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Citations of
Carmelo Giaccotto

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Erasmo Giambona & Carmelo Giaccotto & C.F. Sirmans, 2005. "The Long-Run Performance of REIT Stock Repurchases," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 33(2), pages 351-380, 06. [Downloadable!] (restricted)

    Cited by:

    1. Gregory L. Adams & James C. Brau & Andrew Holmes, 2007. "REIT Stock Repurchases: Completion Rates, Long - Run Returns, and the Straddle Hypothesis," Journal of Real Estate Research, American Real Estate Society, vol. 29(2), pages 115-136. [Downloadable!]
    2. Robert Campbell & Erasmo Giambona & C. Sirmans, 2009. "The Long-Horizon Performance of REIT Mergers," The Journal of Real Estate Finance and Economics, Springer, vol. 38(2), pages 105-114, February. [Downloadable!] (restricted)

  2. Clapp, John M. & Giaccotto, Carmelo, 1998. "Residential Hedonic Models: A Rational Expectations Approach to Age Effects," Journal of Urban Economics, Elsevier, vol. 44(3), pages 415-437, November. [Downloadable!] (restricted)

    Cited by:

    1. Stephen Malpezzi, . "Hedonic Pricing Models: A Selective and Applied Review," Wisconsin-Madison CULER working papers 02-05, University of Wisconsin Center for Urban Land Economic Research. [Downloadable!]
    2. Daniel P. McMillen, 2002. "The center restored: Chicago's residential price gradient reemerges," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q II, pages 2-11. [Downloadable!]
    3. Bun Lee & Eui-Chul Chung & Yong Kim, 2004. "Dwelling Age, Redevelopment, and Housing Prices: The Case of Apartment Complexes in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 55-80, October. [Downloadable!] (restricted)
    4. Rainer Schulz & Axel Werwatz, 2008. "House Prices and Replacement Cost: A Micro-Level Analysis," SFB 649 Discussion Papers SFB649DP2008-013, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    5. Jeffrey D. Fisher & Brent C Smith & Jerrold J. Stern & R. Brian Webb, 2005. "Analysis of Economic Depreciation for Multi-Family Property," Journal of Real Estate Research, American Real Estate Society, vol. 27(4), pages 355-370. [Downloadable!]
    6. K. Chau & S. Wong & C. Yiu, 2005. "Adjusting for Non-Linear Age Effects in the Repeat Sales Index," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 137-153, September. [Downloadable!] (restricted)
    7. John Corgel, 2007. "Technological Change as Reflected in Hotel Property Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 34(2), pages 257-279, February. [Downloadable!] (restricted)

  3. Clapp, John M & Giaccotto, Carmelo, 1998. "Price Indices Based on the Hedonic Repeat-Sales Method: Application to the Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 16(1), pages 5-26, January. [Downloadable!] (restricted)

    Cited by:

    1. Stephen Malpezzi, . "Hedonic Pricing Models: A Selective and Applied Review," Wisconsin-Madison CULER working papers 02-05, University of Wisconsin Center for Urban Land Economic Research. [Downloadable!]
    2. Steven Bourassa & Donald Haurin & Jessica Haurin & Martin Hoesli & Jian Sun, 2007. "House Price Changes and Idiosyncratic Risk: The Impact of Property Characteristics," Working Papers 07-03, Ohio State University, Department of Economics. [Downloadable!]
      Other versions:

  4. Hoesli, Martin & Giaccotto, Carmelo & Favarger, Philippe, 1997. "Three New Real Estate Price Indices for Geneva, Switzerland," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 93-109, July. [Downloadable!] (restricted)

    Cited by:

    1. Eric Clapham & Peter Englund & John Quigley & Christian Redfearn, 2006. "Revisiting the Past and Settling the Score: Index Revision for House Price Derivatives," Berkeley Program on Housing and Urban Policy, Working Paper Series 1059, Berkeley Program on Housing and Urban Policy. [Downloadable!]
      Other versions:
    2. Arnaud Simon, 2009. "Quantifying the reversibility phenomenon for the repeat-sales index," Journal of Real Estate Research, American Real Estate Society, vol. 31(1), pages 27-62. [Downloadable!]
    3. Stephen Malpezzi, . "Hedonic Pricing Models: A Selective and Applied Review," Wisconsin-Madison CULER working papers 02-05, University of Wisconsin Center for Urban Land Economic Research. [Downloadable!]
    4. Berg, Lennart, 2001. "Prices and Constant Quality Price Indexes for Multi-Dwelling and Commercial Buildings in Sweden," Working Paper Series 2002:2, Uppsala University, Department of Economics. [Downloadable!]

