Access Statistics for Gianluca Marcato

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Framework to Extrapolate Direct Property Performance from Vehicle-based Indices 0 0 0 2 0 1 2 10
ALTERNATIVE INVESTMENTS: CORRELATION STRUCTURE AND BUSINESS CYCLES 0 0 0 11 1 1 2 37
Alternative investments: return driving actors 0 0 0 5 1 1 2 26
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 0 0 125 1 7 9 391
Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets 0 0 0 29 0 1 2 145
Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity 0 0 0 148 0 1 4 480
CAPM, liquidity and real estate performances 0 0 0 28 0 0 0 54
Do Property Locations Matter to IPO Valuation? Evidence from U.S. REITs 0 0 0 19 0 1 3 78
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 0 173 0 0 1 471
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 0 3 1 2 2 18
How accurately do investors' attitudes forecast demand-supply mismatch across real estate sectors? 0 0 0 10 0 1 1 24
INSTITUTIONAL DETERMINANTS OF MORTGAGE FINANCE DEVELOPMENT 0 0 0 16 0 0 1 34
LIQUIDITY PRICING IN UNLISTED REAL ESTATE FUNDS 0 0 0 16 1 1 2 53
Liquidity Black Hole and Optimal Behavioral 0 0 0 15 2 3 4 63
Liquidity Pricing of Illiquid Assets 0 1 6 110 3 5 14 347
Liquidity black hole and optimal behavioural model: an applied case 0 0 0 6 1 2 3 31
MULTIPLE EQUILIBRIA IN GAME THEORY: SHARING PROFITS VS. MARKET PRICE 0 0 0 13 0 1 1 24
Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance 0 0 0 25 2 4 5 98
Momentum Strategies for Long-Memory Processes 0 0 0 10 0 1 1 31
OPTION PRICING UNDER STOCHASTIC VOLATILITY OF US REITS 0 0 2 5 0 0 5 29
Pricing Inefficiencies in Real Estate Swaps 0 0 0 4 2 2 2 27
REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS 0 0 0 6 0 0 2 24
REAL OPTIONS AND GAME THEORETICAL APPROACHES TO REAL ESTATE DEVELOPMENT PROJECTS: MULTIPLE EQUILIBRIA AND THE IMPLICATIONS OF DIFFERENT TIE-BREAKING RULES 0 0 1 6 1 2 4 21
Re-thinking Commercial Real Estate Market Segmentation 0 2 2 149 1 4 7 712
Real Estate Returns in Stochastic Asset Liability Modelling 0 0 0 3 0 0 1 10
Real Option Pricing in Mixed-use Development Projects 0 0 0 116 1 1 2 305
Real Option Pricing in Mixed-use Development Projects 0 0 1 6 0 1 2 15
Real Options and Game Theoretical Approaches to Real Estate Development Projects: Multiple Equilibria and the Implications of Different Tie-Breaking Rules 0 0 0 185 1 2 3 418
Real Options and Game Theoretical Approaches to Real Estate Development Projects: Multiple Equilibria and the Implications of Different Tie-Breaking Rules 0 0 0 69 0 0 0 197
STYLE ANALYSIS IN REAL ESTATE MARKETS: BEYOND THE SECTORS AND REGIONS DICHOTOMY 0 0 1 7 1 2 3 28
Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy 0 0 0 88 1 2 3 235
Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques 0 0 1 24 0 0 4 64
The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate 0 0 0 42 0 0 0 125
Time to Homeownership and Mortgage Design 0 0 0 15 0 1 2 43
Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency 0 0 0 2 1 1 1 11
Total Working Papers 0 3 14 1,491 22 51 100 4,679

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market 0 0 2 27 2 2 7 132
Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets 0 0 1 52 2 2 4 171
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 0 0 24 2 5 6 83
Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate 0 1 1 36 4 5 11 154
Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market 0 0 1 166 0 1 3 365
Market integration, country institutions and IPO underpricing 0 0 0 18 3 3 6 97
Price Signaling and Return Chasing: International Evidence from Maturing REIT Markets 0 0 0 2 0 0 0 19
Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps 0 0 1 41 2 4 8 178
The Measurement and Modelling of Commercial Real Estate Performance 0 0 1 10 1 1 3 26
Urban Economic Openness and IPO Underpricing 0 0 0 4 2 2 4 57
Volatility smiles when information is lagged in prices 0 0 0 3 0 0 3 31
Total Journal Articles 0 1 7 383 18 25 55 1,313

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Statistics updated 2025-12-06