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Gianluca Marcato

Henley Business School - University of Reading

Associate Professor in Real Estate Finance

School of Real Estate & Planning

Reading, RG6 6UD

United Kingdom

  • Henley Business School - University of Reading

    • Email
    • Tel: +44 (0)118 3788178
    • Fax: +44 (0)118 3788172
SCHOLARLY PAPERS

15

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1,496

CITATIONS
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in Total Papers Citations

10

Scholarly Papers (15)

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1.

Re-Thinking Commercial Real Estate Market Segmentation

Number of pages: 24 Posted: 17 Oct 2010 Last Revised: 03 Jun 2012
Franz Fuerst and Gianluca Marcato
University of Cambridge - Department of Land Economy and Henley Business School - University of Reading
Downloads 321 (59,626)

Abstract:

market segmentation, commercial real estate, financial performance measurement, cluster analysis, neural network analysis, risk diversification

2.

Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy

Journal of Portfolio Management, Vol. 33, No. 5, 2009
Number of pages: 27 Posted: 13 Mar 2009 Last Revised: 10 Apr 2015
Franz Fuerst and Gianluca Marcato
University of Cambridge - Department of Land Economy and Henley Business School - University of Reading
Downloads 235 (92,161)
Citation 1

Abstract:

investment styles, commercial real estate, portfolio analysis, performance measurement

3.

Evaluating Unsmoothing Procedures for Appraisal Data

Number of pages: 32 Posted: 16 Aug 2009
Shaun A. Bond, Soosung Hwang and Gianluca Marcato
University of Cincinnati, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading
Downloads 185 (109,675)

Abstract:

Smoothing, Nonsynchronous Appraisal, Long Memory

4.

Driving Factors in Pricing European CMBS: Bond, Mortgage and Real Estate Characteristics

Number of pages: 26 Posted: 15 Aug 2009
Giovanni Alberto Tira and Gianluca Marcato
University of Reading - Department of Real Estate and Planning and Henley Business School - University of Reading
Downloads 171 (136,868)

Abstract:

Asset Pricing, CMBS, Derivatives

5.

Exponential Arbitrage

Number of pages: 19 Posted: 12 Oct 2013 Last Revised: 24 May 2017
Gianluca Marcato and Tumellano Sebehela
Henley Business School - University of Reading and WITS University
Downloads 45 (298,251)
Citation 1

Abstract:

Risk Arbitrage

6.

Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate Market

Journal of Real Estate Research, Forthcoming
Number of pages: 48 Posted: 27 Aug 2014
Gianluca Marcato and Anupam Nanda
Henley Business School - University of Reading and University of Reading - School of Real Estate & Planning, Henley Business School
Downloads 44 (245,739)

Abstract:

Sentiment Index, Predictability, VAR, Impulse Response, Out-of-sample Forecast

7.

Cash Risk Arbitrage

Number of pages: 22 Posted: 12 Oct 2013 Last Revised: 24 May 2017
Gianluca Marcato, Tumellano Sebehela and Carlos Heitor Campani
Henley Business School - University of Reading, WITS University and The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)
Downloads 30 (345,947)

Abstract:

Synergy

8.

Growth Options Computation

Number of pages: 23 Posted: 12 Oct 2013 Last Revised: 24 May 2017
Gianluca Marcato, Tumellano Sebehela and Carlos Heitor Campani
Henley Business School - University of Reading, WITS University and The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)
Downloads 24 (362,266)

Abstract:

Growth Option

9.

Smoothing and Implications for Asset Allocation Choices

Journal of Portfolio Management, Vol. 33, No. 5, 2007
Number of pages: 35 Posted: 11 Apr 2015
Gianluca Marcato and Tony Key
Henley Business School - University of Reading and City University London - Sir John Cass Business School
Downloads 17 (213,991)

Abstract:

smoothing, asset allocation, real estate

10.

Direct Investment in Real Estate: Momentum Profits and Their Robustness to Trading Costs

Journal of Portfolio Management, Vol. 31, No. 5, 2005
Number of pages: 40 Posted: 11 Apr 2015
Gianluca Marcato and Tony Key
Henley Business School - University of Reading and City University London - Faculty of Finance
Downloads 8 (376,556)
Citation 3

Abstract:

Momentum, real estate, smoothing

11.

Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets

Real Estate Economics, Vol. 35, No. 4, pp. 599-622, Winter 2007
Number of pages: 24 Posted: 18 Nov 2007
Gianluca Marcato and Charles W.R. Ward
Henley Business School - University of Reading and University of Reading
Downloads 8 (510,531)
Citation 3
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Abstract:

12.

The Dynamics of Asset Prices and Transaction Activity in Illiquid Markets: The Case of Private Commercial Real Estate

Journal of Real Estate Finance and Economics, Vol. 39, No. 3, 2009
Number of pages: 29 Posted: 07 Aug 2009 Last Revised: 10 Apr 2015
David C. Ling, Gianluca Marcato and Patrick M. McAllister
University of Florida - Warrington College of Business Administration, Henley Business School - University of Reading and University of Reading - Department of Real Estate and Planning
Downloads 3 (474,907)
Citation 1

Abstract:

asset pricing, illiquidity, transaction activity, private real estate markets

13.

Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

Downloads 1 (550,592)

Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

Real Estate Economics, Vol. 40, Issue 4, pp. 637-661, 2012
Number of pages: 25 Posted: 28 Dec 2012
Shaun A. Bond, Soosung Hwang and Gianluca Marcato
University of Cincinnati, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading
Downloads 1 (579,109)
Citation 1
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Abstract:

Commercial Real Estate Returns: An Anatomy of Smoothing in Asset and Index Returns

Real Estate Economics, Forthcoming
Posted: 11 Aug 2011
Shaun A. Bond, Soosung Hwang and Gianluca Marcato
University of Cincinnati, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading

Abstract:

Commercial real estate, smoothing, ARFIMA

14.

An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market

Journal of Real Estate Finance and Economics, Vol. 51, No. 2, 2015
Posted: 26 Aug 2015
Prashant Das, Julia Freybote and Gianluca Marcato
Georgia State University - Department of Real Estate, Portland State University and Henley Business School - University of Reading

Abstract:

Institutional investor sentiment; Flight to liquidity; Style investing; Asset pricing; Real estate

15.

Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps

Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Posted: 28 Nov 2012
Colin Lizieri, Gianluca Marcato, Paul Ogden and Andrew Baum
University of Cambridge - Department of Land Economy, Henley Business School - University of Reading, inProp Capital LLP and University of Oxford, Said Business School

Abstract:

total return swaps, asset pricing, real estate market inefficiencies

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