John L. Glascock

University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

Director of Real Estate Center/Professor

Storrs, CT 06269

United States

European Business School

Visiting Scholar

Gustav-Stresemann-Ring 3

Wiesbaden, Hessen 65189

Germany

SCHOLARLY PAPERS

35

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CITATIONS
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18

Scholarly Papers (35)

The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios

Number of pages: 28 Posted: 20 Jan 2006
John L. Glascock and Lynne J. Kelly
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and Howard University
Downloads 920 (23,810)

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International Real Estate Securities, Diversification, Property Type

The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios

Journal of Real Estate Finance and Economics, Vol. 34, No. 3, 2007
Posted: 09 Nov 2006
John L. Glascock and Lynne J. Kelly
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and Howard University

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2.

The Performance and Diversification Benefits of European Public Real Estate Securities

Number of pages: 41 Posted: 18 Apr 2006
Shaun A. Bond and John L. Glascock
University of Cincinnati and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 830 (28,081)
Citation 7

Abstract:

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real estate, diversification benefits, europe

The Riskiness of Reits Surrounding the October 1997 Stock Market Decline

Number of pages: 26 Posted: 05 Aug 2003
John L. Glascock, David Michayluk and Karyn Neuhauser
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, University of Technology Sydney (UTS) - School of Finance and Economics and George Washington University - Department of Finance
Downloads 755 (31,467)
Citation 2

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The Riskiness of Reits Surrounding the October 1997 Stock Market Decline

Journal of Real Estate Finance & Economics, Vol. 28, No. 3
Posted: 29 Jul 2003
John L. Glascock, David Michayluk and Karyn Neuhauser
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, University of Technology Sydney (UTS) - School of Finance and Economics and George Washington University - Department of Finance

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4.

Land Value Determination in an Emerging Market: Empirical Evidence from China

Number of pages: 28 Posted: 17 Jan 2008 Last Revised: 03 Feb 2014
University of Cambridge - Department of Land Economy, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, City University of Hong Kong and Renmin University of China
Downloads 472 (59,148)
Citation 2

Abstract:

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semi-parametric, kernel, nonparametric, hedonic price modeling

5.

Inflation Hedging Characteristics of Real Estate Assets in Hong Kong

Number of pages: 25 Posted: 30 Jul 2008
John L. Glascock, Lei Feng, Li Fan and Helen X. H. Bao
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, Renmin University of China, Gaw Capital Partners and University of Cambridge - Department of Land Economy
Downloads 364 (80,641)
Citation 2

Abstract:

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Real estate, Property returns, Inflation, Hedging

6.

Excess Return and Risk Characteristics of Asian Exchange Listed Real Estate

Number of pages: 20 Posted: 16 Jun 2006
John L. Glascock, Chiuling Lu and Raymond Wai-Man So
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, Yuan Ze University - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 348 (84,933)
Citation 2

Abstract:

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Real estate, market conditions, Asian markets

7.

Macroeconomic Effects on Stock Liquidity

Number of pages: 34 Posted: 25 Aug 2010
Ran Lu-Andrews and John L. Glascock
California Lutheran University, School of Management and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 301 (99,680)

Abstract:

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Liquidity, Macroeconomic Effects, Industrial Production

8.

The Profitability Premium in Real Estate Investment Trusts

Number of pages: 31 Posted: 08 Jan 2014
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management
Downloads 232 (130,840)
Citation 1

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Profitability, Real Estate Investment Trusts, Return predictability, FFO, earnings

9.

Corporate Real Estate and Sustainable Competitive Advantage

Journal of Real Estate Literature, Forthcoming
Number of pages: 20 Posted: 18 Jun 2010
Abraham Park and John L. Glascock
Pepperdine University and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 217 (139,645)

Abstract:

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Corporate Real Estate, strategy

Volatilities and Momentum Returns in Real Estate Investment Trusts

Number of pages: 35 Posted: 05 Feb 2008
Kathy Hung and John L. Glascock
California State University, East Bay and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 198 (152,005)
Citation 2

Abstract:

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asymmetric volatility, idiosyncratic volatility, aggregate market volatility, REITs, momentum trading strategy, GARCH-in-mean model

Volatilities and Momentum Returns in Real Estate Investment Trusts

Journal of Real Estate Finance and Economics, Vol. 41, No. 2, 2010
Posted: 05 Apr 2010
Kathy Hung and John L. Glascock
California State University, East Bay and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

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Asymmetric volatility, Idiosyncratic Volatility, Aggregate Market Volatility, REITs, Momentum Trading Strategy, GARCH-in-Mean Model

11.

A Hedonic Analysis of the Effects of Transport Accessibility on Flat Prices in Hong Kong

Number of pages: 26 Posted: 22 Aug 2008
John L. Glascock, Lei Feng, Yingmei Liu and Helen X. H. Bao
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, Renmin University of China, University of Cambridge and University of Cambridge - Department of Land Economy
Downloads 195 (154,418)

Abstract:

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House prices, Amenities, Subway, Transportation, Accessibility, Hong Kong

12.

