Details about John L. Glascock

Access statistics for papers by John L. Glascock.

Last updated 2009-06-24. Update your information in the RePEc Author Service.

Short-id: pgl21

Journal Articles

2008

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

2007

2. 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

2006

3. Stock Market Linkages Before and After the Asian Financial Crisis: Evidence from Three Greater China Economic Area Stock Markets and the US
   Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2006, 09, (02), 297-315 View citations

2005

4. 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

2004

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

2002

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

2000

7. 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
8. 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

1998

9. 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. Mortgage Loan Rates and Deposit Costs: Are They Reliably Linked?
    The Journal of Real Estate Finance and Economics, 1998, 16, (1), 27-42

1996

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

1995

13. Signaling with Convertible Debt
    Journal of Financial and Quantitative Analysis, 1995, 30, (03), 425-440 View citations
14. The Formation of Public Utility Holding Companies and Their Subsequent Diversification Activity
    Journal of Regulatory Economics, 1995, 7, (2), 199-214 View citations
15. Voting Rights and Market Reaction to Dual Class Common Stock Issues
    The Financial Review, 1995, 30, (2), 275-87 View citations

1994

16. Common Stock Returns in Corporate Takeover Bids: The Case of Brokerage House Acquisitions
    The Financial Review, 1994, 29, (1), 77-96 View citations
17. 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

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

1992

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

1991

22. 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
23. Inferring Risk Preferences from a Two-Asset Market
    Applied Economics, 1991, 23, (1), 65-71
24. Market Conditions, Risk, and Real Estate Portfolio Returns: Some Empirical Evidence
    The Journal of Real Estate Finance and Economics, 1991, 4, (4), 367-73
25. The Gains from Corporate Selloffs: The Case of Real Estate Assets
    Real Estate Economics, 1991, 19, (4), 567-582 View citations

1990

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

1989

27. An Analysis of the Acquisition and Disposition of Real Estate Assets
    Journal of Real Estate Research, 1989, 4, (3), 131-140 View citations
28. Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square
    The Financial Review, 1989, 24, (1), 123-34 View citations
29. 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