Details about Gianluca Mattarocci

Homepage:	https://economia.uniroma2.it/faculty/102/mattarocci-gianluca
Phone:	+390672595903
Postal address:	University of Rome Tor Vergata School of Economics Department of Management and Law Address: Via Columbia 2 City: Rome - Italy ZIP code: 00133
Workplace:	Dipartimento di Management e Diritto (Department of Management and Law), Facoltà di Economia (Faculty of Economics), Università degli Studi di Roma "Tor Vergata" (Tor Vergata University of Rome), (more information at EDIRC)

Access statistics for papers by Gianluca Mattarocci.

Last updated 2024-08-09. Update your information in the RePEc Author Service.

Short-id: pma381

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Jump to Journal Articles Books Edited books Chapters

Working Papers

2023

1. REITs performance and building energy efficiency
   ERES, European Real Estate Society (ERES)

2022

2. Financing brownfield redevelopment and housing market dynamics: Evidence from Connecticut
   ERES, European Real Estate Society (ERES)
3. Identifying the drivers of Data Centre investments in Europe
   ERES, European Real Estate Society (ERES)

2021

4. Local Railway Service and Housing Value in Small Towns: Empirical Evidence from Italy
   ERES, European Real Estate Society (ERES)

2019

5. CW-REITS: A new asset class for the real estate industry?
   ERES, European Real Estate Society (ERES)
6. Real estate funds specialized in the Italian hotel industry: a case study analysis
   ERES, European Real Estate Society (ERES)

2018

7. Brownfield areas and housing value: Evidence from Milan
   ERES, European Real Estate Society (ERES)
   See also Journal Article Brownfield Areas and Housing Value: Evidence from Milan, Journal of Sustainable Real Estate, Taylor & Francis Journals (2019) (2019)

2017

8. Loss Given Default for residential real estate banks: Evidence from the Euro area
   ERES, European Real Estate Society (ERES)

2016

9. Institutional Investors and Home Biased REITs
   ERES, European Real Estate Society (ERES)
   See also Journal Article Institutional Investors and Home-Biased REITs, Journal of Real Estate Portfolio Management, Taylor & Francis Journals (2021) (2021)
10. Peer to Peer lending and the European real estate market: evidence from UK
    ERES, European Real Estate Society (ERES)

2014

11. Construction activity and real estate market trend: evidence from Albania
    ERES, European Real Estate Society (ERES) View citations (1)

2013

12. Are Real Estate Banks More Affected by Real Estate Market Dynamics? Evidence from the Main European Countries
    ERES, European Real Estate Society (ERES)
13. Performance of real estate investments
    ERES, European Real Estate Society (ERES)
14. Tenant Features and their Impact on the Office Sector Rent: Evidence from Milan
    ERES, European Real Estate Society (ERES)

2012

15. Investor attention for retail and institutional funds: a test on the real estate market
    ERES, European Real Estate Society (ERES)
16. Landmark buildings and diversification opportunities in the residential market
    ERES, European Real Estate Society (ERES)
    See also Journal Article Landmark buildings and diversification opportunities in the residential market, International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited (2016) View citations (1) (2016)

2011

17. The Role of Risk Measuresí Choices in Ranking Reits: Evidence from the US Market
    ERES, European Real Estate Society (ERES)

2010

18. LIQUIDITY RISK EXPOSURE FOR SPECIALIZED AND UNSPECIALIZED REAL ESTATE BANKS: EVIDENCES FROM THE ITALIAN MARKET
    ERES, European Real Estate Society (ERES) View citations (3)
19. THE PERFORMANCE ATTRIBUTION OF THE ITALIAN REAL ESTATE FUNDS: THE ROLE OF INCOME RETURN AND CAPITAL GROWTH
    ERES, European Real Estate Society (ERES)
20. THE RELEVANCE OF REAL ESTATE MARKET TRENDS FOR INVESTMENT PROPERTY FUNDS ASSET ALLOCATION: EVIDENCE FROM FRANCE, GERMANY, ITALY AND UNITED KINGDOM
    ERES, European Real Estate Society (ERES)
21. THE ROLE OF RISK MEASURESí CHOICES IN RANKING REAL ESTATE FUNDS: EVIDENCE FROM THE ITALIAN MARKET
    ERES, European Real Estate Society (ERES) View citations (2)
    See also Chapter The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2013) (2013)

