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Gianluca Marcato

Personal Details

First Name:Gianluca
Middle Name:
Last Name:Marcato
Suffix:
RePEc Short-ID:pma840
Real Estate & Planning Henley Business School University of Reading Reading RG6 6UD United Kingdom
+44 (0)118 378 8178

Affiliation

Henley Business School
University of Reading

Reading, United Kingdom
http://www.henley.reading.ac.uk/

: +44 (0) 118 378 8226
+44 (0) 118 975 0236
PO Box 218, Whiteknights, Reading, Berks, RG6 6AA
RePEc:edi:bsrdguk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Gianluca Marcato & Giovanni Alberto Tira, 2009. "Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics," Real Estate & Planning Working Papers rep-wp2009-04, Henley Business School, Reading University.
  2. Franz Fuerst & Gianluca Marcato, 2009. "Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy," Real Estate & Planning Working Papers rep-wp2009-01, Henley Business School, Reading University.
  3. Tommaso Gabrieli & Gianluca Marcato, 2009. "Real Options and Game Theoretical Approaches to Real Estate Development Projects: Multiple Equilibria and the Implications of Different Tie-Breaking Rules," Real Estate & Planning Working Papers rep-wp2009-05, Henley Business School, Reading University.
  4. David Ling & Gianluca Marcato & Patrick McAllister, 2008. "The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate," Real Estate & Planning Working Papers rep-wp2008-11, Henley Business School, Reading University.
  5. Gianluca Marcato & Charles Ward, 2007. "Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets," Real Estate & Planning Working Papers rep-wp2007-07, Henley Business School, Reading University.
  6. Robert Fourt & Gianluca Marcato & Charles Ward, 2007. "Real Option Pricing in Mixed-use Development Projects," Real Estate & Planning Working Papers rep-wp2007-09, Henley Business School, Reading University.
  7. Gianluca Marcato & Charles Ward, 2006. "Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity," Real Estate & Planning Working Papers rep-wp2006-15, Henley Business School, Reading University.
  8. Shaun A. Bond & Soosung Hwang & Gianluca Marcato, 2006. "An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle?," Real Estate & Planning Working Papers rep-wp2006-17, Henley Business School, Reading University.
  9. Franz Fuerst & Gianluca Marcato, "undated". "Re-thinking Commercial Real Estate Market Segmentation," Real Estate & Planning Working Papers rep-wp2010-12, Henley Business School, Reading University.

Articles

  1. Colin Lizieri & Gianluca Marcato & Paul Ogden & Andrew Baum, 2012. "Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 774-803, October.
  2. Shaun A. Bond & Soosung Hwang & Gianluca Marcato, 2012. "Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(4), pages 637-661, December.
  3. David Ling & Gianluca Marcato & Pat McAllister, 2009. "Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 359-383, October.
  4. Gianluca Marcato & Charles Ward, 2007. "Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(4), pages 599-622, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Franz Fuerst & Gianluca Marcato, 2009. "Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy," Real Estate & Planning Working Papers rep-wp2009-01, Henley Business School, Reading University.

    Cited by:

    1. Brent Ambrose & Michael Shafer & Yildiray Yildirim, 2015. "The Impact of Tenant Diversification on Spreads and Default Rates for Mortgages on Retail Properties," ERES eres2015_299, European Real Estate Society (ERES).
    2. Jaroslaw Morawski & Tom van den Heuvel, 2013. "Performance Drivers of German Institutional Property Funds," ERES eres2013_221, European Real Estate Society (ERES).
    3. Brett Robinson, 2012. "How many leases are enough to diversify a portfolio of multi-let industrial properties?," ERES eres2012_351, European Real Estate Society (ERES).

  2. Gianluca Marcato & Charles Ward, 2007. "Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets," Real Estate & Planning Working Papers rep-wp2007-07, Henley Business School, Reading University.

