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Gianluca Marcato
Gianluca Marcato
Professor of Finance and Real Estate, Henley Business School, University of Reading
Verified email at henley.reading.ac.uk
Title
Cited by
Cited by
Year
Information content and forecasting ability of sentiment indicators: case of real estate market
G Marcato, A Nanda
Journal of Real Estate Research 38 (2), 165-204, 2016
862016
An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market
PK Das, J Freybote, G Marcato
The Journal of Real Estate Finance and Economics 51, 160-189, 2015
792015
Smoothing and implications for asset allocation choices
G Marcato, T Key
Journal of Portfolio Management 33 (5), 2007
482007
Dynamics of asset prices and transaction activity in illiquid markets: The case of private commercial real estate
DC Ling, G Marcato, P McAllister
The Journal of Real Estate Finance and Economics 39, 359-383, 2009
422009
Liquidity: A review of dimensions, causes, measures, and empirical applications in real estate markets
F Ametefe, S Devaney, G Marcato
Journal of Real Estate Literature 24 (1), 1-29, 2016
412016
Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy
F Fuerst, G Marcato
Available at SSRN 1358593, 2009
352009
Back from beyond the bid–ask spread: estimating liquidity in international markets
G Marcato, C Ward
Real Estate Economics 35 (4), 599-622, 2007
342007
The measurement and modelling of commercial real estate performance
PM Booth, G Marcato
British Actuarial Journal 10 (1), 5-61, 2004
312004
Market integration, country institutions and IPO underpricing
G Marcato, S Milcheva, C Zheng
Journal of Corporate Finance 53, 87-105, 2018
302018
Commercial real estate returns: an anatomy of smoothing in asset and index returns
SA Bond, S Hwang, G Marcato
Real Estate Economics 40 (4), 637-661, 2012
282012
Pricing inefficiencies in private real estate markets using total return swaps
C Lizieri, G Marcato, P Ogden, A Baum
The Journal of Real Estate Finance and Economics 45, 774-803, 2012
242012
Direct investment in real estate: momentum profits and their robustness to trading costs
G Marcato, T Key
Journal of Portfolio Management 31 (5), 2005
232005
The dependency between returns from direct real estate and returns from real estate shares
PM Booth, G Marcato
Journal of Property Investment & Finance 22 (2), 147-161, 2004
222004
Volatility smiles when information is lagged in prices
G Marcato, T Sebehela, CH Campani
The North American Journal of Economics and Finance 46, 151-165, 2018
102018
Style analysis in real estate markets and the construction of value and growth indexes
G Marcato
Journal of Real Estate Portfolio Management 10 (3), 203-215, 2004
102004
Re-thinking commercial real estate market segmentation
F Fuerst, G Marcato
Available at SSRN 1692953, 2011
92011
Exchange options in the REIT industry
T Sebehela
Exchange Options in the REIT Industry: Sebehela, Tumellano, 2020
82020
Exchange options in the REIT industry
G Marcato, T Sebehela, CH Campani
Advances in Investment Analysis and Portfolio Management, 217-252, 2019
82019
Pricing property derivatives: an initial review
A Baum, CM Lizieri, G Marcato
Investment property forum, 2006
72006
Price signaling and return chasing: International evidence from maturing REIT markets
D Brounen, G Marcato, E Silvestri
Real Estate Economics 47 (1), 314-357, 2019
62019
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