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Alcock, Jamie


 SSRN Author Rank: 9,431 by Downloads
 Associate Professor of Finance
 

The University of Sydney Business School


 Cnr. of Codrington and Rose Streets
 Sydney, NSW 2006
 Australia
 email address
 

Centre for International Finance and Regulation (CIFR)


 Level 7, UNSW CBD Campus
 1 O'Connell Street
 Sydney, NSW 2000
 Australia
 email address

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. Alcock, Jamie's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,066
Total
Citations
14
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
On the Capital Structure of Real Estate Firms | Show Abstract | Download This Paper |
23rd Australasian Finance and Banking Conference 2010 Paper
Number of Pages in PDF File: 32
Alcock, Jamie
The University of Sydney Business School
Steiner, Eva
University of Cambridge - Department of Land Economy
Tan, Kelvin Jui Keng
University of Queensland - Business School
Posted:
23 Aug 10
Last Revised:
05 Apr 11
788
(17,730)
 

2.  
Nonparametric American Option Pricing | Show Abstract | Download This Paper |
20th Australasian Finance & Banking Conference 2007 Paper
Number of Pages in PDF File: 34
Alcock, Jamie
The University of Sydney Business School
Carmichael, Trent A.
University of Queensland
Posted:
18 Sep 07
329
(56,042)
3

3.  
Alcock, Jamie
The University of Sydney Business School
Mollee, Thomas
Meiji Institute for Advanced Study of Mathematical Sciences
Wood, James
University of New South Wales (UNSW)
Posted:
15 May 08
252
(75,354)
 

4.   Incl. Electronic Paper
Alcock, Jamie
The University of Sydney Business School
Finn, Frank
University of Queensland - Business School
Tan, Kelvin Jui Keng
University of Queensland - Business School
Posted:
19 Dec 10
Last Revised:
21 Apr 12
194
(98,517)
1

5.  
Low, Rand Kwong Yew
University of Queensland Business School
Alcock, Jamie
The University of Sydney Business School
Faff, Robert W.
University of Queensland
Brailsford, Timothy
University of Queensland
Posted:
03 May 13
185
(103,015)
 

6.  
Alcock, Jamie
The University of Sydney Business School
Hatherley, Anthony
University of Queensland - Business School
Posted:
18 Sep 07
Last Revised:
07 Apr 08
185
(103,015)
 

7.   Incl. Electronic Paper
Alcock, Jamie
The University of Sydney Business School
Cockcroft, Sophie
University of Queensland - Business School
Finn, Frank
University of Queensland - Business School
Posted:
15 May 08
Last Revised:
14 Dec 08
183
(104,062)
 

8.  
Future Earnings Growth Volatility and the Value Premium | Show Abstract | Download This Paper |
24th Australasian Finance and Banking Conference 2011 Paper, Midwest Finance Association 2012 Annual Meetings Paper
Number of Pages in PDF File: 31
Alcock, Jamie
The University of Sydney Business School
Steiner, Eva
University of Cambridge - Department of Land Economy
Tan, Kelvin Jui Keng
University of Queensland - Business School
Posted:
22 Aug 11
Last Revised:
16 Jan 12
170
(111,364)
 

9.  
Alcock, Jamie
The University of Sydney Business School
Auerswald, Diana
Goethe University Frankfurt - Department of Finance
Posted:
29 Feb 08
160
(117,575)
3

10.  
Alcock, Jamie
The University of Sydney Business School
Hatherley, Anthony
University of Queensland - Business School
Posted:
02 Feb 09
Last Revised:
18 May 09
122
(147,239)
 

11.  
Alcock, Jamie
The University of Sydney Business School
Auerswald, Diana
Goethe University Frankfurt - Department of Finance
Posted:
16 May 09
93
(178,873)
1

12.  
Alcock, Jamie
The University of Sydney Business School
Steiner, Eva
University of Cambridge - Department of Land Economy
Tan, Kelvin Jui Keng
University of Queensland - Business School
Posted:
08 Aug 14
Last Revised:
15 Aug 14
86
(188,026)
 

13.  
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options | Show Abstract | Download This Paper |
25th Australasian Finance and Banking Conference 2012
Number of Pages in PDF File: 30
Alcock, Jamie
The University of Sydney Business School
Smith, Godfrey
The University of Queensland
Posted:
28 Aug 12
Last Revised:
16 Feb 13
80
(196,539)
 

14.  
Alcock, Jamie
The University of Sydney Business School
Meyricke, Ramona
UNSW Australia Business School, School of Risk & Actuarial Studies
Posted:
05 Aug 14
Last Revised:
08 Aug 14
79
(198,091)
 

15.  
Alcock, Jamie
The University of Sydney Business School
Brotchie, James Peter
University of Queensland - Business School
Gray, Stephen
University of Queensland - Business School
Posted:
06 Feb 15
Last Revised:
24 Feb 15
46
(260,657)
 

16.  
Alcock, Jamie
The University of Sydney Business School
Hatherley, Anthony
University of Queensland - Business School
Posted:
07 Aug 14
45
(263,054)
 

17.  
Alcock, Jamie
The University of Sydney Business School
Steiner, Eva
University of Cambridge - Department of Land Economy
Posted:
25 Aug 14
35
(289,431)
 

18.  
Forecasting Stock Returns Using Model-Selection Criteria | Show Abstract | Add to Cart |
Economic Record, Vol. 81, pp. 135-151, June 2005
Number of Pages in PDF File: 17
Alcock, Jamie
The University of Sydney Business School
Gray, Philip
Monash University - Department of Banking and Finance
Posted:
20 May 05
18
(353,501)
1

19.  
Portfolio Construction Incorporating Asymmetric Dependence Structures: A User's Guide | Show Abstract | Add to Cart |
Accounting and Finance, Vol. 47, No. 3, pp. 447-472, September 2007
Number of Pages in PDF File: 26
Alcock, Jamie
The University of Sydney Business School
Hatherley, Anthony
University of Queensland - Business School
Posted:
18 Sep 07
16
(362,253)
5

20.  
Alcock, Jamie
The University of Sydney Business School
Steiner, Eva
University of Cambridge - Department of Land Economy
Tan, Kelvin Jui Keng
University of Queensland - Business School
Posted:
03 Dec 13
Last Revised:
10 Oct 14
 

21.  
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence | Show Abstract |
Journal of Real Estate Finance and Economics, Vol. 47, No. 3, 2013
Alcock, Jamie
The University of Sydney Business School
Glascock, John L.
University of Connecticut
Steiner, Eva
University of Cambridge - Department of Land Economy
Posted:
04 Sep 13
 

22.  
Alcock, Jamie
The University of Sydney Business School
Baum, Andrew
University of Oxford, Said Business School
Colley, Nicholas
Property Funds Research
Steiner, Eva
University of Cambridge - Department of Land Economy
Posted:
08 Feb 13
Last Revised:
20 Feb 14
 

23.  
Alcock, Jamie
The University of Sydney Business School
Finn, Frank
University of Queensland - Business School
Tan, Kelvin Jui Keng
University of Queensland - Business School
Posted:
25 Jan 08
Last Revised:
19 Dec 10
 


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