Marco Giacoletti

Marshall School of Business

Assistant Professor of Finance and Business Economics

701 Exposition Blvd

Los Angeles, CA 90089

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 41,060

SSRN RANKINGS

Top 41,060

in Total Papers Downloads

1,133

SSRN CITATIONS
Rank 40,666

SSRN RANKINGS

Top 40,666

in Total Papers Citations

3

CROSSREF CITATIONS

12

Scholarly Papers (7)

1.

Learning From Disagreement in the U.S. Treasury Bond Market

Stanford University Graduate School of Business Research Paper No. 15-45, Journal of Finance, Forthcoming
Number of pages: 48 Posted: 26 Jul 2015 Last Revised: 12 May 2020
Marshall School of Business, AQR Capital Management, LLC and Stanford University - Graduate School of Business
Downloads 557 (52,135)
Citation 7

Abstract:

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term structure of bond yields, learning, dispersion of beliefs, risk premiums

2.

Idiosyncratic Risk in Housing Markets

Number of pages: 68 Posted: 03 Jul 2017 Last Revised: 10 Jan 2019
Marco Giacoletti
Marshall School of Business
Downloads 243 (135,027)
Citation 10

Abstract:

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Idiosyncratic Risk, Housing, Market Liquidity, Portfolio Decisions

3.

The Risk-Adjusted Performance of Asset Flippers

Number of pages: 65 Posted: 04 Jan 2017 Last Revised: 16 Oct 2018
Marco Giacoletti and Victor Westrupp
Marshall School of Business and Stanford University, Graduate School of Business, Students
Downloads 177 (181,655)
Citation 2

Abstract:

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Risk-Adjusted Compensation, Housing, Skill, Returns to Scale

4.

The FOMC and the Mortgage Market

Number of pages: 51 Posted: 07 May 2019 Last Revised: 18 May 2020
Marco Giacoletti, Rodney Ramcharan and Edison Yu
Marshall School of Business, University of Southern California, Marshall School of Business and Federal Reserve Bank of Philadelphia
Downloads 61 (377,285)

Abstract:

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Monetary Policy, FOMC, Uncertainty, Housing Market, Mortgage Application

5.

Attention and Search: Micro-Evidence on Housing Market Momentum

Number of pages: 67 Posted: 07 Feb 2020 Last Revised: 27 Apr 2020
Antonio Gargano, Marco Giacoletti and Elvis Jarnecic
University of Melbourne - Department of Finance, Marshall School of Business and The University of Sydney
Downloads 48 (421,013)

Abstract:

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Attention, House Search, House Prices, Momentum

6.

Peak-Bust Rental Spreads

Number of pages: 69 Posted: 24 Nov 2019 Last Revised: 13 Mar 2020
Marco Giacoletti and Christopher A. Parsons
Marshall School of Business and Foster School of Business, University of Washington
Downloads 31 (492,932)

Abstract:

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Distorted beliefs, learning from experiences, prospect theory, liquidity constraints, residential rents, house prices, behavioral biases in real estate

7.

Sparse Information and Market Efficiency: Policy Interventions in the Housing Market

Number of pages: 65 Posted: 15 Apr 2020
Antonio Gargano and Marco Giacoletti
University of Melbourne - Department of Finance and Marshall School of Business
Downloads 16 (581,204)

Abstract:

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Information Disclosure, Herding, Housing Policy, House Sales