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Gianluca Mattarocci

Personal Details

First Name:Gianluca
Middle Name:
Last Name:Mattarocci
Suffix:
RePEc Short-ID:pma381
[This author has chosen not to make the email address public]
https://economia.uniroma2.it/faculty/102/mattarocci-gianluca
University of Rome Tor Vergata School of Economics Department of Management and Law Address: Via Columbia 2 City: Rome - Italy ZIP code: 00133
+390672595903
Terminal Degree:2001 Facoltà di Economia; Università degli Studi di Roma "Tor Vergata" (from RePEc Genealogy)

Affiliation

Dipartimento di Management e Diritto
Facoltà di Economia
Università degli Studi di Roma "Tor Vergata"

Roma, Italy
http://www.economia.uniroma2.it/dsi/
RePEc:edi:dirotit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Gianluca Mattarocci & Gibilaro Lucia, 2023. "REITs performance and building energy efficiency," ERES eres2023_271, European Real Estate Society (ERES).
  2. Gianluca Mattarocci & Gibilaro Lucia, 2022. "Financing brownfield redevelopment and housing market dynamics: Evidence from Connecticut," ERES 2022_14, European Real Estate Society (ERES).
  3. Gianluca Mattarocci & Simone Roberti, 2022. "Identifying the drivers of Data Centre investments in Europe," ERES 2022_185, European Real Estate Society (ERES).
  4. Gianluca Mattarocci & Gibilaro Lucia, 2021. "Local Railway Service and Housing Value in Small Towns: Empirical Evidence from Italy," ERES eres2021_129, European Real Estate Society (ERES).
  5. Sara Bindo & Gianluca Mattarocci & Simone Roberti, 2019. "Real estate funds specialized in the Italian hotel industry: a case study analysis," ERES eres2019_210, European Real Estate Society (ERES).
  6. Lucia Gibilaro & Gianluca Mattarocci, 2019. "CW-REITS: A new asset class for the real estate industry?," ERES eres2019_152, European Real Estate Society (ERES).
  7. Lucia Gibilaro & Gianluca Mattarocci, 2018. "Brownfield areas and housing value: Evidence from Milan," ERES eres2018_271, European Real Estate Society (ERES).
  8. Claudio Giannotti & Gianluca Mattarocci & Xenia Scimone, 2017. "Loss Given Default for residential real estate banks: Evidence from the Euro area," ERES eres2017_130, European Real Estate Society (ERES).
  9. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Peer to Peer lending and the European real estate market: evidence from UK," ERES eres2016_234, European Real Estate Society (ERES).
  10. Gianluca Mattarocci & Lucia Gibilaro, 2016. "Institutional Investors and Home Biased REITs," ERES eres2016_247, European Real Estate Society (ERES).
  11. Delina Ibrahimaj & Gianluca Mattarocci, 2014. "Construction activity and real estate market trend: evidence from Albania," ERES eres2014_11, European Real Estate Society (ERES).
  12. Bryan D. Macgregor & Claudio Giannotti & Gianluca Mattarocci & Simone Roberti, 2013. "Tenant Features and their Impact on the Office Sector Rent: Evidence from Milan," ERES eres2013_228, European Real Estate Society (ERES).
  13. Gianluca Mattarocci, 2013. "Performance of real estate investments," ERES eres2013_ind_107, European Real Estate Society (ERES).
