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 1 1 5 41
Alternative investments: return driving actors 0 0 0 5 0 0 8 33
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 0 0 125 0 0 11 395
Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets 0 0 0 29 3 3 8 152
Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity 0 0 0 148 0 0 5 484
CAPM, liquidity and real estate performances 0 0 0 28 0 0 3 57
Do Property Locations Matter to IPO Valuation? Evidence from U.S. REITs 0 0 0 19 1 1 17 94
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 0 3 0 0 7 23
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 1 174 0 0 8 479
How accurately do investors' attitudes forecast demand-supply mismatch across real estate sectors? 0 0 0 10 0 0 7 30
INSTITUTIONAL DETERMINANTS OF MORTGAGE FINANCE DEVELOPMENT 0 1 2 18 1 3 12 46
LIQUIDITY PRICING IN UNLISTED REAL ESTATE FUNDS 0 0 0 16 0 0 9 61
Liquidity Black Hole and Optimal Behavioral 0 0 0 15 0 0 19 79
Liquidity Pricing of Illiquid Assets 1 2 5 114 2 3 30 372
Liquidity black hole and optimal behavioural model: an applied case 0 0 0 6 0 1 10 39
MULTIPLE EQUILIBRIA IN GAME THEORY: SHARING PROFITS VS. MARKET PRICE 0 0 0 13 0 0 5 28
Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance 0 0 0 25 0 1 15 109
Momentum Strategies for Long-Memory Processes 0 0 0 10 0 0 7 37
OPTION PRICING UNDER STOCHASTIC VOLATILITY OF US REITS 0 0 0 5 0 0 4 33
Pricing Inefficiencies in Real Estate Swaps 0 0 0 4 2 2 16 41
REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS 0 0 0 6 0 1 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 1 7 26
Re-thinking Commercial Real Estate Market Segmentation 0 0 3 150 2 2 15 723
Real Estate Returns in Stochastic Asset Liability Modelling 0 0 0 3 0 0 2 12
Real Option Pricing in Mixed-use Development Projects 0 0 0 116 0 0 17 321
Real Option Pricing in Mixed-use Development Projects 0 0 0 6 0 0 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 0 185 0 0 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 1 1 6 203
STYLE ANALYSIS IN REAL ESTATE MARKETS: BEYOND THE SECTORS AND REGIONS DICHOTOMY 0 0 0 7 1 2 9 35
Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy 0 0 0 88 3 3 14 247
Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques 0 1 2 26 0 1 10 74
The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate 0 0 0 42 1 1 2 127
Time to Homeownership and Mortgage Design 0 0 0 15 0 0 5 47
Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency 0 0 0 2 0 1 6 16
Total Working Papers 1 4 13 1,501 18 28 324 4,952


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 1 13 143
Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets 0 0 0 52 0 1 13 182
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 0 2 26 0 2 16 94
Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate 0 0 2 37 0 0 12 161
Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market 0 0 1 167 0 0 7 371
Market integration, country institutions and IPO underpricing 0 0 1 19 1 4 17 111
Price Signaling and Return Chasing: International Evidence from Maturing REIT Markets 0 0 0 2 0 1 1 20
Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps 0 0 1 42 1 1 20 194
The Measurement and Modelling of Commercial Real Estate Performance 0 0 0 10 0 0 5 30
Urban Economic Openness and IPO Underpricing 0 0 0 4 1 1 8 63
Volatility smiles when information is lagged in prices 0 0 0 3 0 0 3 34
Total Journal Articles 0 0 8 390 3 11 115 1,403


Statistics updated 2026-09-10