Details about John L. Glascock

Access statistics for papers by John L. Glascock.

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Short-id: pgl21

Journal Articles

2013

1. Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence
   The Journal of Real Estate Finance and Economics, 2013, 47, (3), 434-465 View citations (11)

2011

2. An analysis of failed takeover attempts and merger cancellations
   International Journal of Managerial Finance, 2011, 7, (4), 347-376 View citations (3)

2010

3. Volatilities and Momentum Returns in Real Estate Investment Trusts
   The Journal of Real Estate Finance and Economics, 2010, 41, (2), 126-149 View citations (27)

2008

4. Momentum Profitability and Market Trend: Evidence from REITs
   The Journal of Real Estate Finance and Economics, 2008, 37, (1), 51-69 View citations (26)

2007

5. The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios
   The Journal of Real Estate Finance and Economics, 2007, 34, (3), 369-384 View citations (11)

2005

6. Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan
   Review of Quantitative Finance and Accounting, 2005, 24, (4), 343-357 View citations (24)

2004

7. The Riskiness of REITs Surrounding the October 1997 Stock Market Decline
   The Journal of Real Estate Finance and Economics, 2004, 28, (4), 339-354 View citations (31)

2002

8. REIT Returns and Inflation: Perverse or Reverse Causality Effects?
   The Journal of Real Estate Finance and Economics, 2002, 24, (3), 301-17 View citations (43)

2000

9. Further Evidence on the Integration of REIT, Bond, and Stock Returns
   The Journal of Real Estate Finance and Economics, 2000, 20, (2), 177-94 View citations (121)
10. Introduction to the Special Issue: The Maturation of a Developing Industry: REITs in the 1990s
    The Journal of Real Estate Finance and Economics, 2000, 20, (2), 87-90 View citations (1)

1998

11. Analysis of REIT IPOs Using a Market Microstructure Approach: Anomalous Behavior or Asset Structure
    The Journal of Real Estate Finance and Economics, 1998, 16, (3), 243-56 View citations (10)
12. Mortgage Loan Rates and Deposit Costs: Are They Reliably Linked?
    The Journal of Real Estate Finance and Economics, 1998, 16, (1), 27-42 View citations (3)

1996

13. A Reexamination of Corporate Sell-Offs of Real Estate Assets
    The Journal of Real Estate Finance and Economics, 1996, 12, (2), 195-202 View citations (6)
14. A Test for Price Pressure Effects in Tender Offer Stock Repurchases
    The Financial Review, 1996, 31, (1), 25-49 View citations (2)

1995

15. Signaling with Convertible Debt
    Journal of Financial and Quantitative Analysis, 1995, 30, (3), 425-440 View citations (26)
16. The Formation of Public Utility Holding Companies and Their Subsequent Diversification Activity
    Journal of Regulatory Economics, 1995, 7, (2), 199-214 View citations (1)
17. Voting Rights and Market Reaction to Dual Class Common Stock Issues
    The Financial Review, 1995, 30, (2), 275-87 View citations (2)

1994

18. Common Stock Returns in Corporate Takeover Bids: The Case of Brokerage House Acquisitions
    The Financial Review, 1994, 29, (1), 77-96 View citations (3)
19. On the Supply of Landlord Labor in Small Real Estate Rental Firms
    The Journal of Real Estate Finance and Economics, 1994, 8, (1), 21-33

1993

20. An Analysis of Office Market Rents: Parameter Constancy and Unobservable Variables
    Journal of Real Estate Research, 1993, 8, (4), 625-638 View citations (2)
21. On the Real Estate Market Efficiency
    The Journal of Real Estate Finance and Economics, 1993, 7, (1), 55-72 View citations (12)
22. Owner Tenancy as Credible Commitment under Uncertainty
    Real Estate Economics, 1993, 21, (1), 69-82 View citations (4)

1992

23. Testing Beta Stationarity across Bond Rating Changes
    The Financial Review, 1992, 27, (4), 607-18 View citations (19)

1991

24. Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic
    Journal of Economics and Business, 1991, 43, (1), 49-57 View citations (1)
25. Market Conditions, Risk, and Real Estate Portfolio Returns: Some Empirical Evidence
    The Journal of Real Estate Finance and Economics, 1991, 4, (4), 367-73 View citations (18)
26. The Gains from Corporate Selloffs: The Case of Real Estate Assets
    Real Estate Economics, 1991, 19, (4), 567-582 View citations (12)

1990

27. An Analysis of Office Market Rents: Some Empirical Evidence
    Real Estate Economics, 1990, 18, (1), 105-119 View citations (30)

1989

28. An Analysis of the Acquisition and Disposition of Real Estate Assets
    Journal of Real Estate Research, 1989, 4, (3), 131-140 View citations (11)
29. Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square
    The Financial Review, 1989, 24, (1), 123-34 View citations (16)
30. Real Estate Returns, Money and Fiscal Deficits: Is the Real Estate Market Efficient?
    The Journal of Real Estate Finance and Economics, 1989, 2, (3), 197-208 View citations (25)

1988

31. Equity Return Behavior Around the Formation of Insurance Captives
    Journal of Insurance Issues, 1988, 11, (1), 21-33

1984

32. Rate-of-Return Attrition and Inflation-Induced Penalties in Public Utility Common Stocks
    The Energy Journal, 1984, Volume 5, (Number 4), 65-72