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Asymmetric dependence in real estate investment trusts : an asset-pricing analysis

Alcock, Jamie; Andrlikova, Petra - In: The journal of real estate finance and economics 56 (2018) 2, pp. 183-216

Persistent link: https://www.econbiz.de/10011966511

Fundamental drivers of dependence in reit returns

Alcock, Jamie; Steiner, Eva - In: The journal of real estate finance and economics 57 (2018) 1, pp. 4-42

Persistent link: https://www.econbiz.de/10012038835

Non-parametric American option valuation using Cressie-Read divergences

Alcock, Jamie; Smith, Godfrey - In: Australian journal of management 42 (2017) 2, pp. 252-275

Persistent link: https://www.econbiz.de/10011774878

The interrelationships between REIT capital structure and investment

Alcock, Jamie; Steiner, Eva - In: Abacus : a journal of accounting, finance and business … 53 (2017) 3, pp. 371-394

Persistent link: https://www.econbiz.de/10011818393

Unexpected inflation, capital structure, and real risk-adjusted firm performance

Alcock, Jamie; Steiner, Eva - In: Abacus : a journal of accounting, finance and business … 53 (2017) 2, pp. 273-298

Persistent link: https://www.econbiz.de/10011803433

Characterizing the asymmetric dependence premium

Alcock, Jamie; Hatherley, Anthony - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1701-1737

Persistent link: https://www.econbiz.de/10011804348

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

Alcock, Jamie; Glascock, John; Steiner, Eva - In: The Journal of Real Estate Finance and Economics 47 (2013) 3, pp. 434-465

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/10010989341

A simulation analysis of the market effect of the Australian Broadcasting Corporation

Alcock, Jamie; Docwra, George - In: Information Economics and Policy 17 (2005) 4, pp. 407-427

Persistent link: https://www.econbiz.de/10005261968

The determinants of debt maturity in Australian firms

Alcock, Jamie; Finn, Frank; Tan, Kelvin Jui Keng - In: Accounting and Finance 52 (2012) 2, pp. 313-341

Persistent link: https://www.econbiz.de/10010543036

Volatile earnings growth, the price of earnings and the Value premium

Alcock, Jamie; Mollee, Thomas; Wood, James - In: Quantitative Finance 11 (2011) 6, pp. 805-815

Persistent link: https://www.econbiz.de/10009215061