Author Page for Gianluca Marcato

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

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Citation 1

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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 328 (93,539)

Citation 6

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3.

Evaluating Unsmoothing Procedures for Appraisal Data

Number of pages: 32 Posted: 16 Aug 2009

Shaun A. Bond, Soosung Hwang and Gianluca Marcato

UQ Business School, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading

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Citation 1

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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 195 (159,144)

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5.

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 180 (171,044)

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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 117 (242,920)

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7.

Exchange Options in the REIT Industry

Advances in Investment Analysis & Portfolio Management, 9, 2019

Number of pages: 29 Posted: 12 Oct 2013 Last Revised: 01 Dec 2019

Gianluca Marcato, Tumellano Sebehela and Carlos Heitor Campani

Henley Business School - University of Reading, University of the Witwatersrand - School of Construction Economics & Management and The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)

Downloads 64 (353,176)

Citation 1

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8.

Volatility Smiles When Information is Lagged in Prices

North American Journal of Economics & Finance, 2018 (Forthcoming)

Number of pages: 21 Posted: 12 Oct 2013 Last Revised: 17 Apr 2018

Gianluca Marcato, Tumellano Sebehela and Carlos Heitor Campani

Henley Business School - University of Reading, University of the Witwatersrand - School of Construction Economics & Management and The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)

Downloads 57 (374,135)

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9.

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 53 (387,019)

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10.

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 28 (488,338)

Citation 1

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11.

Market Integration, Country Institutions and IPO Underpricing

Number of pages: 42 Posted: 13 Dec 2018

Gianluca Marcato, Stanimira Milcheva and Cheng Zheng

Henley Business School - University of Reading, University College London and Independent

Downloads 14 (570,098)

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12.

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

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Citation 1

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13.

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

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2

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

UQ Business School, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading

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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

UQ Business School, Sungkyunkwan University - Department of Economics and Henley Business School - University of Reading

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14.

Price Signaling and Return Chasing: International Evidence from Maturing REIT Markets

Real Estate Economics, Vol. 47, Issue 1, pp. 314-357, 2019

Number of pages: 44 Posted: 20 Feb 2019

Dirk Brounen, Gianluca Marcato and Edoardo Silvestri

Erasmus University Rotterdam (EUR) - Department of Financial Management, Henley Business School - University of Reading and University of Reading

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15.

Urban Economic Openness and IPO Underpricing

Journal of Real Estate Finance and Economics, Vol. 56, No. 3, 2018

Posted: 14 Mar 2018

Gianluca Marcato, Stanimira Milcheva and Cheng Zheng

Henley Business School - University of Reading, University College London and Independent

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16.

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

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17.

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

Gianluca Marcato

Henley Business School - University of Reading

Professor of Finance and Real Estate

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Scholarly Papers (17)

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

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

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Price Signaling and Return Chasing: International Evidence from Maturing REIT Markets

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