  14. Lucia Gibilaro & Gianluca Mattarocci, 2013. "Are Real Estate Banks More Affected by Real Estate Market Dynamics? Evidence from the Main European Countries," ERES eres2013_248, European Real Estate Society (ERES).
  15. Gianluca Mattarocci & Lucia Gibilaro, 2012. "Landmark buildings and diversification opportunities in the residential market," ERES eres2012_033, European Real Estate Society (ERES).
  16. Georgios Siligardos & Gianluca Mattarocci, 2012. "Investor attention for retail and institutional funds: a test on the real estate market," ERES eres2012_050, European Real Estate Society (ERES).
  17. Gianluca Mattarocci & Claudio Giannotti, 2011. "The Role of Risk Measuresí Choices in Ranking Reits: Evidence from the US Market," ERES eres2011_274, European Real Estate Society (ERES).
  18. Claudio Giannotti & Massimo Biasin & Gianluca Mattarocci, 2010. "The Performance Attribution Of The Italian Real Estate Funds: The Role Of Income Return And Capital Growth," ERES eres2010_407, European Real Estate Society (ERES).
  19. Gianluca Mattarocci & Claudio Giannotti, 2010. "The Role Of Risk Measuresí Choices In Ranking Real Estate Funds: Evidence From The Italian Market," ERES eres2010_129, European Real Estate Society (ERES).
  20. Lucia Gibilaro & Claudio Giannotti & Gianluca Mattarocci, 2010. "Liquidity Risk Exposure For Specialized And Unspecialized Real Estate Banks: Evidences From The Italian Market," ERES eres2010_240, European Real Estate Society (ERES).
  21. Georgios Siligardos & Gianluca Mattarocci, 2010. "The Relevance Of Real Estate Market Trends For Investment Property Funds Asset Allocation: Evidence From France, Germany, Italy And United Kingdom," ERES eres2010_244, European Real Estate Society (ERES).
  22. Luca Spinelli & Claudio Giannotti & Gianluca Mattarocci, 2009. "Are Portfolio Diversification Criteria Useful for Hotel Investments?," ERES eres2009_249, European Real Estate Society (ERES).
  23. Claudio Giannotti & Gianluca Mattarocci, 2008. "How To Rate Italian Real Estate Funds," ERES eres2008_149, European Real Estate Society (ERES).
  24. Claudio Giannotti & Gianluca Mattarocci, 2007. "Risk Diversification in a Real Estate Portfolio: Evidence from the Italian Market," ERES eres2007_286, European Real Estate Society (ERES).
  25. Schwizer, Paola & Mattarocci, Gianluca, 2006. "Managing factoring in banking groups," MPRA Paper 2132, University Library of Munich, Germany.
  26. Mattarocci, Gianluca, 2006. "Market characteristics and chaos dynamics in stock markets: an international comparison," MPRA Paper 4296, University Library of Munich, Germany, revised Jun 2006.
  27. Mattarocci, Gianluca, 2005. "Il rapporto tra impresa e agenzia di rating: la soluzione del multi-rating," MPRA Paper 4295, University Library of Munich, Germany, revised Mar 2005.
  28. Carretta, Alessandro & Mattarocci, Gianluca, 2005. "The performance evaluation of hedge funds: a comparison of different approaches using European data," MPRA Paper 4294, University Library of Munich, Germany, revised Jan 2007.
  29. Carretta, Alessandro & Mattarocci, Gianluca, 2005. "Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market," MPRA Paper 4293, University Library of Munich, Germany, revised Jan 2007.

