5
H index
0
i10 index
57
Citations
University of Reading | 5 H index 0 i10 index 57 Citations RESEARCH PRODUCTION: 11 Articles 34 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gianluca Marcato. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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The Journal of Real Estate Finance and Economics | 4 |
Real Estate Economics | 3 |
Working Papers Series with more than one paper published | # docs |
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ERES / European Real Estate Society (ERES) | 24 |
Real Estate & Planning Working Papers / Henley Business School, University of Reading | 10 |
Year | Title of citing document |
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2020 | A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?. (2020). Shiller, Robert J ; Fabozzi, Frank J ; Tunaru, Radu S. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:34:y:2020:i:4:p:121-45. Full description at Econpapers || Download paper |
2021 | Robust desmoothed real estate returns. (2021). Hoesli, Martin ; Delfim, Jeanchristophe. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:75-105. Full description at Econpapers || Download paper |
2020 | Central bank independence and systemic risk. (2020). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Podpiera, Anca Maria. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_013. Full description at Econpapers || Download paper |
2020 | Worldwide short selling regulations and IPO underpricing. (2020). Zutter, Chad J ; Smart, Scott B ; Boulton, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300407. Full description at Econpapers || Download paper |
2021 | ESG government risk and international IPO underpricing. (2021). Morey, Matthew R ; Braga-Alves, Marcus V ; Boulton, Thomas J ; Baker, Edward D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000341. Full description at Econpapers || Download paper |
2020 | Approximate analytic solution for Asian options with stochastic volatility. (2020). Chang, Chia-Chang ; Lin, Chung-Gee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818305734. Full description at Econpapers || Download paper |
2021 | Does soft information determine credit risk? Text-based evidence from European banks. (2021). Elshandidy, Tamer ; Acheampong, Albert. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000226. Full description at Econpapers || Download paper |
2020 | The cross-over effect of irrational sentiments in housing, commercial property, and stock markets. (2020). Füss, Roland ; Russ, Isabel Nina ; Hanle, Benjamin ; Fuss, Roland ; ROLAND FÜSS, ; Das, Prashant. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300674. Full description at Econpapers || Download paper |
2021 | Analyst Forecasts during the COVID-19 Pandemic: Evidence from REITs. (2021). Zhang, LI ; Gao, Yanmin ; Cui, Jianxin ; Anglin, Paul. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:457-:d:644250. Full description at Econpapers || Download paper |
2021 | Real estate ETNs in strategic asset allocation. (2021). Steininger, Bertram I ; Sebastian, Steffen P. In: Working Paper Series. RePEc:hhs:kthrec:2021_008. Full description at Econpapers || Download paper |
2021 | Market The (De)merits of using Integral Transforms in Predicting Structural Break Points. (2021). Sebehela, Tumellano ; Kola, Katlego . In: International Real Estate Review. RePEc:ire:issued:v:24:n:03:2021:p:405-467. Full description at Econpapers || Download paper |
2021 | The Effect of Legal Environment and Regulatory Structure on Performance: Cross-Country Evidence from REITs. (2021). Petrova, Milena ; Ghosh, Chinmoy. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:1:d:10.1007_s11146-019-09742-8. Full description at Econpapers || Download paper |
2022 | Asymmetric Patterns of Demand-Supply Mismatch in Real Estate. (2022). Nanda, Anupam ; Marcato, Gianluca. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:3:d:10.1007_s11146-020-09812-2. Full description at Econpapers || Download paper |
2020 | Sentiment and its asymmetric effect on housing returns. (2020). Aroul, Ramya Rajajagadeesan ; Sabherwal, Sanjiv ; Saydometov, Sergiy. In: Review of Financial Economics. RePEc:wly:revfec:v:38:y:2020:i:4:p:580-600. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2002 | Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency In: ERES. [Full Text][Citation analysis] | paper | 0 |
2002 | Real Estate Returns in Stochastic Asset Liability Modelling In: ERES. [Full Text][Citation analysis] | paper | 0 |
2003 | A Framework to Extrapolate Direct Property Performance from Vehicle-based Indices In: ERES. [Full Text][Citation analysis] | paper | 0 |
