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Price and Value of Real Estate

Paper Session

Sunday, Jan. 8, 2023 8:00 AM - 10:00 AM (CST)

Sheraton New Orleans, Rhythms III
Hosted By: American Real Estate and Urban Economics Association
  • Chair: Gianluca Marcato, University of Reading

The Value of Vertical Status: Evidence from the Real Estate Market

Tsur Somerville
,
University of British Columbia
Danny Ben-Shahar
,
Tel Aviv University
Yongheng Deng
,
University of Wisconsin
Eyal Solganik
,
Tel Aviv University
Hongjia Zhu
,
Jinan University

Abstract

Economists typically assume an individual utility as a function of own consumption.
Yet, the pursuit of status, as defined as one’s own standing relative to others in
a relevant preference group, appears to be nearly as fundamental an aspect of human
behavior. With conspicuous consumption, it is insufficient to own or consume a product,
but rather that the consumption is visible to others. Drawing from linguistics and
psychology literature, in this paper, we examine vertical status as it manifests one’s
apartment height relative to the height of others in the same building. We explore the
value of status based on the price of apartment units in mid and high-rise condominium
structures, controlling among others, for actual height and view. Based on extensive
data from Vancouver (Canada), we find that there is a significant price premium for
being higher up compared to others in the building. Specifically, ceteris paribus, moving
from the bottom to the top floor of a building generates an average status premium
of about 8 percent of the average transaction price. Further, the marginal value of
status increases as one climbs to higher floors, especially in taller buildings. Results
are robust to a series of model and sample specifications.

An Analysis of the Determinants of Retail Capitalization Rates

Mariya Letdin
,
Florida State University
Stacy Sirmans
,
Florida State University
Greg Smersh
,
University of South Florida
Tingyu Zhou
,
Florida State University

Abstract

Despite an abundant literature on micro- and macroeconomic factors that influence capitalization rates, little is known about tenant and location-specific risk pricing, especially for smaller, single-tenant commercial properties. This study examines the variation in cap rates for single tenant net lease (STNL) properties. We use a unique dataset of more than 8,200 single-tenant retail property transactions from 2005 to 2019 in the United States. We focus on quantifying the pricing of risk associated with tenant characteristics, including the listing status of the parent company, ownership structure, default risk, and industry type. Our results show that these tenant characteristics play an important role in explaining cap rate variations after controlling for a comprehensive list of macro-and micro-level determinants that have been previously documented in the extant literature.

The Need for Speed: Internet Infrastructure Location and Real Asset Values

David C. Ling
,
University of Florida
Andy Naranjo
,
University of Florida
Benjamin Scheick
,
Villanova University

Abstract

This paper documents real asset value and agglomeration effects arising from the geographic location of internet infrastructure. Using an extensive, hand-collected dataset of U.S. internet exchange points (IXPs), office property transaction data, and tenant lease information from 1999-2019, we examine the effect of distance to an IXP on property transaction prices, rents, and tenant concentration. We find a one standard deviation increase in IXP distance is associated with a 13 percent decrease in sale price. This significant economic magnitude nearly doubles at proximities less than ½ mile to an IXP. Our findings are robust to controlling for numerous spatial linkages and MSA characteristics, as well as sharp identification and sample selection bias tests. In our final set of tests, we document a significant increase in demand for space by knowledge and technology intensive (KTI) industries following the establishment of IXPs. We show this agglomeration effect results in higher effective rents in properties surrounding IXPs, with the impact of IXP distance on rents being greater for tenants working in KTI industries. Overall, our findings highlight the financial and agglomeration effects arising from technological infrastructure proximity.

The Price Effects of Greening Vacant Lots: How Neighborhood Attributes Matter

Desen Lin
,
California State University-Fullerton
Shane Jensen
,
University of Pennsylvania
Susan M. Wachter
,
University of Pennsylvania

Abstract

We identify the effects of greening vacant lots on nearby housing prices and show how neighborhood attributes matter to these outcomes. Using data from a longstanding program in Philadelphia, we find that prices for houses within 1,000 feet of a treated vacant lot rise by about 4%, consistent with the literature, with the effect size increasing over time. Using the extensive data available in Philadelphia, we show how these effects vary by the attributes of the neighborhood in which they occur, with larger effects in areas with a high share of vacant land and with higher-than-average median household incomes, with peak responses estimated at 19% and 15%, respectively. We show that cleaning and greening of vacant lots can eliminate the negative effect of a high share of vacant land on adjacent house prices. We demonstrate the importance of sample selection bias adjustment for identification of treatment effects.

Discussant(s)
Crocker H. Liu
,
Cornell University
Chen Zheng
,
University of Reading
Liang Peng
,
Pennsylvania State University
Keyoung Lee
,
Federal Reserve Bank of Philadelphia
JEL Classifications
  • R1 - General Regional Economics