John L. Glascock : Citation Profile


Are you John L. Glascock?

University of Connecticut (90% share)
University of Cambridge (10% share)

12

H index

15

i10 index

383

Citations

RESEARCH PRODUCTION:

32

Articles

RESEARCH ACTIVITY:

   29 years (1984 - 2013). See details.
   Cites by year: 13
   Journals where John L. Glascock has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 4 (1.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgl21
   Updated: 2019-12-07    RAS profile: 2013-11-07    
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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 John L. Glascock.

Is cited by:

Stevenson, Simon (15)

Guidolin, Massimo (9)

Alcock, Jamie (9)

cotter, john (7)

GUPTA, RANGAN (6)

Hoesli, Martin (6)

Fuerst, Franz (5)

Leung, Charles (5)

Nicodano, Giovanna (4)

Maier, Gunther (4)

Ben maatoug, Abderrazak (4)

Cites to:

Campbell, John (8)

Fama, Eugene (6)

French, Kenneth (6)

Titman, Sheridan (6)

Jagannathan, Ravi (4)

Roll, Richard (4)

Barro, Robert (3)

Evans, Paul (3)

merton, robert (3)

Hoesli, Martin (3)

Wu, Guojun (3)

Main data


Where John L. Glascock has published?


Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics15
The Financial Review5
Real Estate Economics3
Journal of Real Estate Research2

Recent works citing John L. Glascock (2018 and 2017)


YearTitle of citing document
2017Commercial leases, terms and options in the light of game theory. (2017). Gregoire, Philippe ; Rosiers, Francois Des ; Amedee-Manesme, Charles-Olivier. In: ERES. RePEc:arz:wpaper:eres2017_175.

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2019How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19117.

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2017Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance. (2017). Alcock, Jamie ; Steiner, Eva. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:2:p:273-298.

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2017The Interrelationships between REIT Capital Structure and Investment. (2017). Alcock, Jamie ; Steiner, Eva. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:3:p:371-394.

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2017Long-Term post-merger announcement performance. A case study of Australian listed real estate. (2017). Ratcliffe, Chris ; Smith, Tom ; Keneley, Monica ; Dimovski, Bill. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:855-877.

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2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2018A Review of Corporate Social Responsibility and Real Estate Investment Trust Studies: An Australian Perspective. (2018). Westermann, Steffen ; Kortt, Michael A ; Niblock, Scott J. In: Economic Papers. RePEc:bla:econpa:v:37:y:2018:i:1:p:92-110.

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2017Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey. (2017). coskun, yener ; Yilmaz, Bilgi ; Selcuk-Kestel, Sevtap A. In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:4:p:199-215.

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2018Diversification Power of Real Estate Market Securities: The Role of Financial Crisis and Dividend Policy. (2018). Zhao, Yuan ; Gronwald, Marc ; Ilbasmis, Metin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7015.

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2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi ; Huo, Rui. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

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2018Volatility smiles when information is lagged in prices. (2018). Marcato, Gianluca ; Campani, Carlos Heitor ; Sebehela, Tumellano . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:151-165.

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2019On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Risse, Marian. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:160-169.

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2019How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data. (2019). Dutordoir, Marie ; Dong, Ming ; Veld, Chris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:213-222.

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2018China–Africa financial markets linkages: Volatility and interdependence. (2018). Ahmed, Abdullahi D ; Huo, Rui. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1140-1164.

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2018The vertical city: Rent gradients, spatial structure, and agglomeration economies. (2018). Liu, Crocker H ; Strange, William C ; Rosenthal, Stuart S. In: Journal of Urban Economics. RePEc:eee:juecon:v:106:y:2018:i:c:p:101-122.

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2017Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum. (2017). Xiao, Qin ; Devaney, Steven. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:132-151.

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2018Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets. (2018). Alhashel, Bader S ; Hansz, Andrew J ; Almudhaf, Fahad W. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:92-108.

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2017Exchange rate exposure of REITs. (2017). Ngo, Thanh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:249-258.

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2017Volatility Spillovers from Australias major trading partners across the GFC. (2017). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:159-175.

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2017Investor attention and the expected returns of reits. (2017). Yung, Kenneth ; Nafar, Nadia . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:423-439.

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2018Do house prices hedge inflation in the US? A quantile cointegration approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Christou, Christina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:15-26.

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2017Reference-dependent analysis of capital structure and REIT performance. (2017). , Helen ; Gong, Cynthia Miao . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:69:y:2017:i:c:p:38-49.

