Foort Hamelink

808 total citations
21 papers, 599 citations indexed

About

Foort Hamelink is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Foort Hamelink has authored 21 papers receiving a total of 599 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 16 papers in Economics and Econometrics and 6 papers in Accounting. Recurrent topics in Foort Hamelink's work include Financial Markets and Investment Strategies (15 papers), Housing Market and Economics (11 papers) and Insurance and Financial Risk Management (5 papers). Foort Hamelink is often cited by papers focused on Financial Markets and Investment Strategies (15 papers), Housing Market and Economics (11 papers) and Insurance and Financial Risk Management (5 papers). Foort Hamelink collaborates with scholars based in Netherlands, Switzerland and United Kingdom. Foort Hamelink's co-authors include Martin Hoesli, Bryan D. Macgregor, Steven C. Bourassa, P. M. Fraser, Colin Lizieri, Pierre Hillion, Michael Giliberto, N. Nanthakumaran, Allison Orr and Michael Urban and has published in prestigious journals such as Environment and Planning A Economy and Space, Real Estate Economics and Journal of Forecasting.

In The Last Decade

Foort Hamelink

21 papers receiving 525 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Foort Hamelink Netherlands 11 515 303 91 46 45 21 599
Marc Francke Netherlands 14 520 1.0× 179 0.6× 98 1.1× 26 0.6× 28 0.6× 53 599
Bradford Case United States 9 788 1.5× 255 0.8× 169 1.9× 26 0.6× 30 0.7× 13 825
Gang‐Zhi Fan China 11 381 0.7× 127 0.4× 115 1.3× 25 0.5× 31 0.7× 41 477
Eli Beracha United States 14 416 0.8× 222 0.7× 148 1.6× 37 0.8× 22 0.5× 45 511
Andrey D. Pavlov Canada 15 725 1.4× 500 1.7× 257 2.8× 16 0.3× 41 0.9× 63 846
Rose Neng Lai Macao 11 398 0.8× 280 0.9× 150 1.6× 34 0.7× 30 0.7× 37 485
Sotiris Tsolacos United Kingdom 19 899 1.7× 352 1.2× 95 1.0× 135 2.9× 146 3.2× 58 1.0k
Robert H. Edelstein United States 16 572 1.1× 325 1.1× 248 2.7× 25 0.5× 66 1.5× 52 709
Nico B. Rottke Germany 11 362 0.7× 199 0.7× 107 1.2× 22 0.5× 22 0.5× 30 489
Thies Lindenthal United Kingdom 10 311 0.6× 151 0.5× 100 1.1× 14 0.3× 27 0.6× 28 371

Countries citing papers authored by Foort Hamelink

Since Specialization
Citations

This map shows the geographic impact of Foort Hamelink's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Foort Hamelink with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Foort Hamelink more than expected).

Fields of papers citing papers by Foort Hamelink

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Foort Hamelink. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Foort Hamelink. The network helps show where Foort Hamelink may publish in the future.

Co-authorship network of co-authors of Foort Hamelink

This figure shows the co-authorship network connecting the top 25 collaborators of Foort Hamelink. A scholar is included among the top collaborators of Foort Hamelink based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Foort Hamelink. Foort Hamelink is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Fraser, P. M., Foort Hamelink, Martin Hoesli, & Bryan D. Macgregor. (2004). Time-varying betas and the cross-sectional return–risk relation: evidence from the UK. European Journal of Finance. 10(4). 255–276. 43 indexed citations
2.
Hamelink, Foort & Martin Hoesli. (2004). Maximum drawdown and the allocation to real estate. Journal of Property Research. 21(1). 5–29. 36 indexed citations
3.
Hamelink, Foort & Martin Hoesli. (2004). What Factors Determine International Real Estate Security Returns?. Real Estate Economics. 32(3). 437–462. 61 indexed citations
4.
Hamelink, Foort. (2003). Systematic patterns before and after large price changes: an investigation using high frequency data from the Paris Bourse. Data Archiving and Networked Services (DANS). 7 indexed citations
5.
Hamelink, Foort. (2003). Systematic patterns before and after large price changes: evidence from high frequency data from the Paris Bourse. Journal of Forecasting. 22(6-7). 533–549. 3 indexed citations
6.
Hamelink, Foort & Martin Hoesli. (2003). What Factors Determine International Real Estate Security Returns?. SSRN Electronic Journal. 11 indexed citations
7.
Hamelink, Foort & Martin Hoesli. (2003). The Maximum Drawdown as a Risk Measure: The Role of Real Estate in the Optimal Portfolio Revisited. SSRN Electronic Journal. 6 indexed citations
8.
Hamelink, Foort, Bryan D. Macgregor, N. Nanthakumaran, & Allison Orr. (2002). A comparison of UK equity and property duration. Journal of Property Research. 19(1). 61–80. 13 indexed citations
9.
10.
Hamelink, Foort, et al.. (2002). What Factors Determine International Real Estate Security Returns?. 3 indexed citations
11.
Fraser, P. M., Foort Hamelink, Martin Hoesli, & Bryan D. Macgregor. (2000). Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK. SSRN Electronic Journal. 7 indexed citations
12.
Hamelink, Foort, Martin Hoesli, Colin Lizieri, & Bryan D. Macgregor. (2000). Homogeneous Commercial Property Market Groupings and Portfolio Construction in the United Kingdom. Environment and Planning A Economy and Space. 32(2). 323–344. 48 indexed citations
13.
Giliberto, Michael, Foort Hamelink, Martin Hoesli, & Bryan D. Macgregor. (1999). Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K.. Journal of Real Estate Portfolio Management. 5(1). 31–45. 13 indexed citations
14.
Giliberto, Michael, Foort Hamelink, Martin Hoesli, & Bryan D. Macgregor. (1999). Optimal Diversification within Mixed-Asset Portfolios using a Conditional Heteroskedasticity Approach: Evidence from the U.S. and the U.K.. SSRN Electronic Journal. 1 indexed citations
15.
Bourassa, Steven C., Foort Hamelink, Martin Hoesli, & Bryan D. Macgregor. (1999). Defining Housing Submarkets. Journal of Housing Economics. 8(2). 160–183. 247 indexed citations
16.
Hamelink, Foort. (1998). On the Specification of Duration Between Price Changes and the Predictability of High Frequency Returns : An Application to the French CAC 40. SSRN Electronic Journal. 5 indexed citations
17.
Hoesli, Martin & Foort Hamelink. (1997). An examination of the role of Geneva and Zurich housing in Swiss institutional portfolios. 15(4). 354–371. 27 indexed citations
18.
Hamelink, Foort & Martin Hoesli. (1996). Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology. Journal of Property Research. 13(1). 17–30. 5 indexed citations
19.
Hamelink, Foort & Martin Hoesli. (1996). Swiss real estate as a hedge against inflation. 7(1). 33–49. 25 indexed citations
20.
Hoesli, Martin & Foort Hamelink. (1996). EUROPEAN PAPER: Diversification of Swiss portfolios with real estate, Results based on a hedonic index. 14(5). 59–75. 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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