Articles

  1. Simona Mihai-Yiannaki & Lucia Gibilaro & Gianluca Mattarocci, 2022. "Funds of hedge funds' role in portfolio diversification during crisis: the case of Cyprus," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 26(3), pages 218-230.
  2. Gibilaro Lucia & Mattarocci Gianluca, 2022. "Supply chain dynamics after the COVID-19 pandemic and stock market performance: Evidence from the US," Economics, Sciendo, vol. 10(2), pages 45-62, December.
  3. Umberto Filotto & Claudio Giannotti & Gianluca Mattarocci & Xenia Scimone, 2021. "The Influence of Macro factors On Residential Mortgage In Italy," International Journal of Business Research and Management (IJBRM), Computer Science Journals (CSC Journals), vol. 12(3), pages 103-115, June.
  4. Lucia Gibilaro & Gianluca Mattarocci, 2021. "Cross-border banking and foreign branch regulation in Europe," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 29(3), pages 280-296, May.
  5. Simona Mihai-Yiannaki & Lucia Gibilaro & Gianluca Mattarocci, 2021. "Big data firms and information privacy," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 25(3/4), pages 355-367.
  6. Lucia Gibilaro & Gianluca Mattarocci, 2021. "Financial Distress and Information Sharing: Evidences from the Italian Credit Register," Risks, MDPI, vol. 9(5), pages 1-12, May.
  7. Lucia Gibilaro & Gianluca Mattarocci, 2021. "Institutional Investors and Home-Biased REITs," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 27(2), pages 104-120, July.
  8. Mario Cerasoli & Gianluca Mattarocci, 2021. "Rigenerazione urbana e finanza immobiliare: strategie di riuso intelligente delle citt? nell?era post-covid," ECONOMIA E SOCIET? REGIONALE, FrancoAngeli Editore, vol. 0(3), pages 45-60.
  9. Gianluca Mattarocci & Xenia Scimone, 2020. "Closed End Real Estate Funds and Real Estate Portfolio Management: Evidence from the Italian Retail Market," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 26(1), pages 27-36, October.
  10. Lucia Gibilaro & Gianluca Mattarocci, 2020. "Crowdfunding REITs: a new asset class for the real estate industry?," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 39(2), pages 84-96, March.
  11. Lucia Gibilaro & Gianluca Mattarocci, 2019. "Brownfield Areas and Housing Value: Evidence from Milan," Journal of Sustainable Real Estate, Taylor & Francis Journals, vol. 11(1), pages 60-83, January.
  12. Lucia Gibilaro & Gianluca Mattarocci, 2018. "Multiple banking relationships and exposure at default," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 26(1), pages 2-19, February.
  13. Sara Bindo & Simone Roberti & Gianluca Mattarocci & Xenia Scimone, 2018. "Real estate focused investments: the Health care sector in Italy," BANCARIA, Bancaria Editrice, vol. 4, pages 68-78, April.
  14. Umberto Filotto & Claudio Giannotti & Gianluca Mattarocci & Xenia Scimone, 2018. "Residential mortgages, the real estate market, and economic growth: evidence from Europe," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 36(6), pages 552-577, August.
  15. Lucia Gibilaro & Gianluca Mattarocci, 2018. "Financing Decisions of REITs and the Switching Effect," International Real Estate Review, Global Social Science Institute, vol. 21(3), pages 367-396.
  16. Giuseppe Gibilaro & Gianluca Mattarocci, 2018. "On-site and off-site supervision: new trends and best practices in the new Ssm framework," BANCARIA, Bancaria Editrice, vol. 12, pages 54-61, December.
  17. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Are Real Estate Banks More Affected by Real Estate Market Dynamics?," International Real Estate Review, Global Social Science Institute, vol. 19(2), pages 151-170.
  18. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Landmark buildings and diversification opportunities in the residential market," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 9(4), pages 429-445, October.
  19. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Banking Group Features and Interbank Market Exposure: Evidence from the Main European Groups," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 1, pages 43-70, June.
  20. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Are Home-biased REITs Worthwhile?," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 22(1), pages 19-30, January.
  21. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Real Estate Exposure and Bank Share Price Synchronicity," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 22(2), pages 147-157, January.
  22. Gianluca Mattarocci & Georgios Siligardos, 2013. "Investor attention for retail and institutional investors: a test on the real estate market," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(4), pages 314-328, July.
  23. Claudio Giannotti & Gianluca Mattarocci, 2013. "Risk Measurement Choice in Selecting REITs: Evidence from the U.S. Market," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 19(2), pages 137-153, January.
  24. Gianluca Mattarocci, 2013. "Real estate funds’ performance in the Italian market," BANCARIA, Bancaria Editrice, vol. 2, pages 76-84, February.
  25. Umberto Filotto & Gianluca Mattarocci & Gianluca Mattarocci, 2012. "The bank, between public and private," BANCARIA, Bancaria Editrice, vol. 10, pages 3-25, October.
  26. Claudio Giannotti & Lucia Gibilaro & Gianluca Mattarocci, 2011. "Liquidity risk exposure for specialised and unspecialised real estate banks," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 29(2), pages 98-114, March.
  27. Lucia Gibilaro & Gianluca Mattarocci, 2010. "Predictors Of Net Trade Credit Exposure: Evidence From The Italian Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 4(4), pages 103-119.
  28. Claudio Giannotti & Gianluca Mattarocci, 2010. "La scelta della misura di rischio nella classificazione dei fondi immobiliari italiani," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2010(3), pages 549-569.
  29. Claudio Giannotti & Gianluca Mattarocci & Luca Spinelli, 2010. "The relative importance of sector and regional factors in the hotel industry," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 28(3), pages 162-180, April.
  30. Claudio Giannotti & Gianluca Mattarocci, 2009. "The risk exposure of property cash flows: evidence from the italian market," BANCARIA, Bancaria Editrice, vol. 10, pages 47-63, October.
  31. Lucia Gibilaro & Gianluca Mattarocci, 2007. "The Selection Of The Discount Rate In Estimating Loss Given Default," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 1(2), pages 15-33.

