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)