John L. Glascock : Citation Profile

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

13

H index

18

i10 index

516

Citations

RESEARCH PRODUCTION:

32

Articles

RESEARCH ACTIVITY:

   29 years (1984 - 2013). See details.
   Cites by year: 17
   Journals where John L. Glascock has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 4 (0.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgl21
   Updated: 2025-12-13    RAS profile: 2024-06-07    
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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 (16)

Guidolin, Massimo (11)

Alcock, Jamie (10)

Leung, Charles (9)

Robles Fernandez, M. Dolores (8)

cotter, john (7)

Dimovski, Bill (7)

Hoesli, Martin (7)

GUPTA, RANGAN (6)

Chen, Nan-Kuang (6)

Fuerst, Franz (6)

Cites to:

Campbell, John (8)

Titman, Sheridan (7)

French, Kenneth (6)

Fama, Eugene (6)

Roll, Richard (5)

Shleifer, Andrei (4)

Jagannathan, Ravi (4)

merton, robert (4)

Cochrane, John (4)

Chui, Andy C. W. (3)

Barro, Robert (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 (2025 and 2024)

YearTitle of citing document
2025How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024Interactions between Equity REITs and S&P 500 Returns. (2024). Rahman, Matiur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-23.

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2024Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618.

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2024Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds. (2024). Chretien, Stephane ; Kammoun, Manel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004307.

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2024Are more analysts better? The case of convertible bond announcement effects. (2024). Prokop, Jrg ; Kahlen, Franziska ; Walting, Matthias. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006288.

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2024Geopolitical risk and the dynamics of REITs returns. (2024). Desfleurs, Aurelie ; Coen, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004677.

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2025Leverage risk and REIT returns. (2025). Guardiola, Philippe ; Con, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003964.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024Market context matters: the impact of corporate diversification on REIT performance in Malaysia and Singapore. (2024). Chan, Ling-Foon. In: Journal of Property Investment & Finance. RePEc:eme:jpifpp:jpif-03-2023-0028.

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2024The Valuation Effect and Consequences of Clawback Adoption in Real Estate Investment Trusts. (2024). Yu, Simon ; Fan, Kwok Yuen ; Shen, Jianfu ; Peng, Daoju. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:2:d:10.1007_s11146-022-09909-w.

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2024Volatility in U.S. Housing Sector and the REIT Equity Return. (2024). Alam, Masud. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09897-x.

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2024Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?. (2024). Lizieri, Colin ; Zhu, Bing. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:4:d:10.1007_s11146-022-09890-4.

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2025Listed Real Estate as an Inflation Hedge Across Regimes. (2025). Zhu, Bing ; Hoesli, Martin ; Muckenhaupt, Jan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:2:d:10.1007_s11146-023-09964-x.

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2025Agglomeration Economies and Capitalization Rates: Evidence from the Dutch Real Estate Office Market. (2025). Vlist, Arno J ; Francke, Marc K. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:1:d:10.1007_s11146-021-09881-x.

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2025Boosting the Accuracy of Commercial Real Estate Appraisals: An Interpretable Machine Learning Approach. (2025). Deppner, Juergen ; Ahlefeldt-Dehn, Benedict ; Beracha, Eli ; Schaefers, Wolfgang. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:2:d:10.1007_s11146-023-09944-1.

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2024The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets. (2024). Ahn, Kwangwon ; Jang, Hanwool ; Choi, Gahyun ; Kim, Jihae. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04146-3.

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2024Determining Performance of REIT (REIT): The Case of G-7 Economies. (2024). Rasheed, Sumaira ; Nosheen, Safia ; Imran, Muhammad Kashif ; Saeed, Arifa. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:1:p:307-318.

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2024Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5.

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2025Revisiting housing asset pricing: uncertainty and business-cycle factors in US state-level housing markets. (2025). Huang, Meichi. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:1:d:10.1007_s00168-025-01366-6.

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2024Forecasting risk and return of listed real estate:. (2024). Brandt, Felix ; Lausberg, Carsten. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4.

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2024Diversification strategies for indirect real estate. Intersection of business, economics, and society in shanghai mixed-use developments. (2024). Valero, Alfonso. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:10:d:10.1007_s43546-024-00660-3.

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2024Real Estate Portfolio Diversification by Sectors Using a RAL Approach. (2024). Zhang, Ying ; Prombutr, Wikrom ; Hansz, Andrew J. In: Journal of Real Estate Portfolio Management. RePEc:taf:repmxx:v:30:y:2024:i:2:p:121-136.

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2024The Impact of the Flight to Quality on Office Rents and Vacancy Rates in Tokyo. (2024). Takeshi, Kudoh ; Toyokazu, Imazeki ; Morito, Tsutsumi ; Kazushi, Matsuo. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:32:y:2024:i:3:p:77-86:n:1006.

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2024What can we learn from the analysis of the fine wines market efficiency?. (2024). Ftiti, Zied ; ben Ameur, Hachmi ; le Fur, Eric. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:703-718.

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2025The impact of dividend payout policies on real estate market diversification. (2025). Gronwald, Marc ; Ilbasmis, Metin ; Zhao, Yuan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1049-1073.

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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]		article16
1992Testing Beta Stationarity across Bond Rating Changes. In: The Financial Review.
[Citation analysis]		article19
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.
[Full Text][Citation analysis]		article31
1991The Gains from Corporate Selloffs: The Case of Real Estate Assets In: Real Estate Economics.
[Full Text][Citation analysis]		article12
1993Owner Tenancy as Credible Commitment under Uncertainty In: Real Estate Economics.
[Full Text][Citation analysis]		article4
1995Signaling with Convertible Debt In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article26
1991Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic In: Journal of Economics and Business.
[Full Text][Citation analysis]		article1
2011An analysis of failed takeover attempts and merger cancellations In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article3
1989An Analysis of the Acquisition and Disposition of Real Estate Assets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article11
1993An Analysis of Office Market Rents: Parameter Constancy and Unobservable Variables In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article2
1996A Reexamination of Corporate Sell-Offs of Real Estate Assets. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article6
1998Mortgage Loan Rates and Deposit Costs: Are They Reliably Linked? In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article3
1998Analysis of REIT IPOs Using a Market Microstructure Approach: Anomalous Behavior or Asset Structure. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article11
2000Further Evidence on the Integration of REIT, Bond, and Stock Returns. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article129
2000Introduction to the Special Issue: The Maturation of a Developing Industry: REITs in the 1990s. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article1
2002REIT Returns and Inflation: Perverse or Reverse Causality Effects? In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article43
2004The Riskiness of REITs Surrounding the October 1997 Stock Market Decline In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article30
1989Real Estate Returns, Money and Fiscal Deficits: Is the Real Estate Market Efficient? In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article25
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.
[Full Text][Citation analysis]		article12
2008Momentum Profitability and Market Trend: Evidence from REITs In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article26
2010Volatilities and Momentum Returns in Real Estate Investment Trusts In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article30
2013Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article11
1991Market Conditions, Risk, and Real Estate Portfolio Returns: Some Empirical Evidence. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article19
1993On the Real Estate Market Efficiency. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article13
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.
[Full Text][Citation analysis]		article24
1988Equity Return Behavior Around the Formation of Insurance Captives In: Journal of Insurance Issues.
[Full Text][Citation analysis]		article0

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