  5. Giaccotto, Carmelo & Sfiridis, James M., 1996. "Hypothesis testing in event studies: The case of variance changes," Journal of Economics and Business, Elsevier, vol. 48(4), pages 349-370, October. [Downloadable!] (restricted)

    Cited by:

    1. Taoufik Bouraoui, 2009. "The impact of stock spams on volatility," EconomiX Working Papers 2009-30, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
    2. J. David Cummins & Christopher M. Lewis, 2002. "Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-term Contracting in the Insurance Market: The Case of Terrorism Insurance," Center for Financial Institutions Working Papers 02-40, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
    3. Larry Prather & Ting-Heng Chu & Paul Bayes, 2009. "Market reactions to announcements to expense options," Journal of Economics and Finance, Springer, vol. 33(3), pages 223-245, July. [Downloadable!] (restricted)
    4. Hsieh, Hui-Yuan & Forster, John, 2007. "Market External Events as Triggers of the 1991-1997 Residential Construction Peak in Taiwan," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, vol. 37(1), pages 15-40, March. [Downloadable!]
    5. James M. Sfiridis & Alan E. Gelfand, 2002. "A survey of sampling-based Bayesian analysis of financial data," Applied Mathematical Finance, Taylor and Francis Journals, vol. 9(4), pages 273-291, December. [Downloadable!] (restricted)

  6. Clapp John M. & Giaccotto Carmelo, 1994. "The Influence of Economic Variables on Local House Price Dynamics," Journal of Urban Economics, Elsevier, vol. 36(2), pages 161-183, September. [Downloadable!] (restricted)

    Cited by:

    1. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Department of City and Regional Development, Vienna University of Economics and Business Administration. [Downloadable!]
    2. Min Hwang & John Quigley, 2006. "Economic Fundamentals in Local Housing Markets: Evidence from U.S. Metropolitan Regions," Berkeley Program on Housing and Urban Policy, Working Paper Series 1050, Berkeley Program on Housing and Urban Policy. [Downloadable!]
      Other versions:
    3. Joe Tak-Yun Wong & Eddie Hui & William Seabrooke & John Raftery, 2005. "A study of the Hong Kong property market: housing price expectations," Construction Management & Economics, Taylor and Francis Journals, vol. 23(7), pages 757-765, September. [Downloadable!] (restricted)
    4. Robert Edelstein & Desmond Tsang, 2007. "Dynamic Residential Housing Cycles Analysis," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 295-313, October. [Downloadable!] (restricted)
    5. Su Han Chan & Ko Wang & Jing Yang, 2003. "Pricing Factors in Real Estate Markets: A Simple Preference Based Approach," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 102-120. [Downloadable!]
    6. Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August. [Downloadable!] (restricted)
    7. Bun Lee & Eui-Chul Chung & Yong Kim, 2004. "Dwelling Age, Redevelopment, and Housing Prices: The Case of Apartment Complexes in Seoul," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 55-80, October. [Downloadable!] (restricted)
    8. Changrong Deng & Yongkai Ma & Yao-Min Chiang, 2009. "The Dynamic Behavior of Chinese Housing Prices," International Real Estate Review, Asian Real Estate Society, vol. 12(2), pages 121-134. [Downloadable!]
    9. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]
    10. Stan McMillen & Bobur Alimov & Na Li Dawson & Tapas Ray, 2000. "The Economic Impact of the Mashantucket Pequot Tribal Nation Operations on Connecticut," CCEA Studies 2000-08, University of Connecticut, Connecticut Center for Economic Analysis. [Downloadable!]

  7. Clapp, John M & Giaccotto, Carmelo, 1992. "Estimating Price Trends for Residential Property: A Comparison of Repeat Sales and Assessed Value Methods," The Journal of Real Estate Finance and Economics, Springer, vol. 5(4), pages 357-74, December.

    Cited by:

