Greg H. MacKinnon

Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Assistant Professor

Halifax, Nova Scotia B3H 3C3 B3H 3C3

Canada

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 9,579

SSRN RANKINGS

Top 9,579

in Total Papers Downloads

6,895

SSRN CITATIONS
Rank 14,873

SSRN RANKINGS

Top 14,873

in Total Papers Citations

13

CROSSREF CITATIONS

63

Scholarly Papers (9)

1.

Explaining the Discount to NAV in REIT Pricing: Noise or Information?

Number of pages: 44 Posted: 20 Feb 2001
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 2,551 (7,406)
Citation 23

Abstract:

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The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns

Number of pages: 27 Posted: 15 Jul 2000
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 1,856 (12,138)
Citation 3

Abstract:

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The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns

Posted: 11 Dec 2002
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Abstract:

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REITs, volatility, variance decomposition, return factors

3.

Valuation Uncertainty and Ipo'S: Investment Bank Versus Commercial Bank Underwriters

Saint Mary's University Working Paper
Number of pages: 34 Posted: 26 Dec 2000
Gregory Hebb and Greg H. MacKinnon
Dalhousie University - School of Business Administration and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 1,007 (31,019)
Citation 1

Abstract:

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Commercial banks, conflict of interest, initial public offerings, underwriters, bid-ask spread

4.

Corporate Spinoffs and Information Asymmetry between Investors

Number of pages: 37 Posted: 15 Apr 2001
Mark R. Huson and Greg H. MacKinnon
University of Alberta - Department of Finance and Statistical Analysis and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 707 (50,403)
Citation 5

Abstract:

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spinoffs, information asymmetry, focus, transaction costs

Measuring and Explaining Changes in REIT Liquidity: Moving Beyond the Bid/Ask Spread

Number of pages: 34 Posted: 29 Jun 1998
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science
Downloads 602 (61,234)
Citation 3

Abstract:

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Measuring and Explaining Changes in REIT Liquidity: Moving Beyond the Bid/Ask Spread

Posted: 16 Sep 1999
Jim Clayton and Greg H. MacKinnon
University of Connecticut School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Abstract:

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6.

Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation

Journal of Real Estate Research (JRER), Vol. 30, No. 2, 2008
Number of pages: 36 Posted: 24 Jan 2008 Last Revised: 30 Dec 2008
Jim Clayton, Greg H. MacKinnon and Liang Peng
University of Connecticut School of Business, Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science and Smeal College of Business, The Pennsylvania State University
Downloads 163 (246,621)

Abstract:

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time variation, market liquidity, valuation strategy, optimal valuation

7.

Real Estate for the Long Term: The Effect of Return Predictability on Long-Horizon Allocations

Real Estate Economics, Vol. 37, Issue 1, pp. 117-153, Spring 2009
Number of pages: 37 Posted: 27 Apr 2009
Greg H. MacKinnon and Ashraf Al Zaman
Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science and affiliation not provided to SSRN
Downloads 9 (776,646)
Citation 9

Abstract:

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8.

Low Volatility Investing in U.S. Equity REITs

International Real Estate Review, Forthcoming
Posted: 24 Dec 2015
Jon Spinney and Greg H. MacKinnon
Vestcor Investment Management and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Abstract:

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REITs, low volatility anomaly, portfolio construction

9.

Liquidity and Tick Size: Does Decimalization Matter?

Posted: 09 Feb 1999
Howard B. Nemiroff and Greg H. MacKinnon
Carleton University - Sprott School of Business and Saint Mary's University, Canada - Department of Finance, Information Systems & Management Science

Abstract:

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