Similar Search Results

Narrow search

Announcement effects of Moody's Bond rating changes on equity returns

Glascock, John Leslie - In: Quarterly journal of business and economics : QJBE 26 (1987) 3, pp. 67-78

Persistent link: https://www.econbiz.de/10001046478

Inferring risk preferences from a two-asset market

Meyer, Donald J. - In: Applied economics 23 (1991) 1, pp. 65-71

Persistent link: https://www.econbiz.de/10001104411

Testing beta stationarity across bond rating changes

Impson, C. Michael; Karafiath, Impre; Glascock, John Leslie - In: The financial review : the official publication of the … 27 (1992) 4, pp. 607-618

Persistent link: https://www.econbiz.de/10002110934

Manipulation in U.S. REIT investment performance evaluation : empirical evidence

Alcock, Jamie; Glascock, John Leslie; Steiner, Eva - In: The journal of real estate finance and economics 47 (2013) 3, pp. 434-465

Persistent link: https://www.econbiz.de/10010200516

The relative effect of property type and country factors in reduction of risk of internationally diversified real estate portfolios

Glascock, John Leslie; Kelly, Lynne J. - In: The journal of real estate finance and economics 34 (2007) 3, pp. 369-384

Persistent link: https://www.econbiz.de/10003491281

Can investors hold more real estate? : evidence from statistical properties of listed REIT versus non-REIT property companies in the U.S.

Glascock, John Leslie; Prombutr, Wikrom; Zhang, Ying; … - In: The journal of real estate finance and economics 56 (2018) 2, pp. 274-302

Persistent link: https://www.econbiz.de/10011966529

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

Alcock, Jamie - 2013

We investigate whether Real Estate Investment Trust (REIT) managers actively manipulate performance measures in spite of the strict regulation under the REIT regime. We provide empirical evidence that is consistent with this hypothesis. Specifically, manipulation strategies may rely on the...

Persistent link: https://www.econbiz.de/10013076711