Liquidity, Price Behavior, and Market-Related Events

Eastern Economic Journal, Forthcoming
Number of pages: 49 Posted: 17 Mar 2010 Last Revised: 02 Jun 2016
Ran Lu-Andrews and John L. Glascock
California Lutheran University, School of Management and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 129 (219,245)

Abstract:

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Liquidity, Market Events, Price Behavior, Reversals

13.

Option Market-Based Predictors of REIT Leverage Changes

Journal of Real Estate Finance and Economics, Forthcoming, Georgetown McDonough School of Business Research Paper No. 2577414
Number of pages: 28 Posted: 15 Mar 2015 Last Revised: 02 Jun 2016
Paul Borochin, John L. Glascock, Ran Lu-Andrews and Jie Yang
University of Miami, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, California Lutheran University, School of Management and Board of Governors of the Federal Reserve System
Downloads 101 (261,649)

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Capital Structure, Real Estate, REITs, Options, Implied Volatility

14.

The Asymmetric Conditional Beta-Return Relations of REITs

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 25 Posted: 04 Jun 2016 Last Revised: 21 Jul 2017
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management
Downloads 93 (276,180)

Abstract:

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REIT, Conditional Beta, Asymmetric Risk, Risk-return trade-off, CAPM

The Price Behavior of REITs Surrounding Extreme Market-Related Events

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 37 Posted: 05 Apr 2014 Last Revised: 23 Dec 2014
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management
Downloads 69 (333,631)

Abstract:

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Liquidity, REITs, Extreme Market Events, Event Study, Beta

The Price Behavior of REITs Surrounding Extreme Market-Related Events

Journal of Real Estate Finance and Economics, Vol. 51, No. 4, 2015
Posted: 24 Sep 2015
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management

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Liquidity; REITs; Extreme market events; Event study; Beta

16.

The Performance Impact of Strategic Corporate Real Estate in Franchise Organizations

Journal of Corporate Real Estate, Vol. 12, No. 2, pp. 82-95, 2010
Number of pages: 29 Posted: 22 Jun 2010
Abraham Park and John L. Glascock
Pepperdine University and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 64 (343,133)

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Corporate Real Estate, Franchises, Company Performance

17.

Geographic Proximity and Managerial Alignment: Evidence from Asset Sell-Offs by Real Estate Investment Trusts

Number of pages: 62 Posted: 05 Jan 2017 Last Revised: 13 Jan 2017
Chongyu Wang, Tingyu Zhou and John L. Glascock
University of Florida, Florida State University and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 49 (389,218)

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18.

Geographically Overlapping Real Estate Assets, Liquidity Spillovers, and Liquidity Multiplier Effects

University of Connecticut School of Business Research Paper No. 18-18
Number of pages: 32 Posted: 18 Apr 2018 Last Revised: 23 May 2018
Chongyu Wang, Jeffrey Cohen and John L. Glascock
University of Florida, University of Connecticut - School of Business and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies
Downloads 46 (399,680)

Abstract:

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Liquidity Spillovers, Liquidity Multiplier, Real Estate

19.

The Asymmmetric Conditional Beta-Return Relations of Reits

Journal of Real Estate Finance and Economics, Vol. 57, No. 2, 2018, University of Connecticut School of Business Research Paper No. 18-22
Posted: 27 Aug 2018 Last Revised: 14 Sep 2018
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management

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REIT, Conditional Beta, Asymmetric Risk, Risk-Return Trade-Off, CAPM

20.

A Review and Extension of Merger and Acquisition Research between REITs and General Corporations

Journal of Real Estate Literature, Forthcoming, University of Connecticut School of Business Research Paper No. 18-15
Posted: 30 Mar 2018 Last Revised: 20 Apr 2018
John L. Glascock, Ying Zhang and Tingyu Zhou
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, Fairfield University and Florida State University

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21.

Can Investors Hold More Real Estate? Evidence from Statistical Properties of Listed REIT Versus Non-REIT Property Companies in the U.S.

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Posted: 26 Mar 2018
John L. Glascock, Wikrom Prombutr, Ying Zhang and Tingyu Zhou
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, California State University, Long Beach, Fairfield University and Florida State University

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22.

Can Investors Hold More Real Estate? Evidence Form Statistical Properties of Listed REIT Versus Non-Reit Property Companies in the U.S.

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018, University of Connecticut School of Business Research Paper No. 18-13
Posted: 02 Mar 2018 Last Revised: 20 Apr 2018
Ying Zhang, John L. Glascock, Wikrom Prombutr and Tingyu Zhou
Fairfield University - Charles F. Dolan School of Business, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, California State University, Long Beach and Independent

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REITs; Listed property companies (LPCs); Cointegration; Causality; Portfolios

23.

Using Option Market Liquidity to Predict REIT Leverage Changes

Journal of Real Estate Finance and Economics, Vol. 55, No. 2, 2017
Posted: 06 Oct 2017 Last Revised: 11 Oct 2017
Paul Borochin, John L. Glascock, Ran Lu-Andrews and Jie Yang
University of Miami, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, California Lutheran University, School of Management and Board of Governors of the Federal Reserve System

Abstract:

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Capital Structure; Real Estate; REITs; Options; Liquidity

24.

