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Walter Torous
Walter Torous
Senior Lecturer, Center for Real Estate, Massachusetts Institute of Technology
Verified email at mit.edu
Title
Cited by
Cited by
Year
Do industries lead stock markets?
H Hong, W Torous, R Valkanov
Journal of financial economics 83 (2), 367-396, 2007
8662007
An empirical investigation of US firms in reorganization
JR Franks, WN Torous
The Journal of Finance 44 (3), 747-769, 1989
8461989
Prepayment and the valuation of mortgage‐backed securities
ES Schwartz, WN Torous
The Journal of Finance 44 (2), 375-392, 1989
7191989
On jumps in common stock prices and their impact on call option pricing
CA Ball, WN Torous
The Journal of Finance 40 (1), 155-173, 1985
6811985
A comparison of financial recontracting in distressed exchanges and Chapter 11 reorganizations
JR Franks, WN Torous
Journal of financial economics 35 (3), 349-370, 1994
6771994
A simplified jump process for common stock returns
CA Ball, WN Torous
Journal of Financial and Quantitative analysis 18 (1), 53-65, 1983
4821983
On predicting stock returns with nearly integrated explanatory variables
W Torous, R Valkanov, S Yan
The Journal of Business 77 (4), 937-966, 2004
4072004
Valuing commercial mortgages: An empirical investigation of the contingent‐claims approach to pricing risky debt
S Titman, W Torous
The Journal of Finance 44 (2), 345-373, 1989
3741989
A comparison of US, UK, and German insolvency codes
JR Franks, KG Nyborg, WN Torous
Financial Management, 86-101, 1996
3221996
The degree of price resolution: The case of the gold market
CA Ball, WN Torous, AE Tschoegl
The Journal of Futures Markets (pre-1986) 5 (1), 29, 1985
3031985
The effect of volatility changes on the level of stock prices and subsequent expected returns
RA Haugen, E Talmor, WN Torous
The Journal of Finance 46 (3), 985-1007, 1991
2581991
Prepayment, default, and the valuation of mortgage pass-through securities
ES Schwartz, WN Torous
Journal of Business, 221-239, 1992
2361992
Expected returns and expected growth in rents of commercial real estate
A Plazzi, W Torous, R Valkanov
The Review of Financial Studies 23 (9), 3469-3519, 2010
2292010
Forecasting real estate prices
E Ghysels, A Plazzi, R Valkanov, W Torous
Handbook of economic forecasting 2, 509-580, 2013
2042013
Bond price dynamics and options
CA Ball, WN Torous
Journal of Financial and Quantitative Analysis 18 (4), 517-531, 1983
1951983
Mortgage prepayment and default decisions: A Poisson regression approach
ES Schwartz, WN Torous
Real Estate Economics 21 (4), 431-449, 1993
1881993
The stochastic volatility of short‐term interest rates: Some international evidence
CA Ball, WN Torous
The Journal of Finance 54 (6), 2339-2359, 1999
1721999
Individual decision making and investor welfare
MJ Brennan, WN Torous
Economic Notes 28 (2), 119-143, 1999
1671999
Unit roots and the estimation of interest rate dynamics
CA Ball, WN Torous
Journal of Empirical Finance 3 (2), 215-238, 1996
1591996
Investigating security-price performance in the presence of event-date uncertainty
CA Ball, WN Torous
Journal of financial economics 22 (1), 123-153, 1988
1521988
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