Article

Göppinger, S., Luque, J. and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (2024) Property management technology adoption in the short-term housing rental market. Real Estate Economics. ISSN 1540-6229 (In Press)

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Tong, L. M. M. (2023) Supply constraints and search equilibrium in office markets. Journal of Real Estate Finance and Economics. ISSN 1573-045X doi: https://doi.org/10.1007/s11146-023-09955-y

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Sebehela, T. (2022) The paradoxical prices of options. Review of Pacific Basin Financial Markets and Policies, 25 (2). ISSN 1793-6705 doi: https://doi.org/10.1142/S0219091522500096

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Nanda, A. (2022) Asymmetric patterns of demand-supply mismatch in real estate. Journal of Real Estate Finance and Economics, 64. pp. 440-472. ISSN 1573-045X

Ling, D. C., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Zheng, C. ORCID: https://orcid.org/0000-0002-3480-0167 (2022) Does asset location and concentration explain REIT IPO valuation? Real Estate Economics, 50 (3). pp. 672-706. ISSN 1540-6229 doi: https://doi.org/10.1111/1540-6229.12327

Brounen, D., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Op 't Veld, H. (2021) Pricing ESG equity ratings and underlying data in listed real estate securities. Sustainability, 13 (4). 13052037. ISSN 2071-1050 doi: https://doi.org/10.3390/su13042037

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676, Sebehela, T. and Campani, C. H. (2019) Exchange options in the REIT industry. Advances in Investment Analysis and Portfolio Management, 9. pp. 217-252. ISSN 1556-5068 doi: https://doi.org/10.6291/AIAPM.201912_9.0008

Brounen, D., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Silvestri, E. (2019) Price-signaling and return-chasing: international evidence from maturing REIT markets. Real Estate Economics, 47 (1). pp. 314-357. ISSN 1540-6229 doi: https://doi.org/10.1111/1540-6229.12247

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676, Milcheva, S. and Zheng, C. ORCID: https://orcid.org/0000-0002-3480-0167 (2018) Market integration, country institutions and IPO underpricing. Journal of Corporate Finance, 53. pp. 87-105. ISSN 0929-1199 doi: https://doi.org/10.1016/j.jcorpfin.2018.10.002

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676, Sebehela, T. and Campani, C. H. (2018) Volatility smiles when information is lagged in prices. North American Journal of Economics and Finance, 46. pp. 151-165. ISSN 1062-9408 doi: https://doi.org/10.1016/j.najef.2018.03.004

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676, Milcheva, S. and Zheng, C. ORCID: https://orcid.org/0000-0002-3480-0167 (2018) Urban economic openness and IPO underpricing. Journal of Real Estate Finance and Economics, 56 (3). pp. 325-351. ISSN 1573-045X doi: https://doi.org/10.1007/s11146-017-9613-4

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 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. ORCID: https://orcid.org/0000-0002-1916-2558 and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (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. ORCID: https://orcid.org/0000-0002-6266-4676 (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: https://doi.org/10.1007/s11146-014-9490-z

Bond, S. A., Hwang, S. and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (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: https://doi.org/10.1111/j.1540-6229.2011.00327.x

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 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: https://doi.org/10.3905/jpm.2011.37.5.137

Lizieri, C., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676, 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: https://doi.org/10.1007/s11146-010-9268-x

Ling, D. C., Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 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: https://doi.org/10.1007/s11146-009-9182-2

Fuerst, F. and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (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. ORCID: https://orcid.org/0000-0002-6266-4676 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: https://doi.org/10.1111/j.1540-6229.2007.00202.x

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Key, T. (2007) Smoothing and implication for asset allocation choices. Journal of Portfolio Management, 33 (5). pp. 85-99. ISSN 0095-4918 doi: https://doi.org/10.3905/jpm.2007.698909

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 and Key, T. (2005) Direct investment in real estate. Journal of Portfolio Management, 31. pp. 55-69. ISSN 0095-4918 doi: https://doi.org/10.3905/jpm.2005.593888

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (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. ORCID: https://orcid.org/0000-0002-6266-4676 (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: https://doi.org/10.1108/14635780410536151

Booth, P. and Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 (2004) The measurement and modelling of commercial real estate performance. British Actuarial Journal, 10 (1). pp. 5-61. ISSN 1357-3217

Report

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 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. ORCID: https://orcid.org/0000-0002-6266-4676 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. ORCID: https://orcid.org/0000-0002-6266-4676, (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. ORCID: https://orcid.org/0000-0002-6266-4676, (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. ORCID: https://orcid.org/0000-0002-6266-4676, (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. ORCID: https://orcid.org/0000-0002-6266-4676, (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. ORCID: https://orcid.org/0000-0002-6266-4676 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. ORCID: https://orcid.org/0000-0002-6266-4676 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. ORCID: https://orcid.org/0000-0002-6266-4676 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. ORCID: https://orcid.org/0000-0002-6266-4676, (2006) Pricing property derivatives: an initial review. Report. Investment property forum, London. pp46.

Marcato, G. ORCID: https://orcid.org/0000-0002-6266-4676 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. ORCID: https://orcid.org/0000-0002-6266-4676, (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. ORCID: https://orcid.org/0000-0002-6266-4676, 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. ORCID: https://orcid.org/0000-0002-6266-4676, 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)