) - Journal of Real Estate Research - cites: 79
• The Repeat Rent Index (2014) - The Review of Economics and Statistics - cites: 78
• Have the GSE affordable housing goals increased the supply of mortgage credit? (2003) - Regional Science and Urban Economics - cites: 78
• Comovement After Joining an Index: Spillovers of Nonfundamental Effects (2007) - Real Estate Economics - cites: 77
• The Hazard Rates of First and Second Defaults (2000) - The Journal of Real Estate Finance and Economics - cites: 70
• Modeling the Korean Chonsei Lease Contract (2003) - Real Estate Economics - cites: 69
• Thy Neighbor’s Mortgage: Does Living in a Subprime Neighborhood Affect One’s Probability of Default? (2011) - Real Estate Economics - cites: 65
• Embedded Options in the Mortgage Contract (2000) - The Journal of Real Estate Finance and Economics - cites: 65

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