2004 | CAPM, liquidity and real estate performances In: ERES. [Full Text][Citation analysis] | paper | 0 |
2005 | Momentum Strategies for Long-Memory Processes In: ERES. [Full Text][Citation analysis] | paper | 0 |
2007 | Pricing Inefficiencies in Real Estate Swaps In: ERES. [Full Text][Citation analysis] | paper | 0 |
2007 | Real Option Pricing in Mixed-use Development Projects In: ERES. [Full Text][Citation analysis] | paper | 0 |
2007 | Real Option Pricing in Mixed-use Development Projects.(2007) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2008 | STYLE ANALYSIS IN REAL ESTATE MARKETS: BEYOND THE SECTORS AND REGIONS DICHOTOMY In: ERES. [Full Text][Citation analysis] | paper | 3 |
2009 | Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy.(2009) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics In: ERES. [Full Text][Citation analysis] | paper | 0 |
2009 | Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics.(2009) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques In: ERES. [Full Text][Citation analysis] | paper | 0 |
2010 | MULTIPLE EQUILIBRIA IN GAME THEORY: SHARING PROFITS VS. MARKET PRICE In: ERES. [Full Text][Citation analysis] | paper | 0 |
2010 | REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS In: ERES. [Full Text][Citation analysis] | paper | 0 |
2010 | LIQUIDITY PRICING IN UNLISTED REAL ESTATE FUNDS In: ERES. [Full Text][Citation analysis] | paper | 0 |
2010 | ALTERNATIVE INVESTMENTS: CORRELATION STRUCTURE AND BUSINESS CYCLES In: ERES. [Full Text][Citation analysis] | paper | 0 |
2010 | OPTION PRICING UNDER STOCHASTIC VOLATILITY OF US REITS In: ERES. [Full Text][Citation analysis] | paper | 0 |
2010 | REAL OPTIONS AND GAME THEORETICAL APPROACHES TO REAL ESTATE DEVELOPMENT PROJECTS: MULTIPLE EQUILIBRIA AND THE IMPLICATIONS OF DIFFERENT TIE-BREAKING RULES In: ERES. [Full Text][Citation analysis] | paper | 0 |
2009 | Real Options and Game Theoretical Approaches to Real Estate Development Projects: Multiple Equilibria and the Implications of Different Tie-Breaking Rules.(2009) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
Real Options and Game Theoretical Approaches to Real Estate Development Projects: Multiple Equilibria and the Implications of Different Tie-Breaking Rules.() In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
2011 | Liquidity Black Hole and Optimal Behavioral In: ERES. [Full Text][Citation analysis] | paper | 0 |
2011 | Alternative investments: return driving actors In: ERES. [Full Text][Citation analysis] | paper | 0 |
2012 | Liquidity black hole and optimal behavioural model: an applied case In: ERES. [Full Text][Citation analysis] | paper | 0 |
2012 | How accurately do investors attitudes forecast demand-supply mismatch across real estate sectors? In: ERES. [Full Text][Citation analysis] | paper | 0 |
2018 | Liquidity Pricing of Illiquid Assets In: ERES. [Full Text][Citation analysis] | paper | 0 |
2018 | Time to Homeownership and Mortgage Design In: ERES. [Full Text][Citation analysis] | paper | 0 |
2018 | Do Property Locations Matter to IPO Valuation? Evidence from U.S. REITs In: ERES. [Full Text][Citation analysis] | paper | 0 |
2018 | Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance In: ERES. [Full Text][Citation analysis] | paper | 0 |
2007 | Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 9 |
2007 | Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets.(2007) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 5 |
2019 | Price Signaling and Return Chasing: International Evidence from Maturing REIT Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
2004 | The Measurement and Modelling of Commercial Real Estate Performance In: British Actuarial Journal. [Full Text][Citation analysis] | article | 3 |
2018 | Market integration, country institutions and IPO underpricing In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Volatility smiles when information is lagged in prices In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2016 | Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 5 |
2009 | Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
2008 | The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate.(2008) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2012 | Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
2015 | An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 9 |
2018 | Urban Economic Openness and IPO Underpricing In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
2006 | Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 0 |
Re-thinking Commercial Real Estate Market Segmentation In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 0 |
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