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

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

    • Email
    • Tel: 902-420-5730
    • Fax: 902-496-8101
SCHOLARLY PAPERS

9

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Top 9,579

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6,895

SSRN CITATIONS
Rank 14,873

SSRN RANKINGS

Top 14,873

in Total Papers Citations

13

CROSSREF CITATIONS

63

Scholarly Papers (9)

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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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2.

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

Downloads 1,856 ( 12,367)
Citation 3

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

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spinoffs, information asymmetry, focus, transaction costs

5.

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

Downloads 602 ( 61,963)

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)

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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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