2009

22. Are Portfolio Diversification Criteria Useful for Hotel Investments?
    ERES, European Real Estate Society (ERES)

2008

23. HOW TO RATE ITALIAN REAL ESTATE FUNDS
    ERES, European Real Estate Society (ERES)

2007

24. Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Chapter Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2009) (2009)
25. Risk Diversification in a Real Estate Portfolio: Evidence from the Italian Market
    ERES, European Real Estate Society (ERES) View citations (3)
26. The performance evaluation of hedge funds: a comparison of different approaches using European data
    MPRA Paper, University Library of Munich, Germany View citations (2)

2006

27. Managing factoring in banking groups
    MPRA Paper, University Library of Munich, Germany
28. Market characteristics and chaos dynamics in stock markets: an international comparison
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Chapter Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2009) View citations (1) (2009)

2005

29. Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2022

1. Funds of hedge funds' role in portfolio diversification during crisis: the case of Cyprus
   Global Business and Economics Review, 2022, 26, (3), 218-230
2. Supply chain dynamics after the COVID-19 pandemic and stock market performance: Evidence from the US
   Economics, 2022, 10, (2), 45-62

2021

3. Big data firms and information privacy
   Global Business and Economics Review, 2021, 25, (3/4), 355-367
4. Cross-border banking and foreign branch regulation in Europe
   Journal of Financial Regulation and Compliance, 2021, 29, (3), 280-296
5. Financial Distress and Information Sharing: Evidences from the Italian Credit Register
   Risks, 2021, 9, (5), 1-12 View citations (1)
6. Institutional Investors and Home-Biased REITs
   Journal of Real Estate Portfolio Management, 2021, 27, (2), 104-120
   See also Working Paper Institutional Investors and Home Biased REITs, ERES (2016) (2016)
7. Rigenerazione urbana e finanza immobiliare: strategie di riuso intelligente delle citt? nell?era post-covid
   ECONOMIA E SOCIET? REGIONALE, 2021, XXXIX, (3), 45-60
8. The Influence of Macro factors On Residential Mortgage In Italy
   International Journal of Business Research and Management (IJBRM), 2021, 12, (3), 103-115

2020

9. Closed End Real Estate Funds and Real Estate Portfolio Management: Evidence from the Italian Retail Market
   Journal of Real Estate Portfolio Management, 2020, 26, (1), 27-36
10. Crowdfunding REITs: a new asset class for the real estate industry?
    Journal of Property Investment & Finance, 2020, 39, (2), 84-96 View citations (1)

2019

11. Brownfield Areas and Housing Value: Evidence from Milan
    Journal of Sustainable Real Estate, 2019, 11, (1), 60-83
    See also Working Paper Brownfield areas and housing value: Evidence from Milan, ERES (2018) (2018)

2018

12. Financing Decisions of REITs and the Switching Effect
    International Real Estate Review, 2018, 21, (3), 367-396 View citations (1)
13. Multiple banking relationships and exposure at default
    Journal of Financial Regulation and Compliance, 2018, 26, (1), 2-19 View citations (2)
14. On-site and off-site supervision: new trends and best practices in the new Ssm framework
    BANCARIA, 2018, 12, 54-61
15. Real estate focused investments: the Health care sector in Italy
    BANCARIA, 2018, 4, 68-78
16. Residential mortgages, the real estate market, and economic growth: evidence from Europe
    Journal of Property Investment & Finance, 2018, 36, (6), 552-577 View citations (4)

2016

17. Are Home-biased REITs Worthwhile?
    Journal of Real Estate Portfolio Management, 2016, 22, (1), 19-30
18. Are Real Estate Banks More Affected by Real Estate Market Dynamics?
    International Real Estate Review, 2016, 19, (2), 151-170 View citations (2)
19. Banking Group Features and Interbank Market Exposure: Evidence from the Main European Groups
    Journal of Financial Management, Markets and Institutions, 2016, (1), 43-70
20. Landmark buildings and diversification opportunities in the residential market
    International Journal of Housing Markets and Analysis, 2016, 9, (4), 429-445 View citations (1)
    See also Working Paper Landmark buildings and diversification opportunities in the residential market, ERES (2012) (2012)
21. Real Estate Exposure and Bank Share Price Synchronicity
    Journal of Real Estate Portfolio Management, 2016, 22, (2), 147-157

2013

22. Investor attention for retail and institutional investors: a test on the real estate market
    Journal of Property Investment & Finance, 2013, 31, (4), 314-328 View citations (1)
23. Real estate funds’ performance in the Italian market
    BANCARIA, 2013, 02, 76-84
24. Risk Measurement Choice in Selecting REITs: Evidence from the U.S. Market
    Journal of Real Estate Portfolio Management, 2013, 19, (2), 137-153 View citations (2)