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2017Another piece of the puzzle: REIT IPO underpricing after the financial crisis. (2017). Dimovski, Bill ; Keneley, Monica ; Ratcliffe, Christopher . In: Journal of Property Investment & Finance. RePEc:eme:jpifpp:jpif-07-2016-0060.

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2017The Role of Macroeconomic Variables in the Islamic Real Estate Investment Trusts (I-REIT) Market in Malaysia. (2017). Mohd, Mohd Yahya ; Gan, Pei-Tha ; Razak, Azila Abdul ; Muhammad, Fidlizan. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:7:y:2017:i:4:p:911-926.

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2017The Impact of the Global Financial Crisis on the Co-Integration Relationship between Reit and Stock Markets: A Dynamic Co-Integration Approach. (2017). Yuksel, Aydin S ; Ozturk, Hakki ; Erol, Umit . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:7:p:86-98.

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2017An Anatomy of the Interrelationship between Equity and Mortgage REITs. (2017). Hansz, Andrew J ; Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom. In: International Real Estate Review. RePEc:ire:issued:v:20:n:03:2017:p:287-324.

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2017REITs and Market Microstructure: A Comprehensive Analysis of Market Quality. (2017). Jain, Pawan ; Westby-Gibson, Janean K ; Sunderman, Mark . In: Journal of Real Estate Research. RePEc:jre:issued:v:39:n:1:2017:p:65_98.

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2018The dynamic dependence between stock markets in the greater China economic area: a study based on extreme values and copulas. (2018). Hussain, Saiful Izzuan ; Li, Steven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:2:d:10.1007_s11408-018-0308-5.

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2018The Effects of Industry Specific and Local Economic Factors on Credit Default Swap Spreads: Evidence from REITs. (2018). Bai, Qing ; Zhu, LU. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:54:y:2018:i:3:d:10.1007_s10693-016-0269-7.

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2017An Investigation into the Substitutability of Equity and Mortgage REITs in Real Estate Portfolios. (2017). Hansz, Andrew J ; Zhou, Tingyu ; Zhang, Ying. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9572-1.

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2017The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing. (2017). Bond, Shaun ; Xue, Chen. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9573-0.

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2017Spillover Risks in REITs and other Asset Markets. (2017). Chiang, Ming-Chu ; Tsai, I-Chun ; I-Chun Tsai, ; Sing, Tien Foo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-015-9545-9.

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2017A Relook into the Impact of Divestitures in the Presence of Agency Conflicts: Evidence from Property Subsidiary Sell-Offs in China. (2017). Ooi, Joseph ; Chow, Yuen Leng ; Xu, Ruoran . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:3:d:10.1007_s11146-016-9584-x.

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2018Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis. (2018). Alcock, Jamie ; Andrlikova, Petra. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-016-9593-9.

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2018Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT versus Non-REIT Property Companies in the U.S.. (2018). Glascock, John L ; Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9601-8.

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2018Fundamental Drivers of Dependence in REIT Returns. (2018). Alcock, Jamie ; Steiner, Eva. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9562-3.

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2018The Asymmetric Conditional Beta-Return Relations of REITs. (2018). Glascock, John L ; Lu-Andrews, Ran. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:2:d:10.1007_s11146-017-9614-3.

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2018On the Earnings and Price Momentum Strategies: Evidence from European Real Estate Firms. (2018). Bron, Jochem J ; Petrova, Milena ; Ghosh, Chinmoy. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:3:d:10.1007_s11146-017-9633-0.

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2019Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis. (2019). Yunus, Nafeesa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9639-7.

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2017Sources of time varying return comovements during different economic regimes: evidence from the emerging Indian equity market. (2017). Poshakwale, Sunil S ; Mandal, Anandadeep . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0580-2.

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2018Does the major market influence transfer? Alternative effect on Asian stock markets. (2018). Lin, Luke. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0658-5.

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2017Are Green Labels More Valuable in Emerging Real Estate Markets?. (2017). Mendes-Da-Silva, Wesley ; Fuerst, Franz ; Robinson, Spenser ; Costa, Odilon. In: LARES. RePEc:lre:wpaper:lares_2017_paper_5.

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2018Corporate social responsibility and the performance of Australian REITs: a rolling regression approach. (2018). Westermann, Steffen ; Kortt, Michael ; Niblock, Scott. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0079-6.