International Direct Real Estate Risk Premiums in a Multi-Factor Estimation Model

Journal of Real Estate Finance and Economics, Vol. 51, No. 1, 2015
Posted: 29 May 2015
Ho (David) Kim Hin, Kwame Addae-Dapaah and John L. Glascock
Independent, Independent and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

Abstract:

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North and South Asia; US; Direct real estate; International risk premiums; Pooled-panel data; Multi-factor least squares model; Autoregressive de-smoothing; Macroeconomic variables and real estate variables

25.

Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence

Journal of Real Estate Finance and Economics, Vol. 47, No. 3, 2013
Posted: 04 Sep 2013
Jamie Alcock, John L. Glascock and Eva Steiner
The University of Sydney Business School, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and Cornell SC Johnson College of Business

Abstract:

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real estate, performance valuation, manipulation

An Examination of Macroeconomic Effects on the Liquidity of REITs

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 23 Dec 2012 Last Revised: 24 Jan 2013
Ran Lu-Andrews and John L. Glascock
California Lutheran University, School of Management and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

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REITs, liquidity, macroeconomics, business cycle

An Examination of Macroeconomic Effects on the Liquidity of REITs

Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Posted: 03 Jun 2014
John L. Glascock and Ran Lu-Andrews
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and California Lutheran University, School of Management

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REITs; Liquidity; Business cycles; Macroeconomic effects

27.

Does it Pay for Acquirers to Be Friendly?

Corporate Ownership and Control, Vol. 5, No. 2, pp. 327-342
Posted: 09 Jul 2007 Last Revised: 31 May 2009
Sema Dube, John L. Glascock and Rafael Romero
Yeditepe University, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and SUNY Institute of Technology

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acquisition, cash flow, performance, risk

28.

Is Hostility in the Merger and Acquisition Market Wasteful? Empirical Evidence of the Economic Costs of Hostility

Journal of Business and Securities Law, Vol. 7, Nos. 1-2, pp 9-49
Posted: 23 Mar 2006 Last Revised: 24 Nov 2008
Sema Dube, John L. Glascock and Mark Klock
Yeditepe University, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and Independent

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hostility, acquisition, cash flow, performance

Momentum Profitability and Market Trend: Evidence from REITs

Journal of Real Estate Finance and Economics, Vol. 37, No. 1, 2008
Posted: 29 Dec 2005 Last Revised: 21 Feb 2009
Kathy Hung and John L. Glascock
California State University, East Bay and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

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Real Estate Investment Trusts (REITs), Momentum Predictability, Market States, Dividend-Growth-Rate Model

Momentum Profitability and Market Trend: Evidence from REITs

Journal of Real Estate Finance and Economics, Vol. 37, No. 1, 2008
Posted: 02 Nov 2007
Kathy Hung and John L. Glascock
California State University, East Bay and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

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real estate investment trusts (REIT), momentum predictability, market states

30.

Effects of the Method of Payment and the Mode of Acquisition on Performance and Risk Metrics

International Journal of Managerial Finance, Vol. 2, No. 3, pp 176-195
Posted: 28 Dec 2005 Last Revised: 24 Nov 2008
Sema Dube and John L. Glascock
Yeditepe University and University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies

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acquisition, cash flow, performance, risk

31.

Reits Returns and Inflation: Perverse or Reverse Causality Effects?

The Journal of Real Estate Finance & Economics, Vol. 24, No. 3
Posted: 23 Apr 2002
John L. Glascock, Chiuling Lu and Raymond Wai-Man So
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, Yuan Ze University - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance

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Perverse Inflation Hedge, REITs, VECM

32.

Signaling with Convertible Debt

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, September 1995
Posted: 22 Oct 2000
Wallace N. Davidson, John L. Glascock and Thomas V. Schwartz
Southern Illinois University at Carbondale - Department of Finance, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and affiliation not provided to SSRN

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33.

Further Evidence on the Integration of REIT, Bond, and Stock Markets

The Journal of Real Estate Finance and Economics, Vol. 20, Issue 2 2000
Posted: 09 Nov 1999
John L. Glascock, Chiuling Lu and Raymond Wai-Man So
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, Yuan Ze University - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Finance

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34.

A Re-Examination of Corporate Selloffs of Real Estate Assets

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 12 No. 2
Posted: 03 May 1998
John L. Glascock, G. Geoffrey Booth and Salil Sarkar
University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies, Michigan State University - Department of Finance and Henderson State University

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35.

Analysis of REIT Ipos Using a Market Microstructure Approach: Anomalous Behavior or Asset Structure

THE J. OF REAL ESTATE FINANCE AND ECONOMICS
Posted: 09 Dec 1996
SUNY Institute of Technology at Utica/Rome - School of Management, University of Connecticut - School of Business - Center for Real Estate and Urban Economic Studies and MIT Realty Advisors

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