2 papers
econ.GN2025
Evaluating Factor Contributions for Sold Homes
Jason R. Bailey, W. Brent Lindquist, Svetlozar T. Rachev
We evaluate the contributions of ten intrinsic and extrinsic factors, including ESG (environmental, social, and governance) factors readily available from website data to individua…
q-fin.CP2024
Hedonic Models Incorporating ESG Factors for Time Series of Average Annual Home Prices
Jason R. Bailey, W. Brent Lindquist, Svetlozar T. Rachev
Using data from 2000 through 2022, we analyze the predictive capability of the annual numbers of new home constructions and four available environmental, social, and governance fac…