关注
Gianluca Marcato
Gianluca Marcato
Professor of Finance and Real Estate, Henley Business School, University of Reading
在 henley.reading.ac.uk 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
882016
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
802015
Smoothing and implications for asset allocation choices
G Marcato, T Key
Journal of Portfolio Management 33 (5), 2007
482007
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
432016
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
412009
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
Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy
F Fuerst, G Marcato
Available at SSRN 1358593, 2009
332009
The measurement and modelling of commercial real estate performance
PM Booth, G Marcato
British Actuarial Journal 10 (1), 5-61, 2004
322004
Market integration, country institutions and IPO underpricing
G Marcato, S Milcheva, C Zheng
Journal of Corporate Finance 53, 87-105, 2018
312018
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
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
Exchange options in the REIT industry
G Marcato, T Sebehela, CH Campani
Advances in Investment Analysis and Portfolio Management, 217-252, 2019
92019
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
92018
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
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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