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Carmelo Giaccotto - Publications

Affiliations: 
University of Connecticut, Storrs, CT, United States 
Area:
Finance
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41 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Giaccotto C, Giambona E, Zhao Y. S hort -T erm and L ong -T erm D iscount R ates For Real Estate Investment Trusts Journal of Real Estate Finance and Economics. 1-32. DOI: 10.1007/S11146-020-09750-Z  0.695
2017 Giaccotto C, Golec J, Schmutz BP. Measuring the Performance of the Secondary Market for Life Insurance Policies Journal of Risk and Insurance. 84: 127-151. DOI: 10.1111/Jori.12078  0.415
2016 Eisdorfer A, Giaccotto C. The St. Petersburg paradox and capital asset pricing Annals of Finance. 12: 1-16. DOI: 10.1007/S10436-015-0269-X  0.498
2015 Eisdorfer A, Giaccotto C, White RS. Do Corporate Managers Skimp on Shareholders' Dividends to Protect their Own Retirement Funds? Journal of Corporate Finance. 30: 257-277. DOI: 10.2139/Ssrn.2054787  0.422
2015 Krapl AA, Giaccotto C. Foreign Exchange Risk and the Term-Structure of Industry Costs of Equity Journal of International Money and Finance. 51: 71-88. DOI: 10.1016/J.Jimonfin.2014.11.001  0.418
2015 Bates LJ, Giaccotto C, Santerre RE. Is the Real Estate Sector More Responsive to Economy-Wide or Housing Market Conditions? An Exploratory Analysis Journal of Real Estate Finance and Economics. 51: 541-554. DOI: 10.1007/S11146-014-9491-Y  0.478
2014 Giaccotto C, Krapl AA. Good News and Bad News about Firm-Level Stock Returns of Internationally Exposed Firms International Review of Finance. 14: 523-550. DOI: 10.1111/Irfi.12033  0.456
2014 Eisdorfer A, Giaccotto C. Pricing assets with stochastic cash-flow growth Quantitative Finance. 14: 1005-1017. DOI: 10.1080/14697688.2012.708429  0.483
2013 Hughen WK, Giaccotto C, Hsu PH. The use of Bayes factors to compare interest rate term structure models Quantitative Finance. 13: 369-381. DOI: 10.1080/14697688.2011.593541  0.39
2013 Eisdorfer A, Giaccotto C, White R. Capital structure, executive compensation, and investment efficiency Journal of Banking and Finance. 37: 549-562. DOI: 10.1016/J.Jbankfin.2012.09.011  0.453
2012 Dolde W, Giaccotto C, Mishra DR, O'Brien TJ. Should Managers Estimate Cost of Equity Using a Two-Factor International CAPM? Managerial Finance. 38: 708-728. DOI: 10.2139/Ssrn.1635838  0.415
2011 Giaccotto C, Golec J, Vernon J. New estimates of the cost of capital for pharmaceutical firms Journal of Corporate Finance. 17: 526-540. DOI: 10.1016/J.Jcorpfin.2011.02.003  0.523
2010 Dolde W, Giaccotto C, Mishra DR, O'Brien TJ. Foreign Exchange Exposure and Cost of Equity for US Companies: Local Versus Global CAPM Journal of Applied Finance. 21: 78. DOI: 10.2139/Ssrn.1505975  0.413
2009 Ahking FW, Giaccotto C, Santerre RE. The Aggregate Demand for Private Health Insurance Coverage in the United States Journal of Risk and Insurance. 76: 133-157. DOI: 10.1111/J.1539-6975.2009.01290.X  0.437
2007 Giaccotto C. Discounting Mean Reverting Cash Flows with the Capital Asset Pricing Model The Financial Review. 42: 247-265. DOI: 10.1111/J.1540-6288.2007.00170.X  0.452
2007 Giaccotto C, Goldberg GM, Hegde SP. The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts Journal of Finance. 62: 411-445. DOI: 10.1111/J.1540-6261.2007.01211.X  0.449
2006 Giambona E, Golec J, Giaccotto C. The Conditional Performance of REIT Stock Repurchases Journal of Real Estate Finance and Economics. 32: 129-149. DOI: 10.1007/S11146-006-6011-8  0.675
2005 Giambona E, Giaccotto C, Sirmans CF. The Long‐Run Performance of REIT Stock Repurchases Real Estate Economics. 33: 351-380. DOI: 10.1111/J.1540-6229.2005.00122.X  0.709
2005 Giaccotto C, Santerre RE, Vernon JA. Drug Prices and Research and Development Investment Behavior in the Pharmaceutical Industry The Journal of Law and Economics. 48: 195-214. DOI: 10.1086/426882  0.407
2004 Born P, Giaccotto C, Ritsatos TE. The Wealth and Information Effects of Insurers' Open Market Stock Repurchase Announcements Risk Management and Insurance Review. 7: 25-40. DOI: 10.1111/J.1098-1616.2004.00034.X  0.522
