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My research interests lie in financial economics, blending corporate finance (IPO, ESG, board composition), asset pricing (liquidity, sentiment), portfolio management (index construction, smoothing) and real estate finance (mortgages, REITs, derivatives). I am a recipient of several research grants from public/private bodies and industry associations. I have published in several outlets, incl. Journal of Corporate Finance, Real Estate Economics and Journal Real Estate Finance and Economics.

Key Areas of Research Interest and Publications

Derivatives in Real Estate (Developments, M&A, Options, Swaps)

Journal of Real Estate Finance and Economics, North American Journal of Economics and Finance

ESG and EDI

Sustainability

IPO Underpricing

Journal of Corporate Finance, Journal of Real Estate Finance and Economics, Real Estate Economics

Liquidity in Real Estate Markets

Journal of Real Estate Finance and Economics, Journal of Real Estate Literature, Real Estate Economics

Mortgages

Journal of Portfolio Management

Pricing and Indexes

British Actuarial Journal, Journal of Portfolio Management, Journal of Real Estate Finance and Economics, Real Estate Economics

Sentiment and Momentum

Journal of Portfolio Management, Journal of Real Estate Research, Journal of Real Estate Finance and Economics

Research Grants

Industry Associations

European Public Real Estate Association (EPRA), European Association for Investors in Non-Listed Real Estate Vehicles (INREV), Investment Property Forum (IPF), Royal Institute of Chartered Surveyors (RICS)

Public Bodies

Bank of Italy, Lawrence Berkeley National Laboratory (US Department of Energy)

Private Companies

BNP Paribas, CBRE Econometric Advisors, Consus Real Estate AG, Jones Lang LaSalle, Legal & General, Morningstar Inc., Thomson Reuters, Trepp LLC, 

© 2024 by GIANLUCA MARCATO

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