2012

25. The bank, between public and private
    BANCARIA, 2012, 10, 3-25

2011

26. Liquidity risk exposure for specialised and unspecialised real estate banks
    Journal of Property Investment & Finance, 2011, 29, (2), 98-114 View citations (3)

2010

27. La scelta della misura di rischio nella classificazione dei fondi immobiliari italiani
    ECONOMIA E DIRITTO DEL TERZIARIO, 2010, 2010/3, (3), 549-569
28. PREDICTORS OF NET TRADE CREDIT EXPOSURE: EVIDENCE FROM THE ITALIAN MARKET
    The International Journal of Business and Finance Research, 2010, 4, (4), 103-119
29. The relative importance of sector and regional factors in the hotel industry
    Journal of Property Investment & Finance, 2010, 28, (3), 162-180 View citations (2)

2009

30. The risk exposure of property cash flows: evidence from the italian market
    BANCARIA, 2009, 10, 47-63

2007

31. THE SELECTION OF THE DISCOUNT RATE IN ESTIMATING LOSS GIVEN DEFAULT
    Global Journal of Business Research, 2007, 1, (2), 15-33 View citations (1)

Books

2022

1. The New Era of Real Estate
   Springer Books, Springer

2017

2. Logistic Real Estate Investment and REITs in Europe
   Springer Books, Springer View citations (1)

2014

3. Anomalies in the European REITs Market
   Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan

2013

4. The Independence of Credit Rating Agencies
   Elsevier Monographs, Elsevier View citations (3)

Edited books

2015

1. European Real Estate
   Palgrave Macmillan Books, Palgrave Macmillan View citations (2)

2013

2. Asset Pricing, Real Estate and Public Finance over the Crisis
   Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan View citations (1)

2009

3. New Drivers of Performance in a Changing Financial World
   Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan

Chapters

2022

1. An Analysis of the Performance of the Proptech Companies
   Springer
2. Conclusion
   Springer
   Also in Palgrave Macmillan (2015)
   Palgrave Macmillan (2014)
3. Financing Instruments: Focus on P2P Lending and Crowdfunding
   Springer
4. Introduction
   Springer
5. Real Estate Management IT Tools
   Springer
6. Real Estate Negotiation Tools
   Springer
7. The Evolution of Proptech
   Springer

2017

8. Banks’ Risk Culture in Residential Mortgage and Cross-Selling Policies: Evidence from the Euro Area
   Palgrave Macmillan

2015

9. Asset Allocation Strategy and Market Return for Real Estate Institutional Investors
   Palgrave Macmillan
10. Introduction
    Palgrave Macmillan
11. Optimal Asset Allocation for European Real Estate
    Palgrave Macmillan

2014

12. Introduction
    Palgrave Macmillan
13. Is there a Halloween Effect in the European REITs Market?
    Palgrave Macmillan
14. Monthly Calendar Anomalies
    Palgrave Macmillan
15. Real Estate Investment Trusts
    Palgrave Macmillan
16. The Day of the Week Effect
    Palgrave Macmillan
17. The European REIT Industry
    Palgrave Macmillan
18. The Friday 13th or Friday 17th Effect for European REIT Investors
    Palgrave Macmillan
19. The Holiday Effect and REITs in Europe
    Palgrave Macmillan
20. The Impact of the Turn of the Month on European REIT Markets
    Palgrave Macmillan
21. The January Effect in European REITs
    Palgrave Macmillan
22. The Role of the Weekend Effect in European REITs
    Palgrave Macmillan
23. The Time of the Month Effect for European REIT Investors
    Palgrave Macmillan
24. Yearly Calendar Anomalies
    Palgrave Macmillan

2013

25. Introduction
    Palgrave Macmillan
26. Real Estate Trends and Portfolio Rebalancing: Evidence from Main European Markets
    Palgrave Macmillan
27. The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market
    Palgrave Macmillan
    See also Working Paper THE ROLE OF RISK MEASURESí CHOICES IN RANKING REAL ESTATE FUNDS: EVIDENCE FROM THE ITALIAN MARKET, European Real Estate Society (ERES) (2010) View citations (2) (2010)

2009

28. Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market
    Palgrave Macmillan
    See also Working Paper Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market, University Library of Munich, Germany (2007) View citations (1) (2007)
29. Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison
    Palgrave Macmillan View citations (1)
    See also Working Paper Market characteristics and chaos dynamics in stock markets: an international comparison, University Library of Munich, Germany (2006) View citations (1) (2006)
30. Real Estate Selection and Portfolio Construction Model: Data Analysis from the Italian Market
    Palgrave Macmillan View citations (1)
31. The Performance Evaluation of Hedge Funds: a Comparison of Different Approaches
    Palgrave Macmillan View citations (2)