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 1 2 9 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 6 18 93
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 0 3 0 2 7 23
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 1 1 1 174 1 4 9 479
How accurately do investors' attitudes forecast demand-supply mismatch across real estate sectors? 0 0 0 10 1 3 7 30
INSTITUTIONAL DETERMINANTS OF MORTGAGE FINANCE DEVELOPMENT 0 1 1 17 0 7 9 43
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 1 7 19 79
Liquidity Pricing of Illiquid Assets 0 1 5 112 0 8 29 369
Liquidity black hole and optimal behavioural model: an applied case 0 0 0 6 0 4 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 1 2 14 108
Momentum Strategies for Long-Memory Processes 0 0 0 10 0 4 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 3 9 14 39
REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS 0 0 0 6 0 3 6 29
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 2 4 6 25
Re-thinking Commercial Real Estate Market Segmentation 1 1 3 150 1 6 15 721
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 0 116 0 7 17 321
Real Option Pricing in Mixed-use Development Projects 0 0 0 6 0 2 5 19
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
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 4 11 427
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 3 4 11 244
Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques 1 1 1 25 1 3 9 73
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 6 47
Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency 0 0 0 2 0 2 5 15
Total Working Papers 3 5 12 1,497 16 113 309 4,924


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 28 1 3 14 142
Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets 0 0 1 52 1 6 14 181
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 1 2 2 26 2 6 15 92
Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate 0 0 2 37 1 5 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 1 3 13 107
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 7 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 2 9 62
Volatility smiles when information is lagged in prices 0 0 0 3 0 1 4 34
Total Journal Articles 1 4 11 390 6 36 115 1,392


Statistics updated 2026-06-04