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David Geltner

David Geltner

D-Index & Metrics

Economics and Finance

D-Index
37
Citations
7593
World Ranking
2655
National Ranking
1481

Overview

David Geltner is affiliated with MIT in the United States and has an extensive publication record in the fields of Economics, Econometrics, and Finance. Their research spans subfields including Economics and Econometrics, Finance, Demography, Strategy and Management, and Management Science and Operations Research.

Their scholarly contributions focus on topics such as Housing Market and Economics, Insurance and Financial Risk Management, Insurance, Mortality, Demography, Risk Management, Financial Markets and Investment Strategies, Capital Investment and Risk Analysis, Financial Reporting and Valuation Research, and Spatial and Panel Data Analysis.

Notable recent papers authored or co-authored by David Geltner include:

  • "The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate," 2020, The Journal of Real Estate Finance and Economics
  • "Recent Drops in Market Liquidity May Foreshadow Major Drops in US Commercial Real Estate Markets," 2020, SSRN Electronic Journal
  • "Is There Super-Normal Profit in Real Estate Development?*," 2022, Journal of Real Estate Research
  • "Forecasting US Commercial Property Price Indexes Using Dynamic Factor Models," 2021, Journal of Real Estate Research
  • "How Property Rents and Expenses Depreciate: A Case of Tokyo Office Properties," 2024, Journal of Real Estate Research

David Geltner frequently collaborates with several co-authors, including:

  • Alex M. van de Minne
  • Anil Kumar
  • Dorinth van Dijk
  • Jiro Yoshida
  • Chihiro Shimizu

Their work regularly appears in these publication venues:

  • SSRN Electronic Journal
  • Journal of Real Estate Research
  • The Journal of Real Estate Finance and Economics

Best Publications

  • Commercial Real Estate Analysis and Investments

    D. Geltner;N. Miller;J. Clayton;P.M.A. Eichholtz

  • Estimating Market Values from Appraised Values without Assuming an Efficient Market

    David Geltner

  • Smoothing in appraisal-based returns

    David Michael Geltner

  • Value indices of commercial real estate: A comparison of index construction methods

    Jeffrey D. Fisher;David M. Geltner;R. Brian Webb

  • Price Discovery in American and British Property Markets

    Richard Barkham;David Geltner

  • Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices

    Jeffrey Fisher;Dean Gatzlaff;David Geltner;Donald Haurin

  • Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns

    David Geltner

  • Loss Aversion and Anchoring in Commercial Real Estate Pricing: Empirical Evidence and Price Index Implications

    Sheharyar Bokhari;David Geltner

  • Appraisal smoothing and price discovery in real estate markets

    David Geltner;Bryan D. MacGregor;Gregory M. Schwann

  • Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals

    Jim Clayton;David Geltner;Stanley W. Hamilton

  • A Quarterly Transactions-based Index of Institutional Real Estate Investment Performance and Movements in Supply and Demand

    Jeff Fisher;David Geltner;Henry Pollakowski

  • Temporal Aggregation in Real Estate Return Indices

    David Geltner

  • Bias in Appraisal‐Based Returns

    David Geltner

  • Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets

    David Geltner;Timothy Riddiough;Srdjan Stojanovic

  • Two Decades of Commercial Property Returns: A Repeated-Measures Regression-Based Version of the NCREIF Index

    David Geltner;William Goetzmann

  • The Housing Market Effects of Local Home Purchase Restrictions: Evidence from Beijing

    Weizeng Sun;Weizeng Sun;Siqi Zheng;Siqi Zheng;David M. Geltner;Rui Wang;Rui Wang

  • Optimal Price and Selling Effort from the Perspectives of the Broker and Seller

    David Geltner;Brian D. Kluger;Norman G. Miller

  • Unsmoothing British valuation‐based returns without assuming an efficient market

    Richard Barkham;David Geltner

  • The present value model with time-varying discount rates: Implications for commercial property valuation and investment decisions

    David Geltner;Jianping Mei

  • Return Risk and Cash Flow Risk with Long-term Riskless Leases in Commercial Real Estate

    David Geltner

  • A Quarterly Transactions-Based Index of Institutional Real Estate Investment Performance and Movements in Supply and Demand

    Jeff Fisher;David Geltner;Henry Pollakowski;Mahdi Mokrane

  • Smoothing in Commercial Property Valuations: Evidence from Individual Appraisals* by

    Jim Clayton;David Geltner;Stanley W. Hamilton;Clayton-Geltner-Hamilton Page

Frequent Co-Authors

Piet Eichholtz
Piet Eichholtz Maastricht University
William N. Goetzmann
William N. Goetzmann Yale University
David C. Ling
David C. Ling University of Florida
Donald R. Haurin
Donald R. Haurin The Ohio State University
Yongheng Deng
Yongheng Deng University of Wisconsin–Madison

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