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Articles 61 - 90 of 117

Full-Text Articles in Real Estate

Housing Policies In Singapore, Phang Sock Yong, Matthias Helble Oct 2016

Housing Policies In Singapore, Phang Sock Yong, Matthias Helble

Research Collection School of Economics

Singapore has developed a unique housing system, with three-quarters of its housing stock built by the Housing & Development Board (HDB) and homeownership financed through Central Provident Fund (CPF) savings. As a result, the country’s homeownership rate of 90% is one of the highest among market economies. At different stages of its economic development, the Government of Singapore was faced with a different set of housing problems. An integrated land–housing supply and financing framework was established in the 1960s to solve the severe housing shortage. By the 1990s, the challenge was that of renewing aging estates and creating a market …


Sand States And The Us Housing Crisis, Hyunsoo Choi, Harrison G. Hong, Jeffrey D. Kubik, Jeffrey P. Thompson Apr 2016

Sand States And The Us Housing Crisis, Hyunsoo Choi, Harrison G. Hong, Jeffrey D. Kubik, Jeffrey P. Thompson

Research Collection Lee Kong Chian School Of Business

The excesses of the historic US housing cycle of the 2000s were concentrated in the Metropolitan Statistical Areas (MSAs) of Arizona, California, Florida and Nevada. Even controlling for leading explanations of this housing cycle, these Sand State MSAs had more than double the mortgage originations, defaults and price fluctuations than other MSAs. We show that these excesses can be explained by Sand State MSAs having an abnormally low supply of publicly traded firms headquartered there relative to total income. Households in these MSAs are more likely to purchase investment homes nearby rather than stocks, amplifying the housing cycle there.


Housing Policies In Singapore, Sock Yong Phang, Matthias Helble Mar 2016

Housing Policies In Singapore, Sock Yong Phang, Matthias Helble

Research Collection School Of Economics

Singapore has developed a unique housing system, with three-quarters of its housing stock built by the Housing & Development Board (HDB) and homeownership financed through Central Provident Fund (CPF) savings. As a result, the country’s homeownership rate of 90% is one of the highest among market economies. At different stages of its economic development, the Government of Singapore was faced with a different set of housing problems. An integrated land–housing supply and financing framework was established in the 1960s to solve the severe housing shortage. By the 1990s, the challenge was that of renewing aging estates and creating a market …


Are House Prices Driven By Capital Flows? Evidence From Singapore, Hwee Kwan Chow, Taojun Xie Feb 2016

Are House Prices Driven By Capital Flows? Evidence From Singapore, Hwee Kwan Chow, Taojun Xie

Research Collection School Of Economics

This paper investigates whether real house price appreciations can be attributed to the surge in real capital inflows into Singapore. We proxy capital flows by using the amount of foreign direct investments (FDI) to real estate capturing the foreign purchases of property in Singapore which we deflate by the private residential property price index. Notwithstanding the absence of a cointegrating relationship, our results support the hypothesis that lagged short term fluctuations in capital inflows are positively associated with the growth rates of house prices over the last decade. We also provide evidence that macroprudential measures implemented by Singapore reduced the …


New Methodology For Constructing Real Estate Price Indices Applied To The Singapore Residential Market, Liang Jiang, Peter C. B. Phillips, Jun Yu Dec 2015

New Methodology For Constructing Real Estate Price Indices Applied To The Singapore Residential Market, Liang Jiang, Peter C. B. Phillips, Jun Yu

Research Collection School Of Economics

This paper develops a new methodology for constructing a real estate price index that utilizes all transaction price information, encompassing both single-sales and repeat-sales. The method is less susceptible to specification error than standard hedonic methods and is not subject to the sample selection bias involved in indexes that rely only on repeat sales. The methodology employs a model design that uses a sale pairing process based on the individual building level, rather than the individual house level as is used in the repeat-sales method. The approach extends ideas from repeat-sales methodology in a way that accommodates much wider datasets. …


Cointegration Of Matched Home Purchases And Rental Price Indexes: Evidence From Singapore, Badi H. Baltagi, Jing Li Nov 2015

