Gianluca Mattarocci : Citation Profile


Are you Gianluca Mattarocci?

Università degli Studi di Roma "Tor Vergata"

3

H index

0

i10 index

34

Citations

RESEARCH PRODUCTION:

20

Articles

26

Papers

3

Books

26

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 2
   Journals where Gianluca Mattarocci has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (5.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma381
   Updated: 2022-06-25    RAS profile: 2021-10-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Gianluca Mattarocci.

Is cited by:

HAKIMI, ABDELAZIZ (2)

Bouri, Elie (1)

Sampagnaro, Gabriele (1)

Sabaj, Ernil (1)

Asutay, Mehmet (1)

Chan, Tze-Haw (1)

Tiwari, Piyush (1)

Bruno, Bruna (1)

Lu, Lung-Tan (1)

Abatecola, Gianpaolo (1)

Badics, Tamas (1)

Cites to:

Pagano, Marco (4)

Thakor, Anjan (4)

Gilchrist, Simon (3)

Cornand, Camille (3)

Eisenbeis, Robert (3)

Ritter, Jay (3)

Udell, Gregory (3)

Ong, Seow Eng (3)

Campbell, John (3)

Bernanke, Ben (3)

Titman, Sheridan (3)

Main data


Where Gianluca Mattarocci has published?


Journals with more than one article published# docs
Journal of Property Investment & Finance5
BANCARIA5
International Real Estate Review2

Working Papers Series with more than one paper published# docs
ERES / European Real Estate Society (ERES)21
MPRA Paper / University Library of Munich, Germany5

Recent works citing Gianluca Mattarocci (2021 and 2020)


YearTitle of citing document
2020Reconstruction Rating Model of Sovereign Debt by Logical Analysis of Data. (2020). Vizv, B'Ela ; Gholipour, Elnaz ; Lakner, Zolt'An. In: Papers. RePEc:arx:papers:2011.14112.

Full description at Econpapers || Download paper

2020Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature. (2020). Haw, Chan Tze ; Kwakye, Benjamin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-05-30.

Full description at Econpapers || Download paper

2020Liquidity risk exposure and its determinants in the banking sector: A comparative analysis between Islamic, conventional and hybrid banks. (2020). Platonova, Elena ; Dixon, Rob ; Asutay, Mehmet ; Mohammad, Sabri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300809.

Full description at Econpapers || Download paper

2020Co-movement across european stock and real estate markets. (2020). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:189-208.

Full description at Econpapers || Download paper

2021Analysis of the Financial Information Contained in the Texts of Current Reports: A Deep Learning Approach. (2021). Wujec, Maciej. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:582-:d:694175.

Full description at Econpapers || Download paper

2022Special Issue “Risks: Feature Papers 2021”. (2022). Steffensen, Mogens. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:64-:d:769444.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Examining the Macroeconomic Determinants of Property Cycles in Australia. (2021). Tiwari, Piyush ; Hu, Yuqing. In: International Real Estate Review. RePEc:ire:issued:v:24:n:02:2021:p:293-322.

Full description at Econpapers || Download paper

Gianluca Mattarocci has edited the books:


YearTitleTypeCited

Works by Gianluca Mattarocci:


