Article

Marcato, G., Milcheva, S. and Zheng, C. (2016) Urban economic openness and IPO underpricing. Journal of Real Estate Finance and Economics. ISSN 1573-045X (In Press)

Marcato, G. and Nanda, A. (2016) Information content and forecasting ability of sentiment indicators: case of real estate market. Journal of Real Estate Research, 38 (2). pp. 165-203. ISSN 0896-5803

Ametefe, F., Devaney, S. and Marcato, G. (2016) Liquidity review: dimensions, causes, measures and empirical applications in real estate markets. Journal of Real Estate Literature, 24 (1). pp. 1-29. ISSN 0927-7544

Das, P. K., Freybote, J. and Marcato, G. (2015) An investigation into sentiment-induced institutional trading behavior and asset pricing in the REIT market. Journal of Real Estate Finance and Economics, 51 (2). pp. 160-189. ISSN 1573-045X doi: 10.1007/s11146-014-9490-z

Bond, S. A., Hwang, S. and Marcato, G. (2012) An analysis of commercial real estate returns: an anatomy of smoothing in asset and index returns. Real Estate Economics, 40 (4). pp. 637-661. ISSN 1540-6229 doi: 10.1111/j.1540-6229.2011.00327.x

Marcato, G. and Tira, G. (2011) European CMBS pricing: bond, mortgage and real estate characteristics. Journal of Portfolio Management, 37 (5). pp. 137-153. ISSN 0095-4918 doi: 10.3905/jpm.2011.37.5.137

Lizieri, C., Marcato, G., Ogden, P. and Baum, A. (2010) Pricing inefficiencies in private real estate markets using total return swaps. Journal of Real Estate Finance and Economics, 45 (3). pp. 774-803. ISSN 1573-045X doi: 10.1007/s11146-010-9268-x

Ling, D. C., Marcato, G. and McAllister, P. (2009) Dynamics of asset prices and transaction activity in illiquid markets: the case of private commercial real estate. Journal of Real Estate Finance and Economics, 39 (3). pp. 359-383. ISSN 1573-045X doi: 10.1007/s11146-009-9182-2

Fuerst, F. and Marcato, G. (2009) Style analysis in real estate market: beyond the sector and region dichotomy. Journal of Portfolio Management, 35 (5). pp. 104-117. ISSN 0095-4918

Marcato, G. and Ward, C. (2007) Back from beyond the bid-ask spread: estimating liquidity in international markets. Real Estate Economics, 35 (4). pp. 597-620. ISSN 1080-8620 doi: 10.1111/j.1540-6229.2007.00202.x

Marcato, G. and Key, T. (2007) Smoothing and implication for asset allocation choices. Journal of Portfolio Management, 33 (5). pp. 85-99. ISSN 0095-4918 doi: 10.3905/jpm.2007.698909

Marcato, G. and Key, T. (2005) Direct investment in real estate. Journal of Portfolio Management, 31. pp. 55-69. ISSN 0095-4918 doi: 10.3905/jpm.2005.593888

Marcato, G. (2004) Style analysis in real estate markets and the construction of value and growth indices. Journal of Real Estate Portfolio Management, 10 (3). pp. 203-215. ISSN 1083-5547

Booth, P. and Marcato, G. (2004) The dependency between returns from direct real estate and returns from real estate shares. Journal of Property Investment and Finance, 22 (2). pp. 147-161. ISSN 1463-578X doi: 10.1108/14635780410536151

Booth, P. and Marcato, G. (2004) The measurement and modelling of commercial real estate performance. British Actuarial Journal, 10 (1). pp. 5-61. ISSN 1357-3217

Report

Marcato, G. and Nanda, A., (2012) Asymmetric response of demand-supply mismatch to investor's sentiment. Working Papers in Real Estate & Planning. 03/12. Working Paper. University of Reading, Reading. pp29.

Marcato, G. and Nanda, A., (2011) Can sentiment surveys pre-empt real estate market activities? Working Papers in Real Estate & Planning. 14/11. Working Paper. University of Reading, Reading. pp35.

Fuerst, F. and Marcato, G., (2010) Re-thinking commercial real estate market segmentation. Working Papers in Real Estate & Planning. 12/10. Working Paper. University of Reading, Reading. pp21.

Gabrieli, T. and Marcato, G., (2010) Real options and game theoretical approaches to real estate development projects: multiple equilibria and the implications of different tie-breaking rules. Working Papers in Real Estate & Planning. 09/10. Working Paper. University of Reading, Reading. pp33.

Gabrieli, T. and Marcato, G., (2009) Real options and game theoretical approaches to real estate development projects: multiple equilibria and the implications of different tie-breaking rules. Working Papers in Real Estate & Planning. 05/09. Working Paper. University of Reading, Reading. pp32.

Fuerst, F. and Marcato, G., (2009) Style analysis in real estate markets: beyond the sectors and regions dichotomy. Working Papers in Real Estate & Planning. 01/09. Working Paper. University of Reading, Reading. pp27.

Ling, D. C., Marcato, G. and McAllister, P., (2008) The dynamics of asset prices and transaction activity in illiquid markets: the case of private commercial real estate. Working Papers in Real Estate & Planning . 11/08. Working Paper. University of Reading, Reading. pp30.

Marcato, G. and Ward, C., (2007) Back from beyond bid-ask spread: estimating liquidity in international markets. Working Papers in Real Estate & Planning. 07/07. Working Paper. University of Reading, Reading. pp38.

Fourt, R., Marcato, G. and Ward, C., (2007) Real option pricing in mixed-use development projects. Working Papers in Real Estate & Planning. 09/07. Working Paper. University of Reading, Reading. pp31.

Baum, A., Lizieri, C. M. and Marcato, G., (2006) Pricing property derivatives: an initial review. Report. Investment property forum, London. pp46.

Marcato, G. and Ward, C., (2006) Back from beyond the bid-ask spread: perspectives on liquidity. Working Papers in Real Estate & Planning. 15/06. Working Paper. University of Reading, Reading. pp42.

Bond, S. S., Hwang, S. and Marcato, G., (2006) An analysis of commercial real estate returns: is there a smoothing puzzle? Working Papers in Real Estate & Planning. 17/06. Working Paper. University of Reading, Reading. pp34.

Conference or Workshop Item

Marcato, G., Lizieri, C., Baum, A. and Ogden, P. (2008) Pricing inefficiencies in private real estate markets using total return swaps. In: AREUEA Conference, 4-6 June 2008, Istanbul, Turkey.

Marcato, G., Lizieri, C. and Ogden, P. (2007) Pricing inefficiencies in real estate swaps. In: 14th Annual European Real Estate Society Conference, 27-30 Jun 2007, London, UK. (Unpublished)