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Alcock, Jamie


 SSRN Author Rank: 9,494 by Downloads
 Associate Professor of Finance
 

The University of Sydney Business School


 Cnr. of Codrington and Rose Streets
 Sydney, NSW 2006
 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
2,841
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 |
23rd Australasian Finance and Banking Conference 2010 Paper
Working Paper Series
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
749
(17,637)
 

2.  
Nonparametric American Option Pricing | Show Abstract | Download |
20th Australasian Finance & Banking Conference 2007 Paper
Working Paper Series
Alcock, Jamie
The University of Sydney Business School
Carmichael, Trent A.
University of Queensland
Posted:
18 Sep 07
322
(53,375)
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
248
(71,503)
 

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
185
(96,231)
1

5.  
Alcock, Jamie
The University of Sydney Business School
Hatherley, Anthony
University of Queensland - Business School
Posted:
18 Sep 07
Last Revised:
07 Apr 08
182
(97,712)
 

6.   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
181
(98,193)
 

7.  
Future Earnings Growth Volatility and the Value Premium | Show Abstract | Download |
24th Australasian Finance and Banking Conference 2011 Paper, Midwest Finance Association 2012 Annual Meetings Paper
Working Paper Series
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
168
(105,171)
 

8.  
Alcock, Jamie
The University of Sydney Business School
Auerswald, Diana
Goethe University Frankfurt - Department of Finance
Posted:
29 Feb 08
159
(110,591)
3

9.  
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
153
(114,491)
 

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
117
(142,435)
 

11.  
Alcock, Jamie
The University of Sydney Business School
Auerswald, Diana
Goethe University Frankfurt - Department of Finance
Posted:
16 May 09
92
(168,882)
1

12.  
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012
Working Paper Series
Alcock, Jamie
The University of Sydney Business School
Smith, Godfrey
The University of Queensland
Posted:
28 Aug 12
Last Revised:
16 Feb 13
70
(199,435)
 

13.  
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
66
(205,924)
 

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
59
(218,149)
 

15.  
Alcock, Jamie
The University of Sydney Business School
Hatherley, Anthony
University of Queensland - Business School
Posted:
07 Aug 14
42
(253,791)
 

16.  
Forecasting Stock Returns Using Model-Selection Criteria | Show Abstract | Download |
Economic Record, Vol. 81, pp. 135-151, June 2005
Accepted Paper Series
Alcock, Jamie
The University of Sydney Business School
Gray, Philip
Monash University - Department of Accounting and Finance
Posted:
20 May 05
18
(332,062)
1

17.  
Portfolio Construction Incorporating Asymmetric Dependence Structures: A User's Guide | Show Abstract | Download |
Accounting and Finance, Vol. 47, No. 3, pp. 447-472, September 2007
Accepted Paper Series
Alcock, Jamie
The University of Sydney Business School
Hatherley, Anthony
University of Queensland - Business School
Posted:
18 Sep 07
16
(340,476)
5

18.  
Alcock, Jamie
The University of Sydney Business School
Steiner, Eva
University of Cambridge - Department of Land Economy
Posted:
25 Aug 14
14
(349,056)
 

19.  
Joint Leverage and Maturity Choices in Real Estate Firms: The Role of the REIT Status | Show Abstract |
Journal of Real Estate Finance and Economics, 2014, 48(1), 57-78
Accepted Paper Series
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
 

20.  
Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence | Show Abstract |
Journal of Real Estate Finance and Economics, Vol. 47, No. 3, 2013
Accepted Paper Series
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
 

21.  
The Role of Financial Leverage in the Performance of Private Equity Real Estate Funds | Show Abstract |
Journal of Portfolio Management, 2013, 39(5), 99-110
Accepted Paper Series
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
 

22.  
Mismatched! An Empirical Examination of Traditional Debt Maturity Theories in Australian Firms | Show Abstract |
Second Singapore International Conference on Finance 2008
Working Paper Series
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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