    1. Karl E. Case & Christopher J. Mayer, 1995. "Housing price dynamics within a metropolitan area," Working Papers 95-3, Federal Reserve Bank of Boston. [Downloadable!]
      Other versions:
    2. Jeff Fisher & David Geltner & Henry Pollakowski, 2007. "A Quarterly Transactions-based Index of Institutional Real Estate Investment Performance and Movements in Supply and Demand," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 5-33, January. [Downloadable!] (restricted)
    3. Andre H. Gao & George H. K. Wang, 2007. "Multiple Transactions Model: A Panel Data Approach to Estimate Housing Market Indices," Journal of Real Estate Research, American Real Estate Society, vol. 29(3), pages 241-266. [Downloadable!]
    4. J’Noel Gardiner & Jeffrey Heisler & Jarl Kallberg & Crocker Liu, 2007. "The Impact of Dual Agency," The Journal of Real Estate Finance and Economics, Springer, vol. 35(1), pages 39-55, July. [Downloadable!] (restricted)
    5. Peter Englund & John Quigley & Christian Redfearn, 2006. "Do Housing Transactions Provide Misleading Evidence about the Course of Housing Values?," Berkeley Program on Housing and Urban Policy, Working Paper Series 1009, Berkeley Program on Housing and Urban Policy. [Downloadable!]
    6. Christopher J. Meyer, 1993. "Assessing the performance of real estate auctions," Working Papers 93-1, Federal Reserve Bank of Boston. [Downloadable!]
    7. Robert J. Hill & Daniel Melser & Iqbal Syed, 2009. "Measuring a Boom and Bust: The Sydney Housing Market 2001-2006," Discussion Papers 2009-08, School of Economics, The University of New South Wales. [Downloadable!]
    8. Min Hwang & John Quigley, 2006. "Selectivity, Quality Adjustment and Mean Reversion in the Measurement of House Values," Berkeley Program on Housing and Urban Policy, Working Paper Series 1046, Berkeley Program on Housing and Urban Policy. [Downloadable!]
      Other versions:
    9. Earl D. Benson & Julia L. Hansen & Arthur L. Schwartz, Jr. & Gregory T. Smersh, 1997. "The Influence of Canadian Investment on U.S. Residential Property Values," Journal of Real Estate Research, American Real Estate Society, vol. 13(3), pages 231-250. [Downloadable!]
    10. G. Donald Jud & Terry G. Seaks, 1994. "Sample Selection Bias in Estimating Housing Sales Prices," Journal of Real Estate Research, American Real Estate Society, vol. 9(3), pages 289-298. [Downloadable!]
    11. John M. Clapp & Anupam Nanda & Stephen L. Ross, 2005. "Which School Attributes Matter? The Influence of School District Performance and Demographic Composition on Property Values," Working papers 2005-26, University of Connecticut, Department of Economics, revised Jan 2007. [Downloadable!]
      Other versions:
    12. Denis Conniffe & David Duffy, 1999. "Irish House Price Indices ? Methodological Issues," Papers WP110, Economic and Social Research Institute (ESRI). [Downloadable!]
      Other versions:
    13. Gunnelin, Åke & Söderberg, Bo, 2002. "Term Structures in the Office Rental Market in Stockholm," SIFR Research Report Series 6, Institute for Financial Research. [Downloadable!]
    14. Kicki Björklund & Bo Söderberg, 1999. "Property Cycles, Speculative Bubbles and the Gross Income Multiplier," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 151-174. [Downloadable!]
    15. Randall S. Guttery & C. F. Sirmans, 1998. "Aggregation Bias in Price Indices for Multi-Family Rental Properties," Journal of Real Estate Research, American Real Estate Society, vol. 15(3), pages 309-326. [Downloadable!]
    16. Barrett A. Slade, 2000. "Office Rent Determinants during Market Decline and Recovery," Journal of Real Estate Research, American Real Estate Society, vol. 20(3), pages 357-380. [Downloadable!]
    17. K. Chau & S. Wong & C. Yiu, 2005. "Adjusting for Non-Linear Age Effects in the Repeat Sales Index," The Journal of Real Estate Finance and Economics, Springer, vol. 31(2), pages 137-153, September. [Downloadable!] (restricted)
    18. Robert J. Shiller, 1992. "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," Cowles Foundation Discussion Papers 1036, Cowles Foundation, Yale University. [Downloadable!]
      Other versions:
    19. George H. Lentz & Ko Wang, 1998. "Residential Appraisal and the Lending Process: A Survey of Issues," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 11-40. [Downloadable!]
    20. Benoit Julien & Paul Lanoie, 2007. "The Effect of Noise Barriers on the Market Value of Adjacent Residential Properties," International Real Estate Review, Asian Real Estate Society, vol. 10(2), pages 113-130. [Downloadable!]
    21. Earl Benson & Julia Hansen & Arthur Schwartz & Greg Smersh, 1999. "Canadian / U.S. Exchange Rates and Nonresident Investors: Their Influence on Residential Property Values," Journal of Real Estate Research, American Real Estate Society, vol. 18(3), pages 433-462. [Downloadable!]
    22. Bradford Case & Susan Wachter, 2005. "Residential real estate price indices as financial soundness indicators: methodological issues," BIS Papers chapters, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 197-211 Bank for International Settlements. [Downloadable!]
    23. Mark A. Sunderman & Ronald W. Spahr & John W. Birch & Russell M. Oster, 2000. "Impact of Ranch and Market Factors on an Index of Agricultural Holding Period Returns," Journal of Real Estate Research, American Real Estate Society, vol. 19(2), pages 209-234. [Downloadable!]
    24. Randall S. Guttery & C. F. Sirmans, 1995. "Creating a Constant-Quality Index for Small Multifamily Rental Housing," Journal of Real Estate Research, American Real Estate Society, vol. 10(5), pages 557-568. [Downloadable!]

  8. Giaccotto, Carmelo & Ali, Mukhtar M, 1982. " Optimum Distribution-Free Tests and Further Evidence of Heteroscedasticity in the Market Model," Journal of Finance, American Finance Association, vol. 37(5), pages 1247-57, December. [Downloadable!] (restricted)

    Cited by:

    1. G. William Schwert & Paul J. Seguin, 1991. "Heteroskedasticity in Stock Returns," NBER Working Papers 2956, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2009-12-19.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.