Cointegration Of Matched Home Purchases And Rental Price Indexes: Evidence From Singapore, Badi H. Baltagi, Jing Li

Research Collection School Of Economics

This paper exploits the homogeneity feature of the Singapore private residential condominium market and constructs matched home purchase price and rental price series using the repeated sales method. These matched series allow us to conduct time series analysis to examine the long-term present value relationship in the housing market. Three key findings are obtained. First, we fail to establish a cointegrating relationship between the home purchase price and rental price based on nationally estimated indexes. Second, area-specific indexes demonstrate strong cross-correlations, invalidating the use of first generation panel unit root tests that ignore these cross-correlations. Third, Pesaran's CIPS test indicates …


Data And Analytics In Corporate Real Estate: The Importance Of Talent, Clarence Goh Oct 2015

Data And Analytics In Corporate Real Estate: The Importance Of Talent, Clarence Goh

Research Collection School Of Accountancy

Data and analytics are set to play a more pivotal role incorporate real estate (CRE) over the next three years.As organizations recognize that data-driven insights candramatically improve decision making across a broadrange of business functions, they are seeking to capitalizeon and incorporate data and analytics in their CREprocesses.


Singapore’S Housing Policies: Responding To The Challenges Of Economic Transitions, Sock Yong Phang Aug 2015

Singapore’S Housing Policies: Responding To The Challenges Of Economic Transitions, Sock Yong Phang

Research Collection School Of Economics

Singapore has developed its own unique state-driven housing system, with more than three quarters of its housing stock built by the Housing and Development Board and homeownership financed through Central Provident Fund savings. As a result, it has one of the highest homeownership rates amongst market economies. This paper provides a historical perspective of the main housing problems faced by successive prime ministers and their respective policy responses. Under the leadership of Prime Minister Lee Kuan Yew (1959-1990), the government established an integrated landhousing supply and housing finance framework to channel much needed resources into the housing sector to deal …


Home Prices And Inequality: Singapore Versus Other Global Superstar Cities, Sock Yong Phang Apr 2015

Home Prices And Inequality: Singapore Versus Other Global Superstar Cities, Sock Yong Phang

Research Collection School Of Economics

The Global City concept originates from the work of sociologist Saskia Sassen, which dates back to the 1980s. In an age of globalisation, division of labour is international in scope and production activities are distributed across the world. A global city is a significant point where the internationally oriented financial and producer services that make the global economy run choose to agglomerate.


On The Effectiveness Of Housing Purchase Restriction Policy In China: A Difference In Difference Approach, Jerry X. Cao, Bihong Huang, Rose Neng Lai Mar 2015

On The Effectiveness Of Housing Purchase Restriction Policy In China: A Difference In Difference Approach, Jerry X. Cao, Bihong Huang, Rose Neng Lai

Research Collection Lee Kong Chian School Of Business

The Chinese government imposed the purchase restriction policy to rein in the housing bubble in 2010. Using a two-stage difference-in-difference approach and a comprehensive dataset covering the real estate markets across 70 cities, we find that the policy triggered substantial decline in the property price and transaction volume. Cities having higher reliance on real estate sector for fiscal revenue and economic growth experienced greater decline in housing prices following the policy implementation. However, the policy had no measurable effects on the nationwide construction boom, hinting the ineffectiveness of the policy to correct the housing bubble.


Quantitative Study Of Housing Price Based On Huff Model And Hedonic Method, Yuan Li, Lang He, Junfeng Jiao, Guoqiang Shen Jan 2015

Quantitative Study Of Housing Price Based On Huff Model And Hedonic Method, Yuan Li, Lang He, Junfeng Jiao, Guoqiang Shen

Research Collection College of Integrative Studies

Using Hedonic and Huff model, we conduct empirical study of the ordinary commercial housing price’s spatial pattern in Xiamen City, China. This paper mainly focus on the following three issues: (1) Exploring the 21 potential factors that influence spatial distribution of housing price; (2) The relationship between commercial size and housing price; (3) Quantitative analysis about the five primary factors’ mode of action and saliency characteristics. In the numerous variables, allocation of educational resources and the distance between housing and shopping malls and supermarkets based on Huff model have Significant impact on housing price.