YearTitleTypeCited
2021The Influence of Macro factors On Residential Mortgage In Italy In: International Journal of Business Research and Management (IJBRM).
[Full Text][Citation analysis]
article0
2007Risk Diversification in a Real Estate Portfolio: Evidence from the Italian Market In: ERES.
[Full Text][Citation analysis]
paper3
2008HOW TO RATE ITALIAN REAL ESTATE FUNDS In: ERES.
[Full Text][Citation analysis]
paper0
2009Are Portfolio Diversification Criteria Useful for Hotel Investments? In: ERES.
[Full Text][Citation analysis]
paper0
2010THE ROLE OF RISK MEASURESí CHOICES IN RANKING REAL ESTATE FUNDS: EVIDENCE FROM THE ITALIAN MARKET In: ERES.
[Full Text][Citation analysis]
paper1
2013The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market.(2013) In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
This paper has another version. Agregated cites: 1
chapter
2010LIQUIDITY RISK EXPOSURE FOR SPECIALIZED AND UNSPECIALIZED REAL ESTATE BANKS: EVIDENCES FROM THE ITALIAN MARKET In: ERES.
[Full Text][Citation analysis]
paper2
2010THE RELEVANCE OF REAL ESTATE MARKET TRENDS FOR INVESTMENT PROPERTY FUNDS ASSET ALLOCATION: EVIDENCE FROM FRANCE, GERMANY, ITALY AND UNITED KINGDOM In: ERES.
[Full Text][Citation analysis]
paper0
2010THE PERFORMANCE ATTRIBUTION OF THE ITALIAN REAL ESTATE FUNDS: THE ROLE OF INCOME RETURN AND CAPITAL GROWTH In: ERES.
[Full Text][Citation analysis]
paper0
2011The Role of Risk Measuresí Choices in Ranking Reits: Evidence from the US Market In: ERES.
[Full Text][Citation analysis]
paper0
2012Landmark buildings and diversification opportunities in the residential market In: ERES.
[Full Text][Citation analysis]
paper0
2016Landmark buildings and diversification opportunities in the residential market.(2016) In: International Journal of Housing Markets and Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2012Investor attention for retail and institutional funds: a test on the real estate market In: ERES.
[Full Text][Citation analysis]
paper0
2013Tenant Features and their Impact on the Office Sector Rent: Evidence from Milan In: ERES.
[Full Text][Citation analysis]
paper0
2013Are Real Estate Banks More Affected by Real Estate Market Dynamics? Evidence from the Main European Countries In: ERES.
[Full Text][Citation analysis]
paper0
2013Performance of real estate investments In: ERES.
[Full Text][Citation analysis]
paper0
2014Construction activity and real estate market trend: evidence from Albania In: ERES.
[Full Text][Citation analysis]
paper1
2016Peer to Peer lending and the European real estate market: evidence from UK In: ERES.
[Full Text][Citation analysis]
paper0
2016Institutional Investors and Home Biased REITs In: ERES.
[Full Text][Citation analysis]
paper0
2017Loss Given Default for residential real estate banks: Evidence from the Euro area In: ERES.
[Full Text][Citation analysis]
paper0
2018Brownfield areas and housing value: Evidence from Milan In: ERES.
[Full Text][Citation analysis]
paper0
2019CW-REITS: A new asset class for the real estate industry? In: ERES.
[Full Text][Citation analysis]
paper0
2019Real estate funds specialized in the Italian hotel industry: a case study analysis In: ERES.
[Full Text][Citation analysis]
paper0
2021Local Railway Service and Housing Value in Small Towns: Empirical Evidence from Italy In: ERES.
[Full Text][Citation analysis]
paper0
2009The risk exposure of property cash flows: evidence from the italian market In: BANCARIA.
[Full Text][Citation analysis]
article0
2012The bank, between public and private In: BANCARIA.
[Full Text][Citation analysis]
article0
2018On-site and off-site supervision: new trends and best practices in the new Ssm framework In: BANCARIA.
[Full Text][Citation analysis]
article0
2013Real estate funds’ performance in the Italian market In: BANCARIA.
[Full Text][Citation analysis]
article0
2018Real estate focused investments: the Health care sector in Italy In: BANCARIA.
[Full Text][Citation analysis]
article0
2013The Independence of Credit Rating Agencies In: Elsevier Monographs.
[Full Text][Citation analysis]
book3
2018Multiple banking relationships and exposure at default: Evidence from the Italian market In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]
article1
2020Crowdfunding REITs: a new asset class for the real estate industry? In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]
article0
2018Residential mortgages, the real estate market, and economic growth: evidence from Europe In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]
article3
2010The relative importance of sector and regional factors in the hotel industry: Evidence from the Italian market In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]
article2
2011Liquidity risk exposure for specialised and unspecialised real estate banks: Evidence from the Italian market In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]
article3
2013Investor attention for retail and institutional investors: a test on the real estate market In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]
article0
2010La scelta della misura di rischio nella classificazione dei fondi immobiliari italiani In: ECONOMIA E DIRITTO DEL TERZIARIO.
[Full Text][Citation analysis]
article0
2021Financial Distress and Information Sharing: Evidences from the Italian Credit Register In: Risks.
[Full Text][Citation analysis]
article1
2007THE SELECTION OF THE DISCOUNT RATE IN ESTIMATING LOSS GIVEN DEFAULT In: Global Journal of Business Research.
[Full Text][Citation analysis]
article1
2010PREDICTORS OF NET TRADE CREDIT EXPOSURE: EVIDENCE FROM THE ITALIAN MARKET In: The International Journal of Business and Finance Research.
[Full Text][Citation analysis]
article0
2016Are Real Estate Banks More Affected by Real Estate Market Dynamics? In: International Real Estate Review.
[Full Text][Citation analysis]
article2
2018Financing Decisions of REITs and the Switching Effect In: International Real Estate Review.
[Full Text][Citation analysis]
article0
2016Banking Group Features and Interbank Market Exposure: Evidence from the Main European Groups In: Journal of Financial Management, Markets and Institutions.
[Full Text][Citation analysis]
article0
2015Introduction In: Palgrave Macmillan Books.
[Citation analysis]
chapter0
2015Asset Allocation Strategy and Market Return for Real Estate Institutional Investors In: Palgrave Macmillan Books.
[Citation analysis]
chapter0
2015Conclusion In: Palgrave Macmillan Books.
[Citation analysis]
chapter0
2014Conclusion.(2014) In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
This paper has another version. Agregated cites: 0
chapter
2015Optimal Asset Allocation for European Real Estate In: Palgrave Macmillan Books.
[Citation analysis]
chapter1
2014Anomalies in the European REITs Market In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
book0
2009The Performance Evaluation of Hedge Funds: a Comparison of Different Approaches In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter2
2009Real Estate Selection and Portfolio Construction Model: Data Analysis from the Italian Market In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter1
2009Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter1
2007Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter1
2006Market characteristics and chaos dynamics in stock markets: an international comparison.(2006) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Introduction In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2013Real Estate Trends and Portfolio Rebalancing: Evidence from Main European Markets In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014Introduction In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014The Friday 13th or Friday 17th Effect for European REIT Investors In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014Yearly Calendar Anomalies In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014The January Effect in European REITs In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014Is there a Halloween Effect in the European REITs Market? In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014Real Estate Investment Trusts In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014The European REIT Industry In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014The Day of the Week Effect In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014The Role of the Weekend Effect in European REITs In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014Monthly Calendar Anomalies In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014The Impact of the Turn of the Month on European REIT Markets In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014The Time of the Month Effect for European REIT Investors In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2014The Holiday Effect and REITs in Europe In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2017Banks’ Risk Culture in Residential Mortgage and Cross-Selling Policies: Evidence from the Euro Area In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
chapter0
2006Managing factoring in banking groups In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2007The performance evaluation of hedge funds: a comparison of different approaches using European data In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2005Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2017Logistic Real Estate Investment and REITs in Europe In: Springer Books.
[Citation analysis]
book0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team