Gianluca Marcato : Citation Profile


Are you Gianluca Marcato?

University of Reading

4

H index

0

i10 index

37

Citations

RESEARCH PRODUCTION:

11

Articles

34

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 2
   Journals where Gianluca Marcato has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (5.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma840
   Updated: 2020-09-26    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:

Stevenson, Simon (2)

Hoesli, Martin (2)

Cole, Rebel (2)

McMillen, Daniel (1)

Ang, Andrew (1)

Sebastian, Steffen (1)

Pedio, Manuela (1)

Ling, David (1)

Sing, Tien Foo (1)

Westerfield, Mark (1)

Brooks, Chris (1)

Cites to:

Ritter, Jay (11)

Shleifer, Andrei (10)

Ling, David (9)

Vayanos, Dimitri (7)

Campbell, John (7)

Stulz, René (5)

Summers, Lawrence (5)

Wang, Ko (5)

Waldmann, Robert (5)

Milesi-Ferretti, Gian Maria (5)

Ward, Charles (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, Reading University10

Recent works citing Gianluca Marcato (2020 and 2019)


YearTitle of citing document
2019The 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

2020Central 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

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.

Full description at Econpapers || Download paper

2019Information 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:


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.
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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.
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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.
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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.
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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.
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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.
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2018Urban Economic Openness and IPO Underpricing In: The Journal of Real Estate Finance and Economics.
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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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