Chapters

  1. Gianluca Mattarocci & Xenia Scimone, 2022. "The Evolution of Proptech," Springer Books, in: The New Era of Real Estate, chapter 0, pages 7-44, Springer.
  2. Gianluca Mattarocci & Xenia Scimone, 2022. "Financing Instruments: Focus on P2P Lending and Crowdfunding," Springer Books, in: The New Era of Real Estate, chapter 0, pages 83-117, Springer.
  3. Gianluca Mattarocci & Xenia Scimone, 2022. "Introduction," Springer Books, in: The New Era of Real Estate, chapter 0, pages 1-6, Springer.
  4. Gianluca Mattarocci & Xenia Scimone, 2022. "Real Estate Negotiation Tools," Springer Books, in: The New Era of Real Estate, chapter 0, pages 67-82, Springer.
  5. Gianluca Mattarocci & Xenia Scimone, 2022. "An Analysis of the Performance of the Proptech Companies," Springer Books, in: The New Era of Real Estate, chapter 0, pages 119-133, Springer.
  6. Gianluca Mattarocci & Xenia Scimone, 2022. "Real Estate Management IT Tools," Springer Books, in: The New Era of Real Estate, chapter 0, pages 45-65, Springer.
  7. Umberto Filotto & Claudio Giannotti & Gianluca Mattarocci & Xenia Scimone, 2017. "Banks’ Risk Culture in Residential Mortgage and Cross-Selling Policies: Evidence from the Euro Area," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Risk Culture in Banking, chapter 0, pages 259-283, Palgrave Macmillan.
  8. Gianluca Mattarocci, 2015. "Asset Allocation Strategy and Market Return for Real Estate Institutional Investors," Palgrave Macmillan Books, in: Gianluca Mattarocci & Dilek Pekdemir (ed.), European Real Estate, chapter 9, pages 183-196, Palgrave Macmillan.
  9. Gianluca Mattarocci & Dilek Pekdemir, 2015. "Conclusion," Palgrave Macmillan Books, in: Gianluca Mattarocci & Dilek Pekdemir (ed.), European Real Estate, pages 197-198, Palgrave Macmillan.
  10. Gianluca Mattarocci & Dilek Pekdemir, 2015. "Introduction," Palgrave Macmillan Books, in: Gianluca Mattarocci & Dilek Pekdemir (ed.), European Real Estate, pages 1-4, Palgrave Macmillan.
  11. Gianluca Mattarocci, 2015. "Optimal Asset Allocation for European Real Estate," Palgrave Macmillan Books, in: Gianluca Mattarocci & Dilek Pekdemir (ed.), European Real Estate, chapter 8, pages 154-182, Palgrave Macmillan.
  12. Gianluca Mattarocci, 2014. "The Friday 13th or Friday 17th Effect for European REIT Investors," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 9, pages 116-127, Palgrave Macmillan.
  13. Gianluca Mattarocci, 2014. "The Impact of the Turn of the Month on European REIT Markets," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 6, pages 71-90, Palgrave Macmillan.
  14. Gianluca Mattarocci, 2014. "Is there a Halloween Effect in the European REITs Market?," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 12, pages 153-165, Palgrave Macmillan.
  15. Gianluca Mattarocci, 2014. "The Time of the Month Effect for European REIT Investors," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 7, pages 91-101, Palgrave Macmillan.
  16. Gianluca Mattarocci, 2014. "The Day of the Week Effect," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 3, pages 32-45, Palgrave Macmillan.
  17. Gianluca Mattarocci, 2014. "Introduction," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, pages 1-6, Palgrave Macmillan.
  18. Gianluca Mattarocci, 2014. "The Role of the Weekend Effect in European REITs," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 4, pages 46-59, Palgrave Macmillan.
  19. Gianluca Mattarocci, 2014. "The January Effect in European REITs," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 11, pages 139-152, Palgrave Macmillan.
  20. Gianluca Mattarocci, 2014. "Real Estate Investment Trusts," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 1, pages 7-18, Palgrave Macmillan.
  21. Gianluca Mattarocci, 2014. "The Holiday Effect and REITs in Europe," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 8, pages 102-115, Palgrave Macmillan.
  22. Gianluca Mattarocci, 2014. "Yearly Calendar Anomalies," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 10, pages 128-138, Palgrave Macmillan.
  23. Gianluca Mattarocci, 2014. "The European REIT Industry," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 2, pages 19-31, Palgrave Macmillan.
  24. Gianluca Mattarocci, 2014. "Monthly Calendar Anomalies," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Anomalies in the European REITs Market, chapter 5, pages 60-70, Palgrave Macmillan.
  25. Alessandro Carretta & Gianluca Mattarocci, 2013. "Introduction," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, pages 1-4, Palgrave Macmillan.
  26. Gianluca Mattarocci & Georgios Siligardos, 2013. "Real Estate Trends and Portfolio Rebalancing: Evidence from Main European Markets," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 9, pages 152-164, Palgrave Macmillan.
  27. Claudio Giannotti & Gianluca Mattarocci, 2013. "The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 10, pages 165-189, Palgrave Macmillan.
  28. Alessandro Carretta & Gianluca Mattarocci, 2009. "The Performance Evaluation of Hedge Funds: a Comparison of Different Approaches," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 2, pages 14-29, Palgrave Macmillan.
  29. Claudio Giannotti & Gianluca Mattarocci, 2009. "Real Estate Selection and Portfolio Construction Model: Data Analysis from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 4, pages 51-68, Palgrave Macmillan.
  30. Alessandro Carretta & Gianluca Mattarocci, 2009. "Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 5, pages 69-88, Palgrave Macmillan.
  31. Gianluca Mattarocci, 2009. "Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 6, pages 89-106, Palgrave Macmillan.

