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Record W4387667596 · doi:10.3390/jrfm16100446

Understanding the Effects of Market Volatility on Profitability Perceptions of Housing Market Developers

2023· article· en· W4387667596 on OpenAlexafffundvenueabout
Shahab Valaei Sharif, Dawn C. Parker, Paul Waddell, Ted Tsiakopoulos

Bibliographic record

VenueJournal of risk and financial management · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicHousing Market and Economics
Canadian institutionsCanada Mortgage and Housing CorporationUniversity of Waterloo
FundersSocial Sciences and Humanities Research Council of CanadaMitacs
KeywordsProfitability indexVolatility (finance)BusinessFinanceIndustrial organizationEconomicsMarketing

Abstract

fetched live from OpenAlex

Drastic shifts in prices and housing market trends in recent years, representing shocks to the housing system, have led many residential developers to pause or cancel their projects. In the already heated housing markets of the Greater Toronto Area (GTA), these supply frictions can have ramifications for affordability. Our study formulates a standardized “proforma” model of the profitability of a hypothetical condominium project in the city of Toronto, Canada, scheduled between 2019 to 2023, to explore the combined effect of developers’ price expectations and market volatility on developers’ decisions. Using the proposed proforma, we first identify the key drivers of development decisions. We then evaluate the impact of the expectation formation of key factors influencing perceived development profitability, including construction costs, sales prices, and interest rates, on the financial feasibility of potential developments. The results highlight that boundedly rational expectations can cause variations in profitability perceptions and potentially reverse development decisions in volatile market conditions. Our results highlight the sources of risk and uncertainty in development decisions, facilitating the recognition of possible solutions to mitigate these risks and increase affordable housing supplies. The proposed model can also enhance the realism of decision models in agent-based representations of land and housing markets.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.017
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.044
Threshold uncertainty score0.087

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.017
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.001
Scholarly communication0.0020.001
Open science0.0000.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.030
GPT teacher head0.217
Teacher spread0.187 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2023
Admission routes4
Has abstractyes

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