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Residential Real Estate Price Formation Process

Paper Session

Sunday, Jan. 7, 2018 8:00 AM - 10:00 AM

Loews Philadelphia, Washington A
Hosted By: American Real Estate and Urban Economics Association
  • Chair: Stuart Rosenthal, Syracuse University

Housing Appreciation and Marginal Land Supply in Monocentric Cities with Topography

Jacob Cosman
,
Johns Hopkins University
Thomas Davidoff
,
University of British Columbia
Joseph Williams
,
Professors Capital

Abstract

Home prices grow more rapidly in cities where the quantity and quality of buildable land deteriorates more rapidly with distance from downtown. The marginal availability and quality of buildable land near the urban fringe, relative to their metropolitan averages, affect home price growth both in an enhanced monocentric city model and in U.S. data from the past three decades. We model the fraction of the circumference at any radial distance that is buildable as a power function of distance whereas prior models assume that buildable fraction is independent of radial distance. The power function's exponent has a clearer theoretical association with price growth than the coefficient. We use satellite imagery to estimate land availability parameters and Zillow price data to estimate land value gradients for each metropolitan area. Whereas the coefficient term in the power function of distance (representing the average extent of water and steep slopes) is empirically correlated with natural amenity and other demand characteristics, the exponent appears more plausibly independent of demand growth and thus might provide a supply shifting instrument for home prices.

Prospect Theory, Reverse Disposition Effect and the Housing Market

Zhaohui Li
,
Old Dominion University
Hua Sun
,
Iowa State University
Michael Seiler
,
College of William and Mary

Abstract

We model a house seller\'s pricing decision under a prospect value function. Our model shows that reference dependence generates a disposition effect, which is magnified by loss aversion. Surprisingly, diminishing sensitivity will lead to a local reverse disposition effect in which a seller's asking price can be decreasing with increasing potential loss. Our model also predicts a larger price dispersion in a cold market and reaffirms the price-volume relation. We find consistent evidence using multiple listing service data in Virginia. Finally, the empirical pricing curve suggests the extent of diminishing sensitivity can vary with the loss/gain position of the agent.

Capitalization as a Two-part Tariff: The Role of Zoning

Kyle Mangum
,
Georgia State University
H. Banzhaf
,
Georgia State University

Abstract

In speculating that local public goods could be efficiently provided, Tiebout (1956) envisioned head taxes which would both finance public goods and price access to them. In practice, head taxes are not available to policy makers, potentially leading to distortions. Hamilton (1975, 1976) responded that zoning can mimic a head tax by create a shadow price (or “ticket”) at the border. While the debate over the efficiency of the local provision of public goods continues, modern empirical work, including structural models of locational choice as well as simple hedonic pricing models, routinely imposes the restriction that local amenities are capitalized through the price of land or housing per unit. The literature has ignored the possibility that they could be capitalized through tickets. This paper extends the literature by using a unique national level dataset of property transactions matched to community level amenities to measure the extent to which local public goods are capitalized into “intercept” (ticket prices) versus “slope” effects (varying prices per unit). We find evidence for both, but the intercept effect is strongest when land use regulation is greater, as predicted by the model.

Momentum and Reversion to Fundamentals: Are They Captured by Subjective Expectations of Asset Prices?

Chao Ma
,
Xiamen University

Abstract

Asset-price movements (e.g., stock, real estate, and foreign currency) exhibit momentum and reversion to fundamentals. Investors can be either fundamentalists (aware of the fundamental values of assets and expecting asset prices to converge to their fundamental values) or chartists (extrapolating from past momentum to form future expectations). This paper studies real estate markets and finds that households’ subjective house-price expectations capture momentum but not reversion to fundamentals. Moreover, if current house prices are above (below) their fundamental values, households will have even higher (lower) expectations of future appreciation rates. The reason for this pattern is more likely that households do not have accurate estimates of the fundamental value (fundamental-misperception conjecture) than that they do not believe that mispricing will be quickly corrected by the market (mispricing-persistence conjecture).
Discussant(s)
Jeffrey Lin
,
Federal Reserve Bank of Philadelphia
Michael Eriksen
,
University of Cincinnati
Jan K. Brueckner
,
University of California-Irvine
Lu Han
,
University of Toronto
JEL Classifications
  • R3 - Real Estate Markets, Spatial Production Analysis, and Firm Location
  • R1 - General Regional Economics