Books

  1. Gianluca Mattarocci & Xenia Scimone, 2022. "The New Era of Real Estate," Springer Books, Springer, number 978-3-031-16731-7, January.
  2. Gianluca Mattarocci & Dilek Pekdemir, 2017. "Logistic Real Estate Investment and REITs in Europe," Springer Books, Springer, number 978-3-319-69206-7, January.
  3. Gianluca Mattarocci & Dilek Pekdemir (ed.), 2015. "European Real Estate," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-43612-2, December.
  4. Gianluca Mattarocci, 2014. "Anomalies in the European REITs Market," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-1-137-39092-9.
  5. Mattarocci, Gianluca, 2013. "The Independence of Credit Rating Agencies," Elsevier Monographs, Elsevier, edition 1, number 9780124045699.
  6. Alessandro Carretta & Gianluca Mattarocci (ed.), 2013. "Asset Pricing, Real Estate and Public Finance over the Crisis," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-1-137-29377-0.
  7. Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), 2009. "New Drivers of Performance in a Changing Financial World," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-0-230-59481-4.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Author Profile
    1. The REPEC Fantasy League and My Initial Endowment of Economists
      by Matthew Kahn in Environmental and Urban Economics on 2015-07-26 23:22:00

Working papers

  1. Delina Ibrahimaj & Gianluca Mattarocci, 2014. "Construction activity and real estate market trend: evidence from Albania," ERES eres2014_11, European Real Estate Society (ERES).

    Cited by:

    1. Mustafa Kahveci & Ernil Sabaj, 2017. "Determinant of Housing Rents in Urban Albania: An Empirical Hedonic Price Application with NSA Survey Data," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 5(2), pages 51-65.

  2. Gianluca Mattarocci & Lucia Gibilaro, 2012. "Landmark buildings and diversification opportunities in the residential market," ERES eres2012_033, European Real Estate Society (ERES).

    Cited by:

    1. Martin Jurkovic & Dirk Schiereck, 2023. "Internationale Büroimmobilien-Investoren: Preisprämien aufgrund von Selektionsverzerrungen? [International office investors: price premiums due to “selection bias”?]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 9(1), pages 1-29, April.

  3. Gianluca Mattarocci & Claudio Giannotti, 2010. "The Role Of Risk Measuresí Choices In Ranking Real Estate Funds: Evidence From The Italian Market," ERES eres2010_129, European Real Estate Society (ERES).

    Cited by:

    1. Marisa Gigante, 2012. "The incidence of real estate portfolio composition choices on funds performance: Evicence from the Italian market," ERES eres2012_186, European Real Estate Society (ERES).
    2. Marisa Gigante, 2011. "The impact of real estate portfolio composition on the Italian real estate funds performance," ERES eres2011_283, European Real Estate Society (ERES).

  4. Lucia Gibilaro & Claudio Giannotti & Gianluca Mattarocci, 2010. "Liquidity Risk Exposure For Specialized And Unspecialized Real Estate Banks: Evidences From The Italian Market," ERES eres2010_240, European Real Estate Society (ERES).

    Cited by:

    1. Khemais Zaghdoudi & Abdelaziz Hakimi, 2017. "The Determinants of Liquidity Risk: Evidence from Tunisian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-5.
    2. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Are Real Estate Banks More Affected by Real Estate Market Dynamics?," International Real Estate Review, Global Social Science Institute, vol. 19(2), pages 151-170.
    3. Mohammad, Sabri & Asutay, Mehmet & Dixon, Rob & Platonova, Elena, 2020. "Liquidity risk exposure and its determinants in the banking sector: A comparative analysis between Islamic, conventional and hybrid banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).

