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Details about Colin Martyn Lizieri

E-mail:
Homepage:https://www.landecon.cam.ac.uk/directory/professor-colin-lizieri
Postal address:Department of Land Economy University of Cambridge 19 Silver Street Cambridge CB3 9EP
Workplace:Department of Land Economy, University of Cambridge, (more information at EDIRC)

Access statistics for papers by Colin Martyