Jamie Alcock

867 total citations
52 papers, 553 citations indexed

About

Jamie Alcock is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Jamie Alcock has authored 52 papers receiving a total of 553 indexed citations (citations by other indexed papers that have themselves been cited), including 42 papers in Finance, 23 papers in Economics and Econometrics and 15 papers in Accounting. Recurrent topics in Jamie Alcock's work include Financial Markets and Investment Strategies (30 papers), Financial Risk and Volatility Modeling (13 papers) and Housing Market and Economics (13 papers). Jamie Alcock is often cited by papers focused on Financial Markets and Investment Strategies (30 papers), Financial Risk and Volatility Modeling (13 papers) and Housing Market and Economics (13 papers). Jamie Alcock collaborates with scholars based in Australia, United Kingdom and United States. Jamie Alcock's co-authors include Eva Steiner, Kevin Burrage, Timothy J. Brailsford, Robert W. Faff, Rand Kwong Yew Low, Frank Finn, Kelvin Jui Keng Tan, Andrew Baum, Philip Gray and Sophie Cockcroft and has published in prestigious journals such as Journal of Banking & Finance, Journal of International Money and Finance and Computational Statistics & Data Analysis.

In The Last Decade

Jamie Alcock

46 papers receiving 519 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Jamie Alcock Australia	13	377	278	161	63	57	52	553
James B. Wiggins United States	13	861 2.3×	391 1.4×	150 0.9×	58 0.9×	131 2.3×	20	961
Aloísio Araújo Brazil	16	269 0.7×	395 1.4×	136 0.8×	29 0.5×	180 3.2×	67	625
Alice C. Lee United States	11	215 0.6×	156 0.6×	221 1.4×	107 1.7×	34 0.6×	21	453
Pilar Abad Spain	12	360 1.0×	227 0.8×	92 0.6×	21 0.3×	131 2.3×	30	478
Brian Singer United States	8	296 0.8×	224 0.8×	185 1.1×	40 0.6×	52 0.9×	14	451
Mila Getmansky Sherman United States	12	773 2.1×	550 2.0×	299 1.9×	52 0.8×	95 1.7×	33	944
Joseph Plasmans Belgium	13	148 0.4×	377 1.4×	47 0.3×	69 1.1×	268 4.7×	36	539
In Joon Kim South Korea	11	855 2.3×	246 0.9×	237 1.5×	106 1.7×	45 0.8×	31	976
Jean‐Paul Décamps France	11	505 1.3×	326 1.2×	208 1.3×	68 1.1×	36 0.6×	28	640
Paul Schneider Switzerland	15	655 1.7×	299 1.1×	83 0.5×	22 0.3×	126 2.2×	48	719

Countries citing papers authored by Jamie Alcock

Since Specialization

Citations

This map shows the geographic impact of Jamie Alcock'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 Jamie Alcock with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jamie Alcock more than expected).

Fields of papers citing papers by Jamie Alcock

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jamie Alcock. 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 Jamie Alcock. The network helps show where Jamie Alcock may publish in the future.

Co-authorship network of co-authors of Jamie Alcock

This figure shows the co-authorship network connecting the top 25 collaborators of Jamie Alcock. A scholar is included among the top collaborators of Jamie Alcock 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 Jamie Alcock. Jamie Alcock is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Alcock, Jamie & Eva Steiner. (2023). The Interrelationships between REIT Capital Structure and Investment. SSRN Electronic Journal.

2.

Alcock, Jamie & Eva Steiner. (2016). Fundamental Drivers of Dependence in REIT Returns. The Journal of Real Estate Finance and Economics. 57(1). 4–42. 17 indexed citations

3.

Alcock, Jamie, et al.. (2016). Asset Price Bubbles in the Australian Market. SSRN Electronic Journal. 1 indexed citations

4.

Alcock, Jamie, et al.. (2016). Non-parametric American option valuation using Cressie–Read divergences. Australian Journal of Management. 42(2). 252–275. 3 indexed citations

5.

Alcock, Jamie, Eva Steiner, & Kelvin Jui Keng Tan. (2014). Leverage, Volatile Future Earnings Growth and Expected Stock Returns. SSRN Electronic Journal. 1 indexed citations

6.

Alcock, Jamie, John L. Glascock, & Eva Steiner. (2013). Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence. Apollo (University of Cambridge). 3 indexed citations

7.

Alcock, Jamie, et al.. (2013). The Role of Financial Leverage in the Performance of Private Equity Real Estate Funds. The Journal of Portfolio Management. 39(6). 99–110. 9 indexed citations

8.

Alcock, Jamie, et al.. (2013). The Role of Financial Leverage in the Performance of Core, Value-Add and Opportunistic Private Equity Real Estate Funds. SSRN Electronic Journal. 2 indexed citations

9.

Alcock, Jamie, John L. Glascock, & Eva Steiner. (2012). Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence. The Journal of Real Estate Finance and Economics. 47(3). 434–465. 24 indexed citations

10.

Low, Rand Kwong Yew, Jamie Alcock, Timothy J. Brailsford, & Robert W. Faff. (2011). Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it?. SSRN Electronic Journal. 3 indexed citations

11.

Low, Rand Kwong Yew, Jamie Alcock, Timothy J. Brailsford, & Robert W. Faff. (2011). Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it?. SSRN Electronic Journal. 10 indexed citations

12.

Alcock, Jamie, Frank Finn, & Kelvin Jui Keng Tan. (2011). The determinants of debt maturity in Australian firms. Accounting and Finance. 52(2). 313–341. 42 indexed citations

13.

Alcock, Jamie, et al.. (2009). Asymmetric Dependence between Domestic Equity Indices and its Effect on Portfolio Construction. SSRN Electronic Journal. 15(1). 143–180. 5 indexed citations

14.

Alcock, Jamie, et al.. (2008). Calibrating mean-reverting jump diffusion models: An application to the NSW electricity market. Clinical Pediatrics. 41(8). 57–81. 1 indexed citations

15.

Alcock, Jamie, et al.. (2008). The Price of Earnings for Firms with Volatile Earnings Growth. SSRN Electronic Journal. 2 indexed citations

16.

Alcock, Jamie & Kevin Burrage. (2006). A note on the Balanced method. BIT Numerical Mathematics. 46(4). 689–710. 50 indexed citations

17.

Alcock, Jamie & Philip Gray. (2005). Forecasting Stock Returns Using Model-Selection Criteria. SSRN Electronic Journal. 1 indexed citations

18.

Alcock, Jamie, et al.. (2005). A simulation analysis of the market effect of the Australian Broadcasting Corporation. Information Economics and Policy. 17(4). 407–427. 5 indexed citations

19.

Alcock, Jamie & Philip Gray. (2005). Forecasting Stock Returns Using Model-Selection Criteria*. Economic Record. 81(253). 135–151. 12 indexed citations

20.

Alcock, Jamie & Philip Gray. (2004). Dynamic, nonparametric hedging of European style contingent claims using canonical valuation. Finance research letters. 2(1). 41–50. 16 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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