  5. Claudio Giannotti & Gianluca Mattarocci, 2007. "Risk Diversification in a Real Estate Portfolio: Evidence from the Italian Market," ERES eres2007_286, European Real Estate Society (ERES).

    Cited by:

    1. Marisa Gigante, 2012. "The incidence of real estate portfolio composition choices on funds performance: Evicence from the Italian market," ERES eres2012_186, European Real Estate Society (ERES).
    2. Claudio Giannotti & Gianluca Mattarocci, 2013. "The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 10, pages 165-189, Palgrave Macmillan.
    3. Marisa Gigante, 2011. "The impact of real estate portfolio composition on the Italian real estate funds performance," ERES eres2011_283, European Real Estate Society (ERES).

  6. Mattarocci, Gianluca, 2006. "Market characteristics and chaos dynamics in stock markets: an international comparison," MPRA Paper 4296, University Library of Munich, Germany, revised Jun 2006.

    Cited by:

    1. Marisa Faggini & Bruna Bruno & Anna Parziale, 2019. "Does Chaos Matter in Financial Time Series Analysis?," International Journal of Economics and Financial Issues, Econjournals, vol. 9(4), pages 18-24.

  7. Carretta, Alessandro & Mattarocci, Gianluca, 2005. "The performance evaluation of hedge funds: a comparison of different approaches using European data," MPRA Paper 4294, University Library of Munich, Germany, revised Jan 2007.

    Cited by:

    1. Alessandro Carretta & Gianluca Mattarocci, 2009. "Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 5, pages 69-88, Palgrave Macmillan.
    2. Szabolcs Szikszai & Tamas Badics, 2014. "Enhanced Funds Seeking Higher Returns," Working papers wpaper43, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.

  8. Carretta, Alessandro & Mattarocci, Gianluca, 2005. "Funds of funds portfolio composition and its impact on the performance: evidence from the Italian market," MPRA Paper 4293, University Library of Munich, Germany, revised Jan 2007.

    Cited by:

    1. Nadège Ribau-Peltre & Pascal Damel & An Lethi, 2018. "A methodology to avoid over-diversification of funds of equity funds An implementation case study for equity funds of funds in bull markets," Post-Print hal-03027770, HAL.

Articles

  1. Lucia Gibilaro & Gianluca Mattarocci, 2021. "Financial Distress and Information Sharing: Evidences from the Italian Credit Register," Risks, MDPI, vol. 9(5), pages 1-12, May.

    Cited by:

    1. Mogens Steffensen, 2022. "Special Issue “Risks: Feature Papers 2021”," Risks, MDPI, vol. 10(3), pages 1-2, March.

  2. Lucia Gibilaro & Gianluca Mattarocci, 2020. "Crowdfunding REITs: a new asset class for the real estate industry?," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 39(2), pages 84-96, March.

    Cited by:

    1. Le Tung Bach, 2023. "The behavioral intention to adopt Proptech services in Vietnam real estate market," Papers 2312.06994, arXiv.org.

  3. Lucia Gibilaro & Gianluca Mattarocci, 2018. "Multiple banking relationships and exposure at default," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 26(1), pages 2-19, February.

    Cited by:

    1. Wattanawongwan, Suttisak & Mues, Christophe & Okhrati, Ramin & Choudhry, Taufiq & So, Mee Chi, 2023. "A mixture model for credit card exposure at default using the GAMLSS framework," International Journal of Forecasting, Elsevier, vol. 39(1), pages 503-518.
    2. Gianpaolo Abatecola, 2021. "Prioritizing Short-Termism in Behavioural Strategy: Lessons from Enron – 20 Years On," International Journal of Business and Management, Canadian Center of Science and Education, vol. 14(4), pages 1-60, July.

  4. Umberto Filotto & Claudio Giannotti & Gianluca Mattarocci & Xenia Scimone, 2018. "Residential mortgages, the real estate market, and economic growth: evidence from Europe," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 36(6), pages 552-577, August.

