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 4 12
ALTERNATIVE INVESTMENTS: CORRELATION STRUCTURE AND BUSINESS CYCLES 0 0 0 11 2 3 4 40
Alternative investments: return driving actors 0 0 0 5 1 2 8 32
An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle? 0 0 0 125 2 2 12 395
Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets 0 0 0 29 1 2 5 149
Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity 0 0 0 148 1 1 5 484
CAPM, liquidity and real estate performances 0 0 0 28 3 3 3 57
Do Property Locations Matter to IPO Valuation? Evidence from U.S. REITs 0 0 0 19 5 11 18 93
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 0 173 3 4 8 478
Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics 0 0 0 3 2 3 7 23
How accurately do investors' attitudes forecast demand-supply mismatch across real estate sectors? 0 0 0 10 2 3 6 29
INSTITUTIONAL DETERMINANTS OF MORTGAGE FINANCE DEVELOPMENT 0 1 1 17 5 7 9 43
LIQUIDITY PRICING IN UNLISTED REAL ESTATE FUNDS 0 0 0 16 3 4 9 61
Liquidity Black Hole and Optimal Behavioral 0 0 0 15 4 6 18 78
Liquidity Pricing of Illiquid Assets 0 2 5 112 6 18 31 369
Liquidity black hole and optimal behavioural model: an applied case 0 0 0 6 2 5 9 38
MULTIPLE EQUILIBRIA IN GAME THEORY: SHARING PROFITS VS. MARKET PRICE 0 0 0 13 1 3 5 28
Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance 0 0 0 25 0 2 13 107
Momentum Strategies for Long-Memory Processes 0 0 0 10 3 5 7 37
OPTION PRICING UNDER STOCHASTIC VOLATILITY OF US REITS 0 0 1 5 1 2 5 33
Pricing Inefficiencies in Real Estate Swaps 0 0 0 4 4 7 11 36
REAL OPTION ANALYSIS IN INCOMPLETE MARKETS: THE PRICING OF SIMPLE AND COMPOUND OPTIONS 0 0 0 6 2 4 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 2 4 23
Re-thinking Commercial Real Estate Market Segmentation 0 0 2 149 5 5 14 720
Real Estate Returns in Stochastic Asset Liability Modelling 0 0 0 3 1 1 3 12
Real Option Pricing in Mixed-use Development Projects 0 0 0 6 2 2 5 19
Real Option Pricing in Mixed-use Development Projects 0 0 0 116 4 8 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 3 4 10 426
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 2 2 5 202
STYLE ANALYSIS IN REAL ESTATE MARKETS: BEYOND THE SECTORS AND REGIONS DICHOTOMY 0 0 0 7 2 2 7 33
Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy 0 0 0 88 1 2 8 241
Testing and Improving Commercial Real Estate Market Segmentations With Cluster Analysis and Neural Network Techniques 0 0 1 24 1 4 9 72
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 1 2 6 47
Unsmoothed Direct Property Indices and Ungeared Real Estate Stock Indices: a Comparison and Long Term Analysis of Dependency 0 0 0 2 2 2 5 15
Total Working Papers 0 3 10 1,494 79 133 297 4,908

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 3 28 2 5 14 141
Back from Beyond the Bid–Ask Spread: Estimating Liquidity in International Markets 0 0 1 52 5 6 13 180
Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns 0 1 1 25 3 4 13 90
Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate 0 0 2 37 3 4 13 160
Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market 1 1 1 167 1 1 7 371
Market integration, country institutions and IPO underpricing 1 1 1 19 1 3 14 106
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 6 8 20 193
The Measurement and Modelling of Commercial Real Estate Performance 0 0 0 10 2 2 6 30
Urban Economic Openness and IPO Underpricing 0 0 0 4 1 4 9 62
Volatility smiles when information is lagged in prices 0 0 0 3 1 1 4 34
Total Journal Articles 2 3 11 389 25 38 113 1,386

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Statistics updated 2026-05-06