2001 Giaccotto C, Hegde SP, McDermott JB. Hedging multiple price and quantity exposures Journal of Futures Markets. 21: 145-172. DOI: 10.1002/1096-9934(200102)21:2<145::Aid-Fut3>3.0.Co;2-C  0.52
1999 Clapp JM, Giaccotto C. Revisions in Repeat-Sales Price Indexes: Here Today, Gone Tomorrow? Real Estate Economics. 27: 79-104. DOI: 10.1111/1540-6229.00767  0.461
1998 Clapp JM, Giaccotto C. Price Indices Based on the Hedonic Repeat-Sales Method: Application to the Housing Market Journal of Real Estate Finance and Economics. 16: 5-26. DOI: 10.1023/A:1007729214108  0.53
1998 Clapp JM, Giaccotto C. Residential Hedonic Models: A Rational Expectations Approach to Age Effects Journal of Urban Economics. 44: 415-437. DOI: 10.1006/Juec.1997.2076  0.333
1997 Hoesli M, Giaccotto C, Favarger P. Three New Real Estate Price Indices for Geneva, Switzerland Journal of Real Estate Finance and Economics. 15: 93-109. DOI: 10.1023/A:1007753406308  0.533
1996 Giaccotto C, Sfiridis JM. Hypothesis testing in event studies: The case of variance changes Journal of Economics and Business. 48: 349-370. DOI: 10.1016/0148-6195(96)00019-7  0.358
1994 Clapp JM, Giaccotto C. The Influence of Economic Variables on Local House Price Dynamics Journal of Urban Economics. 36: 161-183. DOI: 10.1006/Juec.1994.1031  0.507
1993 Giaccotto C, Johnson RS, Zuber R. A case study of the impact of monetary policy on exchange rates Journal of Economics and Business. 45: 285-296. DOI: 10.1016/0148-6195(93)90018-J  0.346
1992 Giaccotto C. Accounts Receivable Policy Under Stochastic Inflation Journal of Accounting, Auditing & Finance. 7: 291-310. DOI: 10.1177/0148558X9200700303  0.417
1992 Giaccotto C, Clapp J. Appraisal‐Based Real Estate Returns under Alternative Market Regimes Real Estate Economics. 20: 1-24. DOI: 10.1111/1540-6229.00570  0.511
1992 Clapp JM, Giaccotto C. Estimating price indices for residential property: A comparison of repeat sales and assessed value methods Journal of the American Statistical Association. 87: 300-306. DOI: 10.1080/01621459.1992.10475209  0.443
1992 Clapp JM, Giaccotto C. Estimating price trends for residential property: A comparison of repeat sales and assessed value methods The Journal of Real Estate Finance and Economics. 5: 357-374. DOI: 10.1007/Bf00174805  0.508
1991 Clapp JM, Giaccotto C, Tirtiroglu D. Housing Price Indices Based on All Transactions Compared to Repeat Subsamples Real Estate Economics. 19: 270-285. DOI: 10.1111/1540-6229.00553  0.463
1991 Fallone P, Giaccotto C. An Application of the Box‐Jenkins Methodology to Capital Budgeting Managerial Finance. 17: 51-69. DOI: 10.1108/Eb013670  0.342
1990 Giaccotto C. Cash Flow Modelling and Forecasting in Capital Budgeting Under Uncertainty Decision Sciences. 21: 825-841. DOI: 10.1111/J.1540-5915.1990.Tb01252.X  0.464
1986 Giaccotto C. Stochastic Modelling of Interest Rates: Actuarial vs. Equilibrium Approach Journal of Risk and Insurance. 53: 435. DOI: 10.2307/252393  0.364
1984 Giaccotto C. A Note On Tests Of The Capital Asset Pricing Model The Financial Review. 19: 97-102. DOI: 10.1111/J.1540-6288.1984.Tb01087.X  0.475
1984 Giaccotto C. A Simplified Approach to Risk Analysis in Capital Budgeting With Serially Correlated Cash Flows The Engineering Economist. 29: 273-286. DOI: 10.1080/00137918408967723  0.306
1984 Ali MM, Giaccotto C. A study of several new and existing tests for heteroscedasticity in the general linear model Journal of Econometrics. 26: 355-373. DOI: 10.1016/0304-4076(84)90026-5  0.33
1982 Giaccotto C, Ali MM. Optimum Distribution‐Free Tests and Further Evidence of Heteroscedasticity in the Market Model Journal of Finance. 37: 1247-1257. DOI: 10.1111/J.1540-6261.1982.Tb03616.X  0.483
1982 Ali MM, Giaccotto C. The Identical Distribution Hypothesis for Stock Market Prices—Location- and Scale-Shift Alternatives Journal of the American Statistical Association. 77: 19-28. DOI: 10.1080/01621459.1982.10477762  0.429
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