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Details about Gianluca Marcato

E-mail:
Phone:+44 (0)118 378 8178
Postal address:Real Estate & Planning Henley Business School University of Reading Reading RG6 6UD United Kingdom
Workplace:Henley Business School, University of Reading, (more information at EDIRC)

Access statistics for papers by Gianluca Marcato.

Last updated 2020-01-03. Update your information in the RePEc Author Service.

Short-id: pma840


Jump to Journal Articles

Working Papers

2018

  1. Do Property Locations Matter to IPO Valuation? Evidence from U.S. REITs
    ERES, European Real Estate Society (ERES) Downloads
  2. Liquidity Pricing of Illiquid Assets
    ERES, European Real Estate Society (ERES) Downloads
  3. Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance
    ERES, European Real Estate Society (ERES) Downloads
  4. Time to Homeownership and Mortgage Design
    ERES, European Real Estate Society (ERES) Downloads

2017

  1. INSTITUTIONAL DETERMINANTS OF MORTGAGE FINANCE DEVELOPMENT
    AfRES, African Real Estate Society (AfRES) Downloads

2012

  1. How accurately do investors' attitudes forecast demand-supply mismatch across real estate sectors?
    ERES, European Real Estate Society (ERES) Downloads
  2. Liquidity black hole and optimal behavioural model: an applied case
    ERES, European Real Estate Society (ERES) Downloads

2011

  1. Alternative investments: return driving actors
    ERES, European Real Estate Society (ERES) Downloads
  2. Liquidity Black Hole and Optimal Behavioral
    ERES, European Real Estate Society (ERES) Downloads

2010

  1. ALTERNATIVE INVESTMENTS: CORRELATION STRUCTURE AND BUSINESS CYCLES
    ERES, European Real Estate Society (ERES) Downloads
  2. LIQUIDITY PRICING IN UNLISTED REAL ESTATE FUNDS
    ERES, European Real Estate Society (ERES) Downloads View citations (1)
  3. MULTIPLE EQUILIBRIA IN GAME THEORY: SHARING PROFITS VS. MARKET PRICE
    ERES, European Real Estate Society (ERES) Downloads
  4. OPTION PRICING UNDER STOCHASTIC VOLATILITY OF US REITS
    ERES, European Real Estate Society (ERES) Downloads
  5. REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS
    ERES, European Real Estate Society (ERES) Downloads
  6. REAL OPTIONS AND GAME THEORETICAL APPROACHES TO REAL ESTATE DEVELOPMENT PROJECTS: MULTIPLE EQUILIBRIA AND THE IMPLICATIONS OF DIFFERENT TIE-BREAKING RULES
    ERES, European Real Estate Society (ERES) Downloads
    Also in Real Estate & Planning Working Papers, Henley Business School, Reading University (2009) Downloads
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads

2009

  1. Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
    Also in ERES, European Real Estate Society (ERES) (2009) Downloads
  2. Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads View citations (3)
    Also in ERES, European Real Estate Society (ERES) (2008) Downloads View citations (1)
  3. Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques
    ERES, European Real Estate Society (ERES) Downloads

2008

  1. The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
    See also Journal Article in The Journal of Real Estate Finance and Economics (2009)

2007

  1. Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads View citations (7)
    See also Journal Article in Real Estate Economics (2007)
  2. Pricing Inefficiencies in Real Estate Swaps
    ERES, European Real Estate Society (ERES) Downloads
  3. Real Option Pricing in Mixed-use Development Projects
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
    Also in ERES, European Real Estate Society (ERES) (2007) Downloads

2006

  1. An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle?
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
  2. Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads

2005

  1. Momentum Strategies for Long-Memory Processes
    ERES, European Real Estate Society (ERES) Downloads

2004

  1. CAPM, liquidity and real estate performances
    ERES, European Real Estate Society (ERES) Downloads

2003

  1. A Framework to Extrapolate Direct Property Performance from Vehicle-based Indices
    ERES, European Real Estate Society (ERES) Downloads

2002

  1. Real Estate Returns in Stochastic Asset Liability Modelling
    ERES, European Real Estate Society (ERES) Downloads
  2. Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency
    ERES, European Real Estate Society (ERES) Downloads

Undated

  1. Re-thinking Commercial Real Estate Market Segmentation
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads

Journal Articles

2019

  1. Price Signaling and Return Chasing: International Evidence from Maturing REIT Markets
    Real Estate Economics, 2019, 47, (1), 314-357 Downloads

2018

  1. Market integration, country institutions and IPO underpricing
    Journal of Corporate Finance, 2018, 53, (C), 87-105 Downloads View citations (2)
  2. Urban Economic Openness and IPO Underpricing
    The Journal of Real Estate Finance and Economics, 2018, 56, (3), 325-351 Downloads
  3. Volatility smiles when information is lagged in prices
    The North American Journal of Economics and Finance, 2018, 46, (C), 151-165 Downloads

2016

  1. Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market
    Journal of Real Estate Research, 2016, 38, (2), 165-204 Downloads View citations (3)

2015

  1. An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market
    The Journal of Real Estate Finance and Economics, 2015, 51, (2), 160-189 Downloads View citations (7)

2012

  1. Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns
    Real Estate Economics, 2012, 40, (4), 637-661 Downloads View citations (5)
  2. Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps
    The Journal of Real Estate Finance and Economics, 2012, 45, (3), 774-803 Downloads View citations (5)

2009

  1. Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate
    The Journal of Real Estate Finance and Economics, 2009, 39, (3), 359-383 Downloads View citations (8)
    See also Working Paper (2008)

2007

  1. Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets
    Real Estate Economics, 2007, 35, (4), 599-622 Downloads View citations (10)
    See also Working Paper (2007)

2004

  1. The Measurement and Modelling of Commercial Real Estate Performance
    British Actuarial Journal, 2004, 10, (1), 5-61 Downloads View citations (4)
 
Page updated 2020-10-15