    Cited by:

    1. Martin Hoesli & Anjeza Kadilli & Kustrim Reka, 2017. "Commonality in Liquidity and Real Estate Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 55(1), pages 65-105, July.
    2. Paul Anglin & Robert Edelstein & Yanmin Gao & Desmond Tsang, 2011. "How Does Corporate Governance Affect the Quality of Investor Information? The Curious Case of REITs," Journal of Real Estate Research, American Real Estate Society, vol. 33(1), pages 1-24.
    3. Giovanni Tira & Tommaso Gabrieli & Gianluca Marcato, 2011. "Liquidity Black Hole and Optimal Behavioral," ERES eres2011_116, European Real Estate Society (ERES).
    4. Dirk Brounen & Piet Eichholtz & David Ling, 2009. "The Liquidity of Property Shares: An International Comparison," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 413-445.
    5. Bartley R. Danielsen & David M. Harrison & Robert A. Van Ness & Richard S. Warr, 2009. "REIT Auditor Fees and Financial Market Transparency," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(3), pages 515-557.
    6. Susanne Cannon & Rebel Cole, 2011. "Changes in REIT Liquidity 1988–2007: Evidence from Daily Data," The Journal of Real Estate Finance and Economics, Springer, vol. 43(1), pages 258-280, July.
    7. Bond, Shaun A. & Chang, Qingqing, 2012. "Liquidity dynamics across public and private markets," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1890-1910.

Articles

  1. Colin Lizieri & Gianluca Marcato & Paul Ogden & Andrew Baum, 2012. "Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 774-803, October.

    Cited by:

    1. Gong, Pu & Zou, Dong & Wang, Jiayue, 2018. "Pricing and simulation for real estate index options: Radial basis point interpolation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 500(C), pages 177-188.
    2. Wen-Yuan Lin & I-Chun Tsai, 2016. "Asymmetric Fluctuating Behavior of China's Housing Prices," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 24(2), pages 107-126, March.
    3. Pierre-Arnaud Drouhin & Arnaud Simon & Yasmine Essafi, 2016. "Forward Curve Risk Factors Analysis in the UK Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 494-526, November.
    4. Chyi Lee & Simon Stevenson & Ming-Long Lee, 2014. "Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures," The Journal of Real Estate Finance and Economics, Springer, vol. 48(2), pages 299-322, February.
    5. Drouhin, Pierre-Arnaud, 2012. "Caractéristiques statistiques et dynamique de prix des produits dérivés immobiliers," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/10918 edited by Batsch, Laurent.

  2. Shaun A. Bond & Soosung Hwang & Gianluca Marcato, 2012. "Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(4), pages 637-661, December.

    Cited by:

    1. Alain Chaney & Martin Hoesli, 2015. "Transaction-Based and Appraisal-Based Capitalization Rate Determinants," International Real Estate Review, Asian Real Estate Society, vol. 18(1), pages 1-43.
    2. Deng, Yongheng & McMillen, Daniel P. & Sing, Tien Foo, 2014. "Matching indices for thinly-traded commercial real estate in Singapore," Regional Science and Urban Economics, Elsevier, vol. 47(C), pages 86-98.

  3. David Ling & Gianluca Marcato & Pat McAllister, 2009. "Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: the Case of Private Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 359-383, October.

    Cited by:

    1. Chris Brooks & Matthew Lamport & Kesseven Padachi & Vinesh Sannassee & Keshav Seetah & Boopen Seetanah, 2017. "The Impact of Foreign Real Estate Investment on Land Prices: Evidence from Mauritius," Review of Development Economics, Wiley Blackwell, vol. 21(4), pages 131-146, November.
    2. Hassan Fereidouni Gholipour, 2013. "The effect of foreign real estate investments on house prices: evidence from emerging economies," International Journal of Strategic Property Management, Taylor & Francis Journals, vol. 17(1), pages 32-43, March.
    3. Marcel Arsenault & Jim Clayton & Liang Peng, 2013. "Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 243-265, August.
    4. David H. Downs & Steffen Sebastian & Christian Weistroffer & René-Ojas Woltering, 2016. "Real Estate Fund Flows and the Flow-Performance Relationship," The Journal of Real Estate Finance and Economics, Springer, vol. 52(4), pages 347-382, May.

  4. Gianluca Marcato & Charles Ward, 2007. "Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(4), pages 599-622, December.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban & Real Estate Economics (3) 2009-08-22 2009-08-22 2009-08-22
  2. NEP-EEC: European Economics (1) 2009-08-22
  3. NEP-GTH: Game Theory (1) 2009-08-22
  4. NEP-PPM: Project, Program & Portfolio Management (1) 2009-08-22
  5. NEP-RMG: Risk Management (1) 2009-08-22

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