4
H index
0
i10 index
37
Citations
Gianluca Marcato : Citation Profile
University of Reading | RESEARCH PRODUCTION: 11 Articles 34 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2002 - 2019). 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 Marcato. | Is cited by:
| Cites to:
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Main data
Where Gianluca Marcato has published?
| Journals with more than one article published | # docs |
|---|---|
| The Journal of Real Estate Finance and Economics | 4 |
| Real Estate Economics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ERES / European Real Estate Society (ERES) | 24 |
| Real Estate & Planning Working Papers / Henley Business School, Reading University | 10 |
Recent works citing Gianluca Marcato (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis. (2019). Guidolin, Massimo ; Petrova, Milena ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19122. Full description at Econpapers || Download paper |
| 2020 | Central bank independence and systemic risk. (2020). Andrieș, 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 |
| 2019 | Information Asymmetry and REIT Capital Market Access. (2019). Spieler, Andrew C ; Ong, Seow Eng ; Devos, Erik. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:1:d:10.1007_s11146-018-9678-8. Full description at Econpapers || Download paper |
Works by Gianluca Marcato:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 8 |
| 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: 8 | paper | |
| 2012 | Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 4 |
| 2019 | Price Signaling and Return Chasing: International Evidence from Maturing REIT Markets In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | 2 |
| 2018 | Volatility smiles when information is lagged in prices In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 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 | 2 |
| 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 | 5 |
| 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 | 2 |
| 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team