Research
Curriculum Vitae (CV): Click here.
Research Interests: Retail Trading, Real Estate Investment Trusts (REITs), Real Estate Portfolio Management, Cryptocurrencies, Corporate Finance, Executive Compensation, Financial Analysts, Valuation.
Publications
[1] Chacon, R. G., French, D. W., & Pukthuanthong, K. (2020). The Information Content of NAV Estimates. The Journal of Real Estate Finance and Economics, 1-32. (doi: https://doi.org/10.1007/s11146-020-09760-x)
[2] Chacon, R. G. (2021). Tenant Concentration in REITs. The Journal of Real Estate Finance and Economics (doi: https://doi.org/10.1007/s11146-021-09829-1)
[3] Chacon, R. G, Morillon, T. G. (forthcoming) Dissecting the Stock to Flow Model for Bitcoin. Studies in Economics and Finance.
Working Papers
[4] Will the Reddit Rebellion take you to the Moon? Evidence from WallStreetBets
With Thibaut G. Morillon and Ruixiang Wang
§ Revise and Resubmit (R&R) at Financial Markets and Portfolio Management
[5] NAV Ratios and REIT Takeovers: The role of Public and Private Deal Premiums
With Thibaut G. Morillon
§ Under review at the Journal of Real Estate Financial and Economics
§ Presented at:
o Western Finance Association Annual Meeting (2021)
o American Real Estate and Urban Economics Association (AREUEA) Annual Meeting (2021)
o American Real Estate Society Annual Meeting (2021)
o Financial Management Association (FMA) Annual Meeting (2021)
[6] Economies of Scale in the Real Estate Mutual Fund Industry
With Pratik Kothari and Thibaut G. Morillon
§ Under at the Journal of Real Estate Finance and Economics
§ Presented at:
o American Real Estate Society Annual Meeting (2021)
[7] Compensation Consultants: Whom do they serve? Evidence from Consultant Changes
With Rachel Gordon and Adam S. Yore
(https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3281133)
§ Presented at:
o Financial Management Association (FMA) Annual Meeting (2019)
o Southern Finance Association (SFA) Annual Meeting (2019) by co-author
o Eastern Finance Association (EFA) Annual Meeting (2018) by co-author
[8] Investor Inattention to Earnings Surprises: Evidence from REIT and Tenant Information Transmission
With Jocelyn Evans
§ Under at the Journal of Real Estate Portfolio Management
§ Presented at:
o American Real Estate Society (ARES) Fall 2021 Symposium
o University of Missouri, Kansas City
o Financial Management Association (FMA) annual meeting 2021 Diversity Emerging Scholars Initiative.
Works in Progress
[9] Pros versus Joes: An Analysis of Professional Traders and the Reddit Rebellion
With Pratik Kothari, Thibaut G. Morillon, and Jin Peng
[10] ESG Performance and Firm Risk when it Matters Most: Evidence from REITs during the COVID-19 Pandemic
With Zifeng Feng and Zhonghua Wu
§ Presented at:
o American Real Estate Society (2022) annual meeting (scheduled)