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 | 88 | 2016 |
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 | 80 | 2015 |
Smoothing and implications for asset allocation choices G Marcato, T Key Journal of Portfolio Management 33 (5), 2007 | 48 | 2007 |
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 | 43 | 2016 |
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 | 41 | 2009 |
Back from beyond the bid–ask spread: estimating liquidity in international markets G Marcato, C Ward Real Estate Economics 35 (4), 599-622, 2007 | 34 | 2007 |
Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy F Fuerst, G Marcato Available at SSRN 1358593, 2009 | 33 | 2009 |
The measurement and modelling of commercial real estate performance PM Booth, G Marcato British Actuarial Journal 10 (1), 5-61, 2004 | 32 | 2004 |
Market integration, country institutions and IPO underpricing G Marcato, S Milcheva, C Zheng Journal of Corporate Finance 53, 87-105, 2018 | 31 | 2018 |
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 | 28 | 2012 |
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 | 24 | 2012 |
Direct investment in real estate: momentum profits and their robustness to trading costs G Marcato, T Key Journal of Portfolio Management 31 (5), 2005 | 23 | 2005 |
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 | 22 | 2004 |
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 | 10 | 2004 |
Exchange options in the REIT industry G Marcato, T Sebehela, CH Campani Advances in Investment Analysis and Portfolio Management, 217-252, 2019 | 9 | 2019 |
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 | 9 | 2018 |
Re-thinking commercial real estate market segmentation F Fuerst, G Marcato Available at SSRN 1692953, 2011 | 9 | 2011 |
Exchange options in the REIT industry T Sebehela Exchange Options in the REIT Industry: Sebehela, Tumellano, 2020 | 8 | 2020 |
Pricing property derivatives: an initial review A Baum, CM Lizieri, G Marcato Investment property forum, 2006 | 7 | 2006 |
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 | 6 | 2019 |