Gianluca Mattarocci

University of Rome Tor Vergata - Department of Management and Law

Lecturer

Via Columbia n.2

Roma, 00133

Italy

University of Rome Tor Vergata - Department of Management and Law

Rome

Italy

SCHOLARLY PAPERS

19

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Scholarly Papers (19)

1.

The Performance Evaluation of Hedge Funds: A Comparison of Different Approaches Using European Data

Number of pages: 18 Posted: 15 Jul 2005
Alessandro Carretta and Gianluca Mattarocci
University of Rome Tor Vergata - Faculty of Economics and University of Rome Tor Vergata - Department of Management and Law
Downloads 465 (71,828)

Abstract:

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Hedge funds, Risk adjusted performance and performance persistence

2.

Market Characteristics and Chaos Dynamics in Stock Markets: An International Comparison

Number of pages: 25 Posted: 08 Sep 2006
Gianluca Mattarocci
University of Rome Tor Vergata - Department of Management and Law
Downloads 405 (84,632)

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Chaos, fractal dimension, R/S analysis and market characteristics

3.

Managing Factoring in Banking Groups

Credifact Discussion Paper No. 1/2006
Number of pages: 36 Posted: 31 Jul 2007 Last Revised: 23 Aug 2008
Paola Schwizer and Gianluca Mattarocci
University of Parma and University of Rome Tor Vergata - Department of Management and Law
Downloads 381 (90,777)

Abstract:

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factoring, group organizations, institutional models

4.

The Selection of the Discount Rate in Estimating Loss Given Default

Global Journal of Business Research, Vol. 1, No. 1, pp. 15-33, 2007
Number of pages: 19 Posted: 17 Feb 2010 Last Revised: 25 Aug 2011
Lucia Gibilaro and Gianluca Mattarocci
University of Bergamo and University of Rome Tor Vergata - Department of Management and Law
Downloads 334 (105,482)

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5.

Funds of Funds' Portfolio Composition and its Impact on Performance: Evidence from the Italian Market

Number of pages: 18 Posted: 27 Feb 2005
Alessandro Carretta and Gianluca Mattarocci
University of Rome Tor Vergata - Faculty of Economics and University of Rome Tor Vergata - Department of Management and Law
Downloads 284 (125,611)

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Funds of Funds, Diversification strategy, Portfolio composition

6.

The Relevance of Multi-Rating in the World Market

Number of pages: 23 Posted: 01 Aug 2005
Gianluca Mattarocci
University of Rome Tor Vergata - Department of Management and Law
Downloads 190 (185,520)

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Multi-rating, split-rating, rating agencies

7.

Financial Crisis and Short Selling: Do Regulatory Bans Really Work? Evidence from the Italian Market

Academy of Accounting and Financial Studies Journal, Vol. 15, No. 4, 2011
Number of pages: 23 Posted: 16 Sep 2009 Last Revised: 27 Jul 2011
Gianluca Mattarocci and Gabriele Sampagnaro
University of Rome Tor Vergata - Department of Management and Law and University of Naples Parthenope
Downloads 172 (202,542)

Abstract:

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short selling, event study, stock performance, stock volatility

8.

La Gestione Attiva dei Fondi Immobiliari Italiani (Active Performance Measurement for Italian Real Estate Funds)

Bancaria No. 10/2014
Number of pages: 14 Posted: 29 Oct 2014
Gianluca Mattarocci and Federico Moro
University of Rome Tor Vergata - Department of Management and Law and Moro & Partners
Downloads 96 (315,271)

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Gestione attiva, fondi immobiliari, strategia di investimento

9.

The Relationship Between Pricing Policies and Measures of the Economic Independence of Rating Agencies: Evidence from Fitch, Moody's and S&P

22nd Australasian Finance and Banking Conference 2009
Number of pages: 39 Posted: 16 Aug 2009 Last Revised: 24 Nov 2009
Lucia Gibilaro and Gianluca Mattarocci
University of Bergamo and University of Rome Tor Vergata - Department of Management and Law
Downloads 91 (326,221)

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Rating agency, pricing policy, economic independence and concentration measures

10.

