Article

Marcato, Gianluca ORCID: https://orcid.org/0000-0002-6266-4676 and Tong, Lok Man Michelle (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, Gianluca ORCID: https://orcid.org/0000-0002-6266-4676 and Sebehela, Tumellano (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, Gianluca and Nanda, Anupam (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, David C., Marcato, Gianluca and Zheng, Chen (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, Dirk, Marcato, Gianluca ORCID: https://orcid.org/0000-0002-6266-4676 and Op 't Veld, Hans (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, Gianluca, Sebehela, Tumellano and Campani, Carlos Heitor (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, Dirk, Marcato, Gianluca and Silvestri, Edoardo (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, Gianluca, Milcheva, Stanimira and Zheng, Chen (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, Gianluca, Sebehela, Tumellano and Campani, Carlos Heitor (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, Gianluca, Milcheva, Stanimira and Zheng, Chen (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, Gianluca and Nanda, Anupam (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, Frank, Devaney, Steven and Marcato, Gianluca (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, Prashant K., Freybote, Julia and Marcato, Gianluca (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, Shaun A, Hwang, Soosung and Marcato, Gianluca (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, Gianluca and Tira, Giovanni (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, Colin, Marcato, Gianluca, Ogden, Paul and Baum, Andrew (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. 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. (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: https://doi.org/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: https://doi.org/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: https://doi.org/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: https://doi.org/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, Gianluca and Nanda, Anupam, (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, Gianluca and Nanda, Anupam, (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, Franz and Marcato, Gianluca, (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, Franz and Marcato, Gianluca, (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, David C., Marcato, Gianluca and McAllister, Patrick, (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, Gianluca and Ward, Charles, (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, Robert, Marcato, Gianluca and Ward, Charles, (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, Andrew, Lizieri, Colin Martyn and Marcato, Gianluca, (2006) Pricing property derivatives: an initial review. Report. Investment property forum, London. pp46.

Marcato, Gianluca and Ward, Charles, (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, Shaun S., Hwang, S. and Marcato, Gianluca, (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, Gianluca, Lizieri, Colin and Ogden, Paul (2007) Pricing inefficiencies in real estate swaps. In: 14th Annual European Real Estate Society Conference, 27-30 Jun 2007, London, UK. (Unpublished)