A New Hedonic Regression For Real Estate Prices Applied To The Singapore Residential Market, Jiang Liang, Peter C. B. Phillips, Jun Yu Oct 2014

A New Hedonic Regression For Real Estate Prices Applied To The Singapore Residential Market, Jiang Liang, Peter C. B. Phillips, Jun Yu

Research Collection School Of Economics

This paper develops a new hedonic method for constructing a real estate price index that utilizes all transaction price information that encompasses both single-sale and repeat-sale properties. The new method is less prone to specification errors than standard hedonic methods and uses all available data. Like the Case-Shiller repeat-sales method, the new method has the advantage of being computationally efficient. In an empirical analysis of the methodology, we fit the model to all transaction prices for private residential property holdings in Singapore between Q1 1995 and Q2 2014, covering several periods of major price fluctuation and changes in government macro …


Housing Policies In Singapore: Evaluation Of Recent Proposals And Recommendations For Reform, Sock Yong Phang, David K. C. Lee, Alan Cheong, Kok Fai Phoon, Karol Wee Sep 2014

Housing Policies In Singapore: Evaluation Of Recent Proposals And Recommendations For Reform, Sock Yong Phang, David K. C. Lee, Alan Cheong, Kok Fai Phoon, Karol Wee

Research Collection Lee Kong Chian School Of Business

The Singapore housing market is unusual in its high homeownership rate, the dominance of HDB housing, and the extensive intervention of the government in regulating housing supply and demand in both the HDB and private housing sectors. Recent rapid population increases in a low interest rate and high global liquidity environment has resulted in accelerated house prices increases in Singapore. Earlier this year, the government launched “Our Singapore Conversation” of which discussion on housing policies constitutes one major component. This “conversation” comes in the wake of several consecutive rounds of measures to stabilize housing prices using various instruments. This paper …


Dynamic Pricing In The Singapore Condominium Market, Eric Fesselmeyer, Haoming Liu Jul 2014

Dynamic Pricing In The Singapore Condominium Market, Eric Fesselmeyer, Haoming Liu

Research Collection College of Integrative Studies

Dynamic pricing strategies are likely an important consideration of Singapore condominium developers because of the durability of condominiums, price transparency, and the long sales period. While we do not observe any systematic relationship between the new sale prices and time of purchase, we do find that quality-adjusted price increases and the quality of units purchased decreases over the new sale period. These results suggest that condominium developers allow early buyers to purchase high quality units at discounted prices but do not extend the price discount to later buyers of low quality units. (C) 2014 Elsevier B.V. All rights reserved.


Dynamic Pricing In The Singapore Condominium Market, Eric Fesselmeyer, Haoming Liu Jul 2014

Dynamic Pricing In The Singapore Condominium Market, Eric Fesselmeyer, Haoming Liu

Research Collection College of Integrative Studies

Dynamic pricing strategies are likely an important consideration of Singapore condominium developers because of the durability of condominiums, price transparency, and the long sales period. While we do not observe any systematic relationship between the new sale prices and time of purchase, we do find that quality-adjusted price increases and the quality of units purchased decreases over the new sale period. These results suggest that condominium developers allow early buyers to purchase high quality units at discounted prices but do not extend the price discount to later buyers of low quality units. (C) 2014 Elsevier B.V. All rights reserved.


Further Evidence On The Spatio-Temporal Model Of House Prices In The United States, Badi H. Baltagi, Jing Li Apr 2014

Further Evidence On The Spatio-Temporal Model Of House Prices In The United States, Badi H. Baltagi, Jing Li

Research Collection School Of Economics

Holly, Pesaran, and Yamagata (Journal of Econometrics 2010; 158: 160–173) use a panel of 49 states over the period 1975–2003 to show that state-level real housing prices are driven by economic fundamentals, such as real per capita disposable income, as well as by common shocks, such as changes in interest rates, oil prices and technological change. They apply the common correlated effects estimator of Pesaran (Econometrica 2006; 74(4): 967–101), which takes into account spatial interactions that reflect both geographical proximity and unobserved common factors. This paper replicates their results using a panel of 381 metropolitan statistical areas observed over the …


Reverse Mortgages Can Help Fund Retirement, Singapore Management University Feb 2014

Reverse Mortgages Can Help Fund Retirement, Singapore Management University

Perspectives@SMU

But a well-designed contract and the education of retirees are important if they are to reap the benefits.


