Greg H. MacKinnon

Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Assistant Professor

Halifax, Nova Scotia B3H 3C3 B3H 3C3

Canada

SCHOLARLY PAPERS

9

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6,289

CITATIONS
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Top 9,949

in Total Papers Citations

55

Scholarly Papers (9)

1.

Explaining the Discount to NAV in REIT Pricing: Noise or Information?

Number of pages: 44 Posted: 20 Feb 2001
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 2,193 (6,058)
Citation 11

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The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns

Number of pages: 27 Posted: 15 Jul 2000
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 1,691 (9,232)
Citation 40

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The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns

Journal of Real Estate Finance & Economics, Vol. 27, No. 1
Posted: 11 Dec 2002
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Abstract:

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REITs, volatility, variance decomposition, return factors

3.

Valuation Uncertainty and Ipo'S: Investment Bank Versus Commercial Bank Underwriters

Saint Mary's University Working Paper
Number of pages: 34 Posted: 26 Dec 2000
Gregory Hebb and Greg H. MacKinnon
Dalhousie University - School of Business Administration and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 997 (21,429)
Citation 2

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Commercial banks, conflict of interest, initial public offerings, underwriters, bid-ask spread

4.

Corporate Spinoffs and Information Asymmetry between Investors

Number of pages: 37 Posted: 15 Apr 2001
Mark R. Huson and Greg H. MacKinnon
University of Alberta - Department of Finance and Statistical Analysis and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 691 (35,891)
Citation 16

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spinoffs, information asymmetry, focus, transaction costs

Measuring and Explaining Changes in REIT Liquidity: Moving Beyond the Bid/Ask Spread

Number of pages: 34 Posted: 29 Jun 1998
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 567 (46,021)
Citation 11

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Measuring and Explaining Changes in REIT Liquidity: Moving Beyond the Bid/Ask Spread

Real Estate Economics
Posted: 16 Sep 1999
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Abstract:

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6.

Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation

Journal of Real Estate Research (JRER), Vol. 30, No. 2, 2008
Number of pages: 36 Posted: 24 Jan 2008 Last Revised: 30 Dec 2008
Jim Clayton, Greg H. MacKinnon and Liang Peng
University of Connecticut School of Business, Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science and Smeal College of Business, The Pennsylvania State University
Downloads 147 (196,372)
Citation 9

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time variation, market liquidity, valuation strategy, optimal valuation

7.

Real Estate for the Long Term: The Effect of Return Predictability on Long-Horizon Allocations

Real Estate Economics, Vol. 37, Issue 1, pp. 117-153, Spring 2009
Number of pages: 37 Posted: 27 Apr 2009
Greg H. MacKinnon and Ashraf Al Zaman
Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science and affiliation not provided to SSRN
Downloads 3 (621,266)
Citation 21
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8.

Low Volatility Investing in U.S. Equity REITs

International Real Estate Review, Forthcoming
Posted: 24 Dec 2015
Jon Spinney and Greg H. MacKinnon
Vestcor Investment Management and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Abstract:

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REITs, low volatility anomaly, portfolio construction

9.

Liquidity and Tick Size: Does Decimalization Matter?

Journal of Financial Research
Posted: 09 Feb 1999
Howard B. Nemiroff and Greg H. MacKinnon
Carleton University - Sprott School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

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