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 1 2 4 12
ALTERNATIVE INVESTMENTS: CORRELATION STRUCTURE AND BUSINESS CYCLES 0 0 0 11 0 1 1 37
Alternative investments: return driving actors 0 0 0 5 2 5 6 30
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 0 0 125 2 3 11 393
Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets 0 0 0 29 2 2 4 147
Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity 0 0 0 148 2 3 7 483
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 3 4 7 82
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 0 3 1 3 4 20
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 0 173 2 3 4 474
How accurately do investors' attitudes forecast demand-supply mismatch across real estate sectors? 0 0 0 10 2 2 3 26
INSTITUTIONAL DETERMINANTS OF MORTGAGE FINANCE DEVELOPMENT 0 0 0 16 2 2 2 36
LIQUIDITY PRICING IN UNLISTED REAL ESTATE FUNDS 0 0 0 16 4 5 6 57
Liquidity Black Hole and Optimal Behavioral 0 0 0 15 8 11 13 72
Liquidity Pricing of Illiquid Assets 0 0 5 110 4 7 15 351
Liquidity black hole and optimal behavioural model: an applied case 0 0 0 6 2 3 5 33
MULTIPLE EQUILIBRIA IN GAME THEORY: SHARING PROFITS VS. MARKET PRICE 0 0 0 13 1 1 2 25
Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance 0 0 0 25 6 9 11 105
Momentum Strategies for Long-Memory Processes 0 0 0 10 1 1 2 32
OPTION PRICING UNDER STOCHASTIC VOLATILITY OF US REITS 0 0 2 5 1 2 7 31
Pricing Inefficiencies in Real Estate Swaps 0 0 0 4 1 4 4 29
REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS 0 0 0 6 1 1 3 25
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 2 21
Re-thinking Commercial Real Estate Market Segmentation 0 0 2 149 3 4 10 715
Real Estate Returns in Stochastic Asset Liability Modelling 0 0 0 3 1 1 2 11
Real Option Pricing in Mixed-use Development Projects 0 0 0 116 8 9 10 313
Real Option Pricing in Mixed-use Development Projects 0 0 0 6 2 2 3 17
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 2 5 7 422
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 3 3 3 200
STYLE ANALYSIS IN REAL ESTATE MARKETS: BEYOND THE SECTORS AND REGIONS DICHOTOMY 0 0 1 7 1 4 6 31
Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy 0 0 0 88 3 5 7 239
Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques 0 0 1 24 4 4 7 68
The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate 0 0 0 42 0 1 1 126
Time to Homeownership and Mortgage Design 0 0 0 15 2 2 4 45
Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency 0 0 0 2 2 3 3 13
Total Working Papers 0 0 11 1,491 79 118 186 4,775

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 1 1 3 28 2 6 9 136
Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets 0 0 1 52 2 5 7 174
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 0 0 24 2 5 9 86
Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate 0 1 2 37 1 6 10 156
Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market 0 0 1 166 3 5 7 370
Market integration, country institutions and IPO underpricing 0 0 0 18 4 9 12 103
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 1 2 42 6 9 15 185
The Measurement and Modelling of Commercial Real Estate Performance 0 0 0 10 1 3 4 28
Urban Economic Openness and IPO Underpricing 0 0 0 4 1 3 5 58
Volatility smiles when information is lagged in prices 0 0 0 3 2 2 4 33
Total Journal Articles 1 3 9 386 24 53 82 1,348

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Statistics updated 2026-02-12