Jamie Alcock : Citation Profile


Are you Jamie Alcock?

University of Sydney

5

H index

2

i10 index

116

Citations

RESEARCH PRODUCTION:

19

Articles

7

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 7
   Journals where Jamie Alcock has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 8 (6.45 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal542
   Updated: 2020-09-22    RAS profile: 2018-03-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jamie Alcock.

Is cited by:

faff, robert (7)

Nguyen, Duc Khuong (4)

Pierdzioch, Christian (4)

Leung, Charles (3)

Köksal, Bülent (3)

Risse, Marian (3)

Reboredo, Juan (3)

Orman, Cuneyt (3)

Leatham, David (3)

González-Maestre, Miguel (2)

Martínez-Sánchez, Francisco (2)

Cites to:

Glascock, John (9)

Fama, Eugene (9)

Lizieri, Colin (8)

French, Kenneth (7)

faff, robert (7)

Ang, Andrew (7)

Ghosh, Chinmoy (6)

Leland, Hayne (5)

Titman, Sheridan (5)

Petersen, Mitchell (5)

welch, ivo (4)

Main data


Where Jamie Alcock has published?


Journals with more than one article published# docs
Accounting and Finance3
The Journal of Real Estate Finance and Economics3
Journal of Futures Markets3
Abacus2

Working Papers Series with more than one paper published# docs
ERES / European Real Estate Society (ERES)6

Recent works citing Jamie Alcock (2020 and 2019)


YearTitle of citing document
2019Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar. In: Papers. RePEc:arx:papers:1912.10328.

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2020The influence of self‐efficacy beliefs and prior learning on performance. (2020). Smith, Jeffrey K ; David, ; Beatson, Nicola J. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1271-1294.

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2019Effects of foreign ownership and International Financial Reporting Standards on debt maturity in Chilean firms. (2019). Delgado-Fuentealba, Carlos L ; Veloso-Ramos, Carmen L ; Sepulveda-Yelpo, Sandra M ; Muoz-Mendoza, Jorge A. In: Estudios Gerenciales. RePEc:col:000129:017767.

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2019Effects of foreign ownership and International Financial Reporting Standards on debt maturity in Chilean firms. (2019). Delgado-Fuentealba, Carlos L ; Veloso-Ramos, Carmen L ; Sepulveda-Yelpo, Sandra M ; Muoz-Mendoza, Jorge A. In: Estudios Gerenciales. RePEc:col:000129:017768.

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2019It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269.

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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

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2019The role of blockholders in the corporate debt maturity structure. (2019). Keng, Kelvin Jui ; Pan, Zheyao. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303726.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2019Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach. (2019). Kumar, Satish ; Tiwari, Aviral Kumar ; Ji, Qiang ; Chauhan, Yogesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:273-284.

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2020Just opt in: How choosing to engage with technology impacts business students’ academic performance. (2020). Scott, Stephen ; Howell, Angela ; Gabriel, Cle-Anne ; Beatson, Nicola ; Wood, Lincoln C ; van der Meer, Jacques. In: Journal of Accounting Education. RePEc:eee:joaced:v:50:y:2020:i:c:s0748575119300296.

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2020Portfolio models with return forecasting and transaction costs. (2020). Lin, Shun-Ji ; Lee, Wen-Yi ; Chiou, Wan-Jiun Paul ; Wan- Jiun Paul Chiou, ; Yu, Jing-Rung . In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:118-130.

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2020Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?. (2020). Low, Rand ; Rad, Hossein ; Faff, Robert ; Miffre, Joelle. In: Post-Print. RePEc:hal:journl:hal-02868473.

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2020Do precious metals act as hedges and safe havens against G-7 stock markets?: A vine copula approach. (2018). de Peretti, Christian ; Belkacem, Lotfi ; Bedoui, Rihab ; Talbi, Marwa. In: Working Papers. RePEc:hal:wpaper:hal-01664146.

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2019Non-linear Effects of Ownership Structure, Growth Opportunities and Leverage on Debt Maturity in Chilean Firms. (2019). Veloso, Carmen L ; Sepulveda, Sandra M ; Muoz, Jorge A. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:1:p:21-40.

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2019Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators. (2019). Denzer, Manuel. In: Working Papers. RePEc:jgu:wpaper:1916.

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2020A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. (2020). Mwambi, Sutene ; Mba, Jules Clement. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4.

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2020Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y.

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2020Copula function for fuzzy random variables: applications in measuring association between two fuzzy random variables. (2020). Hesamian, Gholamreza ; Ranjbar, Vahid. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:1:d:10.1007_s00362-017-0944-2.

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2019Robust upper bounds for American put options. (2019). Xue, Shan ; Du, YE ; Liu, Yanchu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:3-14.

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Works by Jamie Alcock:


YearTitleTypeCited
2010ON THE RELATIONSHIP BETWEEN LEVERAGE AND DEBT MATURITY FOR US REAL ESTATE FIRMS In: ERES.
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2011New Evidence on asymmetric dependence in the returns from U.S. Real Estate Estate Investment Trusts In: ERES.
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2012Capital structure and European property companies In: ERES.
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2013On the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds: The Art of Financial Leverage In: ERES.
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2013Real Risk-Adjusted Performance and Capital Structure: Theory and Evidence from Real Estate Investment Trusts In: ERES.
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2016Do Real Estate Investment Trust Investors Value Asymmetric Dependence in returns? In: ERES.
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2017Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance In: Abacus.
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article1
2017The Interrelationships between REIT Capital Structure and Investment In: Abacus.
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article1
2007Portfolio construction incorporating asymmetric dependence structures: a users guide In: Accounting and Finance.
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article8
2008Quantifying the advantage of secondary mathematics study for accounting and finance undergraduates In: Accounting and Finance.
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article5
2012The determinants of debt maturity in Australian firms In: Accounting and Finance.
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article18
2005Forecasting Stock Returns Using Model-Selection Criteria In: The Economic Record.
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article6
2004A genetic estimation algorithm for parameters of stochastic ordinary differential equations In: Computational Statistics & Data Analysis.
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article4
2005Dynamic, nonparametric hedging of European style contingent claims using canonical valuation In: Finance Research Letters.
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article3
2005A simulation analysis of the market effect of the Australian Broadcasting Corporation In: Information Economics and Policy.
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article3
2013Canonical vine copulas in the context of modern portfolio management: Are they worth it? In: Journal of Banking & Finance.
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article41
2013Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence In: The Journal of Real Estate Finance and Economics.
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article3
2014Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status In: The Journal of Real Estate Finance and Economics.
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article9
2018Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis In: The Journal of Real Estate Finance and Economics.
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2017Characterizing the Asymmetric Dependence Premium In: Review of Finance.
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In: .
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2003A Numerical Solution to American Style Options on Commodities In: Computing in Economics and Finance 2003.
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2011Volatile earnings growth, the price of earnings and the Value premium In: Quantitative Finance.
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article1
2008Nonparametric American option pricing In: Journal of Futures Markets.
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article5
2010Empirical tests of canonical nonparametric American option‐pricing methods In: Journal of Futures Markets.
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article5
2014Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options In: Journal of Futures Markets.
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article2

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