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Glascock, John L.'s
Scholarly Papers
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Total
Downloads
3,480 |
Total
Citations
20 |
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1.
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Bond, Shaun A.
University of Cincinnati Glascock, John L.
University of Connecticut
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660
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real estate, diversification benefits, europe
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2.
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The Riskiness of REITs Surrounding the October 1997 Stock Market Decline
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Glascock, John L.
University of Connecticut Michayluk, David
University of Technology, Sydney Neuhauser, Karyn
George Washington University - Department of Finance
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Posted:
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29 Jul 03
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Last Revised:
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24 Oct 03
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625
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Glascock, John L.
University of Connecticut Michayluk, David
University of Technology, Sydney Neuhauser, Karyn
George Washington University - Department of Finance
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625
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Glascock, John L.
University of Connecticut Michayluk, David
University of Technology, Sydney Neuhauser, Karyn
George Washington University - Department of Finance
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3.
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The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios
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Glascock, John L.
University of Connecticut Kelly, Lynne J.
Howard University
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Posted:
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20 Jan 06
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Last Revised:
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06 Dec 06
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527
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6
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Glascock, John L.
University of Connecticut Kelly, Lynne J.
Howard University
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Glascock, John L.
University of Connecticut Kelly, Lynne J.
Howard University
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527
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International Real Estate Securities, Diversification, Property Type
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4.
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Bao, Helen X.
University of Cambridge - Department of Land Economy Glascock, John L.
University of Connecticut Zhou, Sherry Zhefang
City University of Hong Kong
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376
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semi-parametric, kernel, nonparametric, hedonic price modeling
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5.
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Glascock, John L.
University of Connecticut Lu, Chiuling
Yuan Ze University - Department of Finance So, Raymond Wai-Man
Chinese University of Hong Kong (CUHK) - Department of Finance
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300
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2
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Real estate, market conditions, Asian markets
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6.
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Glascock, John L.
University of Connecticut Feng, Lei
Renmin University of China Fan, Li
Gaw Capital Partners Bao, Helen X.
University of Cambridge - Department of Land Economy
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237
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Real estate, Property returns, Inflation, Hedging
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7.
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Volatilities and Momentum Returns in Real Estate Investment Trusts
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Hung, Kathy
California State University, East Bay Glascock, John L.
University of Connecticut
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Posted:
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05 Feb 08
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Last Revised:
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05 Apr 10
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153
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Hung, Kathy
California State University, East Bay Glascock, John L.
University of Connecticut
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0
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Asymmetric volatility, Idiosyncratic Volatility, Aggregate Market Volatility, REITs, Momentum Trading Strategy, GARCH-in-Mean Model
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Hung, Kathy
California State University, East Bay Glascock, John L.
University of Connecticut
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153
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3
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asymmetric volatility, idiosyncratic volatility, aggregate market volatility, REITs, momentum trading strategy, GARCH-in-mean model
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8.
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Lu-Andrews, Ran
Menlo College Glascock, John L.
University of Connecticut
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147
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Liquidity, Macroeconomic Effects, Industrial Production
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9.
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Glascock, John L.
University of Connecticut Feng, Lei
Renmin University of China Liu, Yingmei
University of Cambridge Bao, Helen X.
University of Cambridge - Department of Land Economy
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145
(100,885)
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House prices, Amenities, Subway, Transportation, Accessibility, Hong Kong
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10.
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Park, Abraham
Pepperdine University Glascock, John L.
University of Connecticut
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120
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Corporate Real Estate, strategy
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11.
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Alcock, Jamie
University of Cambridge - Department of Land Economy Glascock, John L.
University of Connecticut Steiner, Eva
The University of Cambridge - Department of Land Economy
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86
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12.
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Lu-Andrews, Ran
Menlo College Glascock, John L.
University of Connecticut Slezak, Steve L.
University of Cincinnati - Department of Finance - Real Estate
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17 Mar 10
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Last Revised:
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05 Sep 10
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65
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Liquidity, Market Events, Price Behavior, Reversals
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13.
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Park, Abraham
Pepperdine University Glascock, John L.
University of Connecticut
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39
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Corporate Real Estate, Franchises, Company Performance
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14.
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Lu-Andrews, Ran
Menlo College Glascock, John L.
University of Connecticut
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23 Dec 12
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Last Revised:
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24 Jan 13
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REITs, liquidity, macroeconomics, business cycle
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15.
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Dube, Sema
Yeditepe University Glascock, John L.
University of Connecticut Romero, Rafael
SUNY Institute of Technology
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09 Jul 07
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Last Revised:
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31 May 09
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acquisition, cash flow, performance, risk
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16.
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Dube, Sema
Yeditepe University Glascock, John L.
University of Connecticut Klock, Mark
Penn State Law
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23 Mar 06
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Last Revised:
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24 Nov 08
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hostility, acquisition, cash flow, performance
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17.
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Momentum Profitability and Market Trend: Evidence from REITs
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Hung, Kathy
California State University, East Bay Glascock, John L.
University of Connecticut
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Posted:
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29 Dec 05
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Last Revised:
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21 Feb 09
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Hung, Kathy
California State University, East Bay Glascock, John L.
University of Connecticut
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0
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real estate investment trusts (REIT), momentum predictability, market states
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Hung, Kathy
California State University, East Bay Glascock, John L.
University of Connecticut
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29 Dec 05
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Last Revised:
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21 Feb 09
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0
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Real Estate Investment Trusts (REITs), Momentum Predictability, Market States, Dividend-Growth-Rate Model
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18.
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Dube, Sema
Yeditepe University Glascock, John L.
University of Connecticut
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28 Dec 05
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Last Revised:
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24 Nov 08
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acquisition, cash flow, performance, risk
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19.
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Glascock, John L.
University of Connecticut Lu, Chiuling
Yuan Ze University - Department of Finance So, Raymond Wai-Man
Chinese University of Hong Kong (CUHK) - Department of Finance
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Perverse Inflation Hedge, REITs, VECM
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20.
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Davidson, Wallace N.
Southern Illinois University at Carbondale - Department of Finance Glascock, John L.
University of Connecticut Schwartz, Thomas V.
affiliation not provided to SSRN
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21.
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Glascock, John L.
University of Connecticut Lu, Chiuling
Yuan Ze University - Department of Finance So, Raymond Wai-Man
Chinese University of Hong Kong (CUHK) - Department of Finance
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22.
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Glascock, John L.
University of Connecticut Booth, G. Geoffrey
Michigan State University - Department of Finance Sarkar, Salil
Henderson State University
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23.
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Varshney, Sanjay B.
SUNY Institute of Technology at Utica/Rome - School of Management Glascock, John L.
University of Connecticut Hughes Jr., William T.
MIT Realty Advisors
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