Singapore's Housing Policies: 1960-2013, Sock Yong Phang, Kyunghwan Kim Nov 2013

Singapore's Housing Policies: 1960-2013, Sock Yong Phang, Kyunghwan Kim

Research Collection School Of Economics

The focus of this case study is on the important role of real estate and housing policies in Singapore’s economic development. In the sphere of housing policy, Singapore is known for its high homeownership rates, the very significant role played by the government in housing supply and housing finance, and the wealth that has been created and distributed in the process.


Housing Policies In Singapore: Evaluation Of Recent Proposals And Recommendations For Reform, Sock Yong Phang, David Kuo Chuen Lee, Alan Cheong, Kok Fai Phoon, Karol Wee Aug 2013

Housing Policies In Singapore: Evaluation Of Recent Proposals And Recommendations For Reform, Sock Yong Phang, David Kuo Chuen Lee, Alan Cheong, Kok Fai Phoon, Karol Wee

Research Collection School Of Economics

The Singapore housing market is unusual in its high homeownership rate, the dominance of HDB housing, and the extensive intervention of the government in regulating housing supply and demand in both the HDB and private housing sectors. Recent rapid population increases in a low interest rate and high global liquidity environment has resulted in accelerated house prices increases in Singapore. Earlier this year, the government launched “Our Singapore Conversation” of which discussion on housing policies constitutes one major component. This “conversation” comes in the wake of several consecutive rounds of measures to stabilize housing prices using various instruments. This paper …


Academic Paper Supports Housing Curbs For Prs, Foreigners, Mindy Tan, David Kuo Chuen Lee Aug 2013

Academic Paper Supports Housing Curbs For Prs, Foreigners, Mindy Tan, David Kuo Chuen Lee

Research Collection Lee Kong Chian School Of Business

No abstract provided.


Evaluating The Effectiveness Of Cooling Measures On Property Prices: An Exploration Of Alternative Econometric Techniques, Kuo Chuen Lee, Sock Yong Phang, Kok Fai Phoon, Karol Wee Aug 2013

Evaluating The Effectiveness Of Cooling Measures On Property Prices: An Exploration Of Alternative Econometric Techniques, Kuo Chuen Lee, Sock Yong Phang, Kok Fai Phoon, Karol Wee

Research Collection Lee Kong Chian School Of Business

No abstract provided.


Reit To Deal With Hdb Demand-Supply Challenges, Chor Hao Ong, David Kuo Chuen Lee Aug 2013

Reit To Deal With Hdb Demand-Supply Challenges, Chor Hao Ong, David Kuo Chuen Lee

Research Collection Lee Kong Chian School Of Business

A group of academics from the Singapore Management University (SMU) and a noted property consultant are making the case for a REIT comprising Housing and Development Board (HDB) residential and commercial units.


Improving Housing Status Quo, Sock Yong Phang, David K. C. Lee Aug 2013

Improving Housing Status Quo, Sock Yong Phang, David K. C. Lee

Research Collection Lee Kong Chian School Of Business

On home ownership and upgrading, PM Lee Hsien Loong has reaffirmed the Government's objective to make home ownership more affordable for all first-time buyers, especially low-income earners, through increasing the amounts of targeted housing grant subsidies. He spelt out the desired outcomes of housing affordability policy through his detailed matching of Housing Board flat type with household incomes.


Parallels Between The U.S. And Asian Property Markets, Singapore Management University May 2013

Parallels Between The U.S. And Asian Property Markets, Singapore Management University

Perspectives@SMU

U.S. home prices are on an upswing. What does this mean for the Asian property market?