Real Estate Funds’ Performance in the Italian Market

Bancaria No. 02-2013
Number of pages: 9 Posted: 07 Jul 2013
Gianluca Mattarocci
University of Rome Tor Vergata - Department of Management and Law
Downloads 85 (340,510)

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Real estate funds, Income return, Capital growth, Market performance

11.

Rating Groups vs. Rating Group Members: Evidence from the Italian Financial Market

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 18 Posted: 22 Aug 2008 Last Revised: 16 Nov 2008
Lucia Gibilaro and Gianluca Mattarocci
University of Bergamo and University of Rome Tor Vergata - Department of Management and Law
Downloads 77 (360,740)

Abstract:

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rating, financial group and organizational structure

12.

Predictors of Net Trade Credit Exposure: Evidence from the Italian Market

The International Journal of Business and Finance Research, Vol. 4, No. 4, pp. 103-119, 2010
Number of pages: 17 Posted: 03 Jul 2011
Lucia Gibilaro and Gianluca Mattarocci
University of Bergamo and University of Rome Tor Vergata - Department of Management and Law
Downloads 57 (422,296)

Abstract:

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trade credit, Italy

13.

Interaction between Trade Credit and Debt: Evidence from the Italian Market

Number of pages: 10 Posted: 25 Aug 2010
Lucia Gibilaro and Gianluca Mattarocci
University of Bergamo and University of Rome Tor Vergata - Department of Management and Law
Downloads 56 (425,855)

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trade credit policy, interfirm relationships, granger causality test

14.

La redditivitĂ  e l'efficienza delle SGR immobiliari (The Challenge of Efficiency for Italian Real Estate Fund Management Companies)

Bancaria No. 10/14
Number of pages: 6 Posted: 29 Oct 2014
Claudio Giannotti and Gianluca Mattarocci
LUM Jean Monnet university and University of Rome Tor Vergata - Department of Management and Law
Downloads 50 (447,757)

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SGR immobiliare, redditivitĂ , efficienza

15.

The Risk Exposure of Property Cash Flows: Evidence from the Italian Market

Bancaria No. 10-2009
Number of pages: 17 Posted: 01 Dec 2009 Last Revised: 29 Sep 2013
Claudio Giannotti and Gianluca Mattarocci
LUM Jean Monnet university and University of Rome Tor Vergata - Department of Management and Law
Downloads 37 (503,482)

Abstract:

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Rating, real estate funds, risk

16.

La Banca: fra Pubblico e Privato (The Bank, between Public and Private)

Bancaria No. 12-12
Number of pages: 19 Posted: 14 Dec 2013
Umberto Filotto, Gianluca Mattarocci and Paolo Maria Mottura
University of Tor Vergata, University of Rome Tor Vergata - Department of Management and Law and Bocconi University - Department of Finance
Downloads 36 (508,186)

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Public Banks, Private Banks, Nationalization

17.

La Misurazione Del Rischio Di Credito Per Il Settore Delle Costruzioni in Italia (Evaluating Credit Risk for the Construction Sector in Italy)

Bancaria No. 07-08/16
Posted: 29 Aug 2016 Last Revised: 03 Sep 2016
Gianluca Mattarocci and Laura Maccari
University of Rome Tor Vergata - Department of Management and Law and Independent

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Costruzioni, rating, rischio di credito

18.

Investor Attention for Retail and Institutional Investors: A Test on the Real Estate Market

Journal of Property Investment and Finance, vol. 31, n. 4, pp. 314-328 (2012)
Posted: 28 Oct 2014
Gianluca Mattarocci and Georgios Siligardos
University of Rome Tor Vergata - Department of Management and Law and University of Rome Tor Vergata

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Investor attention measures, Retail funds, Institutional funds, Investors, Retailing

19.

Landmark Buildings and Diversification Opportunities in the Residential Market

Posted: 15 Aug 2012 Last Revised: 09 Sep 2016
Lucia Gibilaro and Gianluca Mattarocci
University of Bergamo and University of Rome Tor Vergata - Department of Management and Law

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Landmark buildings, portfolio diversification, efficient frontier