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 0 3 12
ALTERNATIVE INVESTMENTS: CORRELATION STRUCTURE AND BUSINESS CYCLES 0 0 0 11 0 2 4 40
Alternative investments: return driving actors 0 0 0 5 0 2 8 33
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 0 0 125 0 2 12 395
Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets 0 0 0 29 0 1 5 149
Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity 0 0 0 148 0 1 5 484
CAPM, liquidity and real estate performances 0 0 0 28 0 3 3 57
Do Property Locations Matter to IPO Valuation? Evidence from U.S. REITs 0 0 0 19 0 5 17 93
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 1 1 174 0 4 9 479
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 0 3 0 2 7 23
How accurately do investors' attitudes forecast demand-supply mismatch across real estate sectors? 0 0 0 10 0 3 7 30
INSTITUTIONAL DETERMINANTS OF MORTGAGE FINANCE DEVELOPMENT 1 1 2 18 2 7 11 45
LIQUIDITY PRICING IN UNLISTED REAL ESTATE FUNDS 0 0 0 16 0 3 9 61
Liquidity Black Hole and Optimal Behavioral 0 0 0 15 0 5 19 79
Liquidity Pricing of Illiquid Assets 1 1 6 113 1 7 30 370
Liquidity black hole and optimal behavioural model: an applied case 0 0 0 6 0 2 9 38
MULTIPLE EQUILIBRIA IN GAME THEORY: SHARING PROFITS VS. MARKET PRICE 0 0 0 13 0 1 5 28
Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance 0 0 0 25 0 1 14 108
Momentum Strategies for Long-Memory Processes 0 0 0 10 0 3 7 37
OPTION PRICING UNDER STOCHASTIC VOLATILITY OF US REITS 0 0 1 5 0 1 5 33
Pricing Inefficiencies in Real Estate Swaps 0 0 0 4 0 7 14 39
REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS 0 0 0 6 1 3 6 30
REAL OPTIONS AND GAME THEORETICAL APPROACHES TO REAL ESTATE DEVELOPMENT PROJECTS: MULTIPLE EQUILIBRIA AND THE IMPLICATIONS OF DIFFERENT TIE-BREAKING RULES 0 0 0 6 0 4 6 25
Re-thinking Commercial Real Estate Market Segmentation 0 1 3 150 0 6 14 721
Real Estate Returns in Stochastic Asset Liability Modelling 0 0 0 3 0 1 3 12
Real Option Pricing in Mixed-use Development Projects 0 0 0 6 0 2 5 19
Real Option Pricing in Mixed-use Development Projects 0 0 0 116 0 4 17 321
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 0 4 11 427
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 2 5 202
STYLE ANALYSIS IN REAL ESTATE MARKETS: BEYOND THE SECTORS AND REGIONS DICHOTOMY 0 0 0 7 0 2 7 33
Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy 0 0 0 88 0 4 11 244
Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques 1 2 2 26 1 3 10 74
The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate 0 0 0 42 0 0 1 126
Time to Homeownership and Mortgage Design 0 0 0 15 0 1 5 47
Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency 0 0 0 2 1 3 6 16
Total Working Papers 3 6 15 1,500 6 101 310 4,930


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 1 28 0 3 13 142
Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets 0 0 0 52 1 7 14 182
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 1 2 26 2 7 17 94
Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate 0 0 2 37 0 4 14 161
Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market 0 1 1 167 0 1 7 371
Market integration, country institutions and IPO underpricing 0 1 1 19 2 4 15 109
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 2 42 0 6 20 193
The Measurement and Modelling of Commercial Real Estate Performance 0 0 0 10 0 2 5 30
Urban Economic Openness and IPO Underpricing 0 0 0 4 0 1 9 62
Volatility smiles when information is lagged in prices 0 0 0 3 0 1 4 34
Total Journal Articles 0 3 9 390 5 36 118 1,397


Statistics updated 2026-07-10