    Cited by:

    1. Francesco Tajani & Pierluigi Morano & Maria Paz Saez-Perez & Felicia Di Liddo & Marco Locurcio, 2019. "Multivariate Dynamic Analysis and Forecasting Models of Future Property Bubbles: Empirical Applications to the Housing Markets of Spanish Metropolitan Cities," Sustainability, MDPI, vol. 11(13), pages 1-21, June.
    2. Benjamin Kwakye & Chan Tze Haw, 2020. "Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 262-271.
    3. Yuqing Hu & Piyush Tiwari, 2021. "Examining the Macroeconomic Determinants of Property Cycles in Australia," International Real Estate Review, Global Social Science Institute, vol. 24(2), pages 293-322.
    4. Atif Jahanger & Daniel Balsalobre-Lorente & Ahmed Samour & Foday Joof & Mumtaz Ali & Turgut Tursoy, 2022. "Do Renewable Energy and the Real Estate Market Promote Environmental Quality in South Africa: Evidence from the Bootstrap ARDL Approach," Sustainability, MDPI, vol. 14(24), pages 1-17, December.

  5. Lucia Gibilaro & Gianluca Mattarocci, 2018. "Financing Decisions of REITs and the Switching Effect," International Real Estate Review, Global Social Science Institute, vol. 21(3), pages 367-396.

    Cited by:

    1. Tamala Amelia Manda, 2024. "Bankruptcy Prediction in REITs," International Real Estate Review, Global Social Science Institute, vol. 27(1), pages 139-167.

  6. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Are Real Estate Banks More Affected by Real Estate Market Dynamics?," International Real Estate Review, Global Social Science Institute, vol. 19(2), pages 151-170.

    Cited by:

    1. Elona Dushku & Antje Hildebrandt & Erjona Suljoti, 2019. "The impact of housing markets on banks’ risk-taking behavior: evidence from CESEE," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3/19, pages 55-75.
    2. Ádám Banai & Nikolett Vágó, 2018. "The effect of house prices on bank risk: empirical evidence from Hungary," NBP Working Papers 289, Narodowy Bank Polski.

  7. Lucia Gibilaro & Gianluca Mattarocci, 2016. "Landmark buildings and diversification opportunities in the residential market," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 9(4), pages 429-445, October.
    See citations under working paper version above.
  8. Gianluca Mattarocci & Georgios Siligardos, 2013. "Investor attention for retail and institutional investors: a test on the real estate market," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(4), pages 314-328, July.

    Cited by:

    1. Goodell, John W. & Kumar, Satish & Li, Xiao & Pattnaik, Debidutta & Sharma, Anuj, 2022. "Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 511-529.

  9. Claudio Giannotti & Lucia Gibilaro & Gianluca Mattarocci, 2011. "Liquidity risk exposure for specialised and unspecialised real estate banks," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 29(2), pages 98-114, March.

    Cited by:

    1. Khemais Zaghdoudi & Abdelaziz Hakimi, 2017. "The Determinants of Liquidity Risk: Evidence from Tunisian Banks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(2), pages 1-5.
    2. Phoon, Chin Pei, 2019. "An Overview Of Corporate Governance With Risk Management Insight Of Mcdonald," MPRA Paper 97197, University Library of Munich, Germany, revised 18 Nov 2019.
    3. Abdul-Rahman, Aisyah & Sulaiman, Ahmad Azam & Mohd Said, Noor Latifah Hanim, 2018. "Does financing structure affects bank liquidity risk?," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 26-39.

  10. Claudio Giannotti & Gianluca Mattarocci & Luca Spinelli, 2010. "The relative importance of sector and regional factors in the hotel industry," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 28(3), pages 162-180, April.

    Cited by:

    1. Zvi Schwartz & Mehmet Altin & Manisha Singal, 2017. "Performance measures for strategic revenue management: RevPAR versus GOPPAR," Journal of Revenue and Pricing Management, Palgrave Macmillan, vol. 16(4), pages 357-375, August.
    2. Yuan-ho Lee & Lung-Tan Lu & An-De Sung, 2012. "A Measure to the Operational Performance of International Hotels in Taiwan: DEA and Malmquist Approach," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 73-83, February.

  11. Lucia Gibilaro & Gianluca Mattarocci, 2007. "The Selection Of The Discount Rate In Estimating Loss Given Default," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 1(2), pages 15-33.

    Cited by:

    1. Hartmann-Wendels, Thomas & Miller, Patrick & Töws, Eugen, 2014. "Loss given default for leasing: Parametric and nonparametric estimations," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 364-375.

Chapters

  1. Claudio Giannotti & Gianluca Mattarocci, 2013. "The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 10, pages 165-189, Palgrave Macmillan.
    See citations under working paper version above.
  2. Alessandro Carretta & Gianluca Mattarocci, 2009. "The Performance Evaluation of Hedge Funds: a Comparison of Different Approaches," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 2, pages 14-29, Palgrave Macmillan.