Do Singaporeans Spend Too Much On Housing?, Sock Yong Phang May 2013

Do Singaporeans Spend Too Much On Housing?, Sock Yong Phang

Research Collection School Of Economics

According to a 2011 IMF study, Singapore's level of government intervention in housing finance is the highest in the developed world (Slide 3). This level of intervention in housing finance has correspondingly produced the highest level of homeownership amongst advanced countries. This housing outcome is the result of our very unique HDB-CPF housing framework – an institutional framework that was established in the 1960s during the formative period of our country?s history (Slides 4 and 5). Singapore was, at that particular point in time, faced with a situation of chronic housing shortage, low homeownership rates and an underdeveloped housing mortgage …


Penchant For Property Drives Buoyant Market, Singapore Management University Mar 2013

Penchant For Property Drives Buoyant Market, Singapore Management University

Perspectives@SMU

The catch phrase “location, location, location” is often cited by the real estate industry as crucial to closing a deal. In the case of land-scarce Singapore, its citizens’ penchant for property is giving Mr Patrick Liew, CEO of real estate company HSR Property Group, much cause for optimism as he says he is “very excited” at the opportunities available in the robust property market.


Changes In The White-Black House Value Distribution Gap From 1997 To 2005, Eric Fesselmeyer, Kien T. Le, Kiat Ying Seah Jan 2013

Changes In The White-Black House Value Distribution Gap From 1997 To 2005, Eric Fesselmeyer, Kien T. Le, Kiat Ying Seah

Research Collection College of Integrative Studies

This paper examines the white-black house value gap across the entire value distribution. Instead of using standard conditional mean analysis and decomposition methods (via OLS regression), we estimate and decompose the changes in the white-black house value gap from 1997 to 2005 using quantile regression. We find that the racial gap in 1997 and 2005 is mostly explained by differences in housing characteristics of white- and black-owned houses but that the variation in the racial gap is explained by racial differences in implicit prices of housing characteristics. Our results show that analysis at the conditional mean masks variations at the …


Changes In The White-Black House Value Distribution Gap From 1997 To 2005, Eric Fesselmeyer, Kien T. Le, Kiat Ying Seah Jan 2013

Changes In The White-Black House Value Distribution Gap From 1997 To 2005, Eric Fesselmeyer, Kien T. Le, Kiat Ying Seah

Research Collection College of Integrative Studies

This paper examines the white-black house value gap across the entire value distribution. Instead of using standard conditional mean analysis and decomposition methods (via OLS regression), we estimate and decompose the changes in the white-black house value gap from 1997 to 2005 using quantile regression. We find that the racial gap in 1997 and 2005 is mostly explained by differences in housing characteristics of white- and black-owned houses but that the variation in the racial gap is explained by racial differences in implicit prices of housing characteristics. Our results show that analysis at the conditional mean masks variations at the …


Algorithmic Trading And Changes In Firms Equity Capital, Ekkehart Boehmer, Kingsley Fong, Julie Wu Nov 2012

Algorithmic Trading And Changes In Firms Equity Capital, Ekkehart Boehmer, Kingsley Fong, Julie Wu

Research Collection Lee Kong Chian School Of Business

We use a large sample from 2001 to 2009 that incorporates intraday transactions data from 39 exchanges and an average of 12,800 different common stocks to assess the effect of algorithmic trading (AT) on firms’ capital raising activities. Greater AT reduces net equity issues over the next year, but this is only partly driven by AT’s effect on proceeds from new securities issues. Our findings suggest that the main driver of this relationship is AT’s effect on share repurchases.


Modelling Housing Prices And Credit Activity, Knowledge@Smu Jun 2012

Modelling Housing Prices And Credit Activity, Knowledge@Smu

Knowledge@SMU

Together, the housing and banking sectors of any capitalist nation can play an important hand in determining its overall economic health. This is clear from studies of booms and busts in the United States over this past decade and in Japan about three decades ago. A new econometric model now attempts to make sense of large changes in housing prices with corresponding changes in credit volume. The model was presented at a research seminar organised by SMU's School of Economics.