Gianluca Marcato : Citation Profile

Are you Gianluca Marcato?

University of Reading

5

H index

0

i10 index

57

Citations

RESEARCH PRODUCTION:

11

Articles

34

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 3
   Journals where Gianluca Marcato has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (3.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma840
   Updated: 2022-06-25    RAS profile: 2020-01-03    
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Relations with other researchers

Works with:

Milcheva, Stanimira (2)

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

Is cited by:

Hoesli, Martin (3)

Bikker, Jacob (2)

Stevenson, Simon (2)

Cole, Rebel (2)

Füss, Roland (1)

Yildirim, Yildiray (1)

Peng, Liang (1)

Hwang, Soosung (1)

Deng, Yongheng (1)

Batsch, Laurent (1)

Alcock, Jamie (1)

Cites to:

Ritter, Jay (16)

Shleifer, Andrei (12)

Ling, David (9)

Wang, Ko (7)

welch, ivo (7)

Vayanos, Dimitri (7)

Campbell, John (7)

Milesi-Ferretti, Gian Maria (6)

Ward, Charles (5)

Amihud, Yakov (5)

Summers, Lawrence (5)

Main data

Where Gianluca Marcato has published?

Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics4
Real Estate Economics3

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, University of Reading10

Recent works citing Gianluca Marcato (2021 and 2020)

YearTitle of citing document
2020A 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.

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2021Robust 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.

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2020Central bank independence and systemic risk. (2020). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Podpiera, Anca Maria. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_013.

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2020Worldwide 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.

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2021ESG 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.

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2020Approximate 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.

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2021Does 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.

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2020The 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.

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2021Analyst 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.

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2021Real estate ETNs in strategic asset allocation. (2021). Steininger, Bertram I ; Sebastian, Steffen P. In: Working Paper Series. RePEc:hhs:kthrec:2021_008.

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2021Market 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.

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2021The 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.

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2022Asymmetric 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.

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2020Sentiment 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.

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Works by Gianluca Marcato:

YearTitleTypeCited
2002Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency In: ERES.
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2002Real Estate Returns in Stochastic Asset Liability Modelling In: ERES.
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2003A Framework to Extrapolate Direct Property Performance from Vehicle-based Indices In: ERES.
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2004CAPM, liquidity and real estate performances In: ERES.
[Full Text][Citation analysis]		paper0
2005Momentum Strategies for Long-Memory Processes In: ERES.
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2007Pricing Inefficiencies in Real Estate Swaps In: ERES.
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2007Real Option Pricing in Mixed-use Development Projects In: ERES.
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2007Real Option Pricing in Mixed-use Development Projects.(2007) In: Real Estate & Planning Working Papers.
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2008STYLE ANALYSIS IN REAL ESTATE MARKETS: BEYOND THE SECTORS AND REGIONS DICHOTOMY In: ERES.
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2009Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy.(2009) In: Real Estate & Planning Working Papers.
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2009Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics In: ERES.
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2009Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics.(2009) In: Real Estate & Planning Working Papers.
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2009Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques In: ERES.
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2010MULTIPLE EQUILIBRIA IN GAME THEORY: SHARING PROFITS VS. MARKET PRICE In: ERES.
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2010REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS In: ERES.
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2010LIQUIDITY PRICING IN UNLISTED REAL ESTATE FUNDS In: ERES.
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2010ALTERNATIVE INVESTMENTS: CORRELATION STRUCTURE AND BUSINESS CYCLES In: ERES.
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2010OPTION PRICING UNDER STOCHASTIC VOLATILITY OF US REITS In: ERES.
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2010REAL OPTIONS AND GAME THEORETICAL APPROACHES TO REAL ESTATE DEVELOPMENT PROJECTS: MULTIPLE EQUILIBRIA AND THE IMPLICATIONS OF DIFFERENT TIE-BREAKING RULES In: ERES.
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2009Real 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.
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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.
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2011Liquidity Black Hole and Optimal Behavioral In: ERES.
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2011Alternative investments: return driving actors In: ERES.
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2012Liquidity black hole and optimal behavioural model: an applied case In: ERES.
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2012How accurately do investors attitudes forecast demand-supply mismatch across real estate sectors? In: ERES.
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2018Liquidity Pricing of Illiquid Assets In: ERES.
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2018Time to Homeownership and Mortgage Design In: ERES.
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2018Do Property Locations Matter to IPO Valuation? Evidence from U.S. REITs In: ERES.
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2018Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance In: ERES.
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2007Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets In: Real Estate Economics.
[Full Text][Citation analysis]		article9
2007Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets.(2007) In: Real Estate & Planning Working Papers.
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2012Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns In: Real Estate Economics.
[Full Text][Citation analysis]		article5
2019Price Signaling and Return Chasing: International Evidence from Maturing REIT Markets In: Real Estate Economics.
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2004The Measurement and Modelling of Commercial Real Estate Performance In: British Actuarial Journal.
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2018Market integration, country institutions and IPO underpricing In: Journal of Corporate Finance.
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2018Volatility smiles when information is lagged in prices In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2016Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market In: Journal of Real Estate Research.
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2009Dynamics 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]		article8
2008The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate.(2008) In: Real Estate & Planning Working Papers.
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2012Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps In: The Journal of Real Estate Finance and Economics.
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2015An 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]		article9
2018Urban Economic Openness and IPO Underpricing In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article0
2006Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity In: Real Estate & Planning Working Papers.
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2006An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? In: Real Estate & Planning Working Papers.
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Re-thinking Commercial Real Estate Market Segmentation In: Real Estate & Planning Working Papers.
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