| The relative importance of stock, bond and real estate factors in explaining REIT returns J Clayton, G MacKinnon The Journal of Real Estate Finance and Economics 27, 39-60, 2003 | 334 | 2003 |
| The time-varying nature of the link between REIT, real estate and financial asset returns J Clayton, G MacKinnon Journal of Real Estate Portfolio Management 7 (1), 43-54, 2001 | 313 | 2001 |
| Real estate for the long term: the effect of return predictability on long‐horizon allocations GH MacKinnon, A Al Zaman Real Estate Economics 37 (1), 117-153, 2009 | 148 | 2009 |
| Corporate spinoffs and information asymmetry between investors MR Huson, G MacKinnon Journal of Corporate Finance 9 (4), 481-503, 2003 | 113 | 2003 |
| Measuring and explaining changes in REIT liquidity: Moving beyond the bid–ask spread J Clayton, G MacKinnon Real Estate Economics 28 (1), 89-115, 2000 | 102 | 2000 |
| REIT returns and pricing: the small cap value stock factor R Anderson, J Clayton, G Mackinnon, R Sharma Journal of Property Research 22 (04), 267-286, 2005 | 77 | 2005 |
| Explaining the discount to NAV in REIT pricing: Noise or Information? J Clayton, GH MacKinnon Available at SSRN 258268, 2000 | 73 | 2000 |
| Time variation of liquidity in the private real estate market: An empirical investigation J Clayton, G MacKinnon, L Peng Journal of Real Estate Research 30 (2), 125-160, 2008 | 68 | 2008 |
| Departures from NAV in REIT pricing: the private real estate cycle, the value of liquidity and investor sentiment J Clayton, G MacKinnon Real Estate Research Institute, Working Paper, 2002 | 56 | 2002 |
| Liquidity and tick size: Does decimalization matter? G MacKinnon, H Nemiroff Journal of Financial Research 22 (3), 287-299, 1999 | 36 | 1999 |
| Valuation uncertainty and IPOs: Investment bank versus commercial bank underwriters GM Hebb, GH MacKinnon Journal of Economics and Finance 28 (1), 68-87, 2004 | 24 | 2004 |
| Tick size and the returns to providing liquidity G MacKinnon, H Nemiroff International Review of Economics & Finance 13 (1), 57-73, 2004 | 19 | 2004 |
| REIT market maturation and pricing dynamics J Clayton, G MacKinnon Real Estate Finance 17 (3), 51-62, 2000 | 17 | 2000 |
| Are high-cap-rate properties better investments? E Beracha, DH Downs, G MacKinnon Journal of Portfolio Management 43 (6), 162, 2017 | 16 | 2017 |
| Are All Open-End Core Funds Created Equal? S Fairchild, G MacKinnon, J Rodrigues Journal of Portfolio Management 37 (5), 51, 2011 | 11 | 2011 |
| New horizons and familiar landscapes: New Capital sources confront shifting real estate fundamentals J Clayton, FJ Fabozzi, SM Giliberto, JN Gordon, Y Liang, G MacKinnon, ... Journal of Portfolio Management 41 (6), 11, 2015 | 9 | 2015 |
| What drives equity REIT returns? The relative influences of bond, stock and real estate factors J Clayton, G MacKinnon Unpublished Work, 2000 | 9 | 2000 |
| Asleep at the wheel? The risk of sudden price adjustments for climate risk R Rebonato, A Panjwani, L Melin, B Mercereau, A Devine, N Kok, ... The Journal of Portfolio Management 50 (2), 113-133, 2023 | 8 | 2023 |
| The World’s Oldest Asset Class Enters the 21st Century: How Technology Is Transforming Real Estate Investment J Clayton, FJ Fabozzi, SM Giliberto, JN Gordon, Y Liang, G MacKinnon, ... Journal of Portfolio Management 45 (7), 14-23, 2019 | 8 | 2019 |
| Portfolio Strategy and Structure Take Center Stage:" How, What, Where, and When?" Replace" Why?" J Clayton, FJ Fabozzi, SM Giliberto, JN Gordon, Y Liang, G MacKinnon, ... Journal of Portfolio Management 39 (5), 12, 2013 | 8 | 2013 |
