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 0 8
ALTERNATIVE INVESTMENTS: CORRELATION STRUCTURE AND BUSINESS CYCLES 0 0 0 11 0 1 1 36
Alternative investments: return driving actors 0 0 0 5 0 0 0 24
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 0 0 125 0 0 2 382
Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets 0 0 0 29 0 0 1 143
Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity 0 0 0 148 0 0 1 476
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 1 19 0 0 1 75
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 2 173 0 0 4 470
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 2 3 0 0 5 16
How accurately do investors' attitudes forecast demand-supply mismatch across real estate sectors? 0 0 0 10 0 0 0 23
INSTITUTIONAL DETERMINANTS OF MORTGAGE FINANCE DEVELOPMENT 0 0 2 16 0 1 5 34
LIQUIDITY PRICING IN UNLISTED REAL ESTATE FUNDS 0 0 0 16 0 0 1 51
Liquidity Black Hole and Optimal Behavioral 0 0 1 15 0 0 2 59
Liquidity Pricing of Illiquid Assets 1 1 4 105 3 3 12 336
Liquidity black hole and optimal behavioural model: an applied case 0 0 0 6 0 0 0 28
MULTIPLE EQUILIBRIA IN GAME THEORY: SHARING PROFITS VS. MARKET PRICE 0 0 1 13 0 0 1 23
Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance 0 0 0 25 0 1 1 94
Momentum Strategies for Long-Memory Processes 0 0 0 10 0 0 0 30
OPTION PRICING UNDER STOCHASTIC VOLATILITY OF US REITS 0 0 0 3 0 0 1 24
Pricing Inefficiencies in Real Estate Swaps 0 0 0 4 0 0 0 25
REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS 0 0 1 6 0 0 1 22
REAL OPTIONS AND GAME THEORETICAL APPROACHES TO REAL ESTATE DEVELOPMENT PROJECTS: MULTIPLE EQUILIBRIA AND THE IMPLICATIONS OF DIFFERENT TIE-BREAKING RULES 0 1 1 6 0 2 2 19
Re-thinking Commercial Real Estate Market Segmentation 0 0 1 147 0 0 5 705
Real Estate Returns in Stochastic Asset Liability Modelling 0 0 0 3 0 0 0 9
Real Option Pricing in Mixed-use Development Projects 1 1 1 6 1 1 1 14
Real Option Pricing in Mixed-use Development Projects 0 0 1 116 0 0 1 303
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
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 0 0 415
STYLE ANALYSIS IN REAL ESTATE MARKETS: BEYOND THE SECTORS AND REGIONS DICHOTOMY 0 1 1 6 0 2 2 25
Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy 0 1 1 88 0 2 3 232
Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques 0 0 0 23 1 1 2 61
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 1 15 0 10 12 41
Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency 0 0 0 2 0 0 0 10
Total Working Papers 2 5 21 1,480 5 24 67 4,589


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 0 25 1 2 4 127
Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets 0 0 0 51 0 0 1 167
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 0 0 24 0 0 0 77
Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate 0 0 0 35 3 3 3 146
Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market 0 0 0 165 0 1 4 363
Market integration, country institutions and IPO underpricing 0 0 1 18 0 0 3 91
Price Signaling and Return Chasing: International Evidence from Maturing REIT Markets 0 0 0 2 0 0 1 19
Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps 0 0 0 40 0 0 0 170
The Measurement and Modelling of Commercial Real Estate Performance 0 1 4 10 0 2 6 24
Urban Economic Openness and IPO Underpricing 0 0 0 4 0 0 2 53
Volatility smiles when information is lagged in prices 0 0 0 3 0 1 1 29
Total Journal Articles 0 1 5 377 4 9 25 1,266


Statistics updated 2025-02-05