Gianluca Mattarocci

University of Rome Tor Vergata - Department of Management and Law

Lecturer

Via Columbia n.2

Roma, 00133

Italy

SCHOLARLY PAPERS

19

DOWNLOADS
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2,636

CITATIONS
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SSRN RANKINGS

Top 39,908

in Total Papers Citations

4

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 443 (60,886)
Citation 2

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 389 (71,105)

Abstract:

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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 361 (77,611)

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 319 (89,435)

Abstract:

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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 271 (106,660)

Abstract:

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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 181 (158,115)
Citation 1

Abstract:

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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 160 (176,113)

Abstract:

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short selling, event study, stock performance, stock volatility

8.

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 84 (282,219)

Abstract:

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Rating agency, pricing policy, economic independence and concentration measures

9.

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 79 (292,773)

Abstract:

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

10.

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 72 (308,917)

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Gestione attiva, fondi immobiliari, strategia di investimento

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 72 (308,917)

Abstract:

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rating, financial group and organizational structure

12.

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 51 (366,813)

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trade credit policy, interfirm relationships, granger causality test

13.

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 49 (373,273)
Citation 1

Abstract:

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trade credit, Italy

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 45 (386,564)

Abstract:

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SGR immobiliare, redditivitĂ , efficienza

15.

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 30 (445,230)

Abstract:

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Public Banks, Private Banks, Nationalization

16.

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 30 (445,230)

Abstract:

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Rating, real estate funds, risk

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

Abstract:

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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

Abstract:

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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

Abstract:

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Landmark buildings, portfolio diversification, efficient frontier