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2017Liquidity, Price Behavior, and Market-related Events. (2017). Lu-Andrews, Ran ; Glascock, John L. In: Eastern Economic Journal. RePEc:pal:easeco:v:43:y:2017:i:2:d:10.1057_s41302-016-0002-0.

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2019Revisiting the Anomalous Relationship between Inflation and REIT Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (2019). Sarkar, Nityananda ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:95130.

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2018Re-investigating the anomalous relationship between inflation and equity REIT returns: A regime-switching approach. (2018). Sarkar, Nityananda ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:95135.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

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2019Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; André, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201947.

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2019Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World. (2019). cotter, john ; Roll, Richard ; Gabriel, Stuart. In: Working Papers. RePEc:ucd:wpaper:201909.

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Works by John L. Glascock:


YearTitleTypeCited
1984Rate-of-Return Attrition and Inflation-Induced Penalties in Public Utility Common Stocks In: The Energy Journal.
[Full Text][Citation analysis]
article0
1989Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square. In: The Financial Review.
[Citation analysis]
article12
1992Testing Beta Stationarity across Bond Rating Changes. In: The Financial Review.
[Citation analysis]
article14
1994Common Stock Returns in Corporate Takeover Bids: The Case of Brokerage House Acquisitions. In: The Financial Review.
[Citation analysis]
article3
1995Voting Rights and Market Reaction to Dual Class Common Stock Issues. In: The Financial Review.
[Citation analysis]
article2
1996A Test for Price Pressure Effects in Tender Offer Stock Repurchases. In: The Financial Review.
[Citation analysis]
article2
1990An Analysis of Office Market Rents: Some Empirical Evidence In: Real Estate Economics.
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article20
1991The Gains from Corporate Selloffs: The Case of Real Estate Assets In: Real Estate Economics.
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article9
1993Owner Tenancy as Credible Commitment under Uncertainty In: Real Estate Economics.
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article4
1995Signaling with Convertible Debt In: Journal of Financial and Quantitative Analysis.
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article22
1991Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic In: Journal of Economics and Business.
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article0
2011An analysis of failed takeover attempts and merger cancellations In: International Journal of Managerial Finance.
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article3
1989An Analysis of the Acquisition and Disposition of Real Estate Assets In: Journal of Real Estate Research.
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article10
1993An Analysis of Office Market Rents: Parameter Constancy and Unobservable Variables In: Journal of Real Estate Research.
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article2
1996A Reexamination of Corporate Sell-Offs of Real Estate Assets. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article4
1998Mortgage Loan Rates and Deposit Costs: Are They Reliably Linked? In: The Journal of Real Estate Finance and Economics.
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article3
1998Analysis of REIT IPOs Using a Market Microstructure Approach: Anomalous Behavior or Asset Structure. In: The Journal of Real Estate Finance and Economics.
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article10
2000Further Evidence on the Integration of REIT, Bond, and Stock Returns. In: The Journal of Real Estate Finance and Economics.
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article90
2000Introduction to the Special Issue: The Maturation of a Developing Industry: REITs in the 1990s. In: The Journal of Real Estate Finance and Economics.
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article1
2002REIT Returns and Inflation: Perverse or Reverse Causality Effects? In: The Journal of Real Estate Finance and Economics.
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article31
2004The Riskiness of REITs Surrounding the October 1997 Stock Market Decline In: The Journal of Real Estate Finance and Economics.
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article25
1989Real Estate Returns, Money and Fiscal Deficits: Is the Real Estate Market Efficient? In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article20
2007The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios In: The Journal of Real Estate Finance and Economics.
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article9
2008Momentum Profitability and Market Trend: Evidence from REITs In: The Journal of Real Estate Finance and Economics.
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article18
2010Volatilities and Momentum Returns in Real Estate Investment Trusts In: The Journal of Real Estate Finance and Economics.
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article18
2013Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence In: The Journal of Real Estate Finance and Economics.
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article6
1991Market Conditions, Risk, and Real Estate Portfolio Returns: Some Empirical Evidence. In: The Journal of Real Estate Finance and Economics.
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article15
1993On the Real Estate Market Efficiency. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article10
1994On the Supply of Landlord Labor in Small Real Estate Rental Firms. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]
article0
1995The Formation of Public Utility Holding Companies and Their Subsequent Diversification Activity. In: Journal of Regulatory Economics.
[Citation analysis]
article1
2005Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan In: Review of Quantitative Finance and Accounting.
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article19
1988Equity Return Behavior Around the Formation of Insurance Captives In: Journal of Insurance Issues.
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article0

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