    Cited by:

    1. Claudio Giannotti & Gianluca Mattarocci, 2013. "The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 10, pages 165-189, Palgrave Macmillan.
    2. Alessandro Carretta & Gianluca Mattarocci, 2009. "Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 5, pages 69-88, Palgrave Macmillan.

  3. Claudio Giannotti & Gianluca Mattarocci, 2009. "Real Estate Selection and Portfolio Construction Model: Data Analysis from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 4, pages 51-68, Palgrave Macmillan.

    Cited by:

    1. Sampagnaro, Gabriele & Battaglia, Francesca, 2010. "Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns," MPRA Paper 23378, University Library of Munich, Germany.

  4. Alessandro Carretta & Gianluca Mattarocci, 2009. "Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 5, pages 69-88, Palgrave Macmillan.
    See citations under working paper version above.
  5. Gianluca Mattarocci, 2009. "Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 6, pages 89-106, Palgrave Macmillan.
    See citations under working paper version above.

Books

  1. Gianluca Mattarocci & Dilek Pekdemir, 2017. "Logistic Real Estate Investment and REITs in Europe," Springer Books, Springer, number 978-3-319-69206-7, January.

    Cited by:

    1. Nicolas Raimbault, 2022. "Outer-suburban politics and the financialisation of the logistics real estate industry: The emergence of financialised coalitions in the Paris region," Urban Studies, Urban Studies Journal Limited, vol. 59(7), pages 1481-1498, May.

  2. Gianluca Mattarocci & Dilek Pekdemir (ed.), 2015. "European Real Estate," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-43612-2, December.

    Cited by:

    1. Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2020. "Co-movement across european stock and real estate markets," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 189-208.
    2. Umberto Janin Rivolin, 2017. "Global crisis and the systems of spatial governance and planning: a European comparison," European Planning Studies, Taylor & Francis Journals, vol. 25(6), pages 994-1012, June.

  3. Mattarocci, Gianluca, 2013. "The Independence of Credit Rating Agencies," Elsevier Monographs, Elsevier, edition 1, number 9780124045699.

    Cited by:

    1. Elnaz Gholipour & B'ela Vizv'ari & Zolt'an Lakner, 2020. "Reconstruction Rating Model of Sovereign Debt by Logical Analysis of Data," Papers 2011.14112, arXiv.org.
    2. Imre Ligeti & Zsolt Szõrfi, 2016. "Methodological issues of credit rating – Are sovereign credit rating actions reconstructible?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 15(1), pages 7-32.
    3. Lawrence J. White, 2016. "The Credit Rating Agencies: An Analysis through the Lenses of Industrial Organization, Finance, and Regulation," Working Papers 16-02, New York University, Leonard N. Stern School of Business, Department of Economics.

  4. Alessandro Carretta & Gianluca Mattarocci (ed.), 2013. "Asset Pricing, Real Estate and Public Finance over the Crisis," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-1-137-29377-0.

    Cited by:

    1. Maciej Wujec, 2021. "Analysis of the Financial Information Contained in the Texts of Current Reports: A Deep Learning Approach," JRFM, MDPI, vol. 14(12), pages 1-17, December.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works
  2. Number of Distinct Works, Weighted by Number of Authors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (8) 2014-08-02 2014-08-02 2018-05-21 2018-10-29 2019-09-23 2021-09-13 2023-03-20 2023-12-11. Author is listed
  2. NEP-BAN: Banking (2) 2014-08-02 2018-05-21
  3. NEP-EEC: European Economics (1) 2014-08-02
  4. NEP-ENE: Energy Economics (1) 2023-12-11
  5. NEP-ENV: Environmental Economics (1) 2023-12-11
  6. NEP-EUR: Microeconomic European Issues (1) 2018-10-29
  7. NEP-ISF: Islamic Finance (1) 2021-09-13
  8. NEP-MAC: Macroeconomics (1) 2007-08-08
  9. NEP-PAY: Payment Systems and Financial Technology (1) 2019-09-30
  10. NEP-PPM: Project, Program and Portfolio Management (1) 2023-03-20
  11. NEP-TRA: Transition Economics (1) 2014-08-02
  12. NEP-TRE: Transport Economics (1) 2021-09-13
  13. NEP-TUR: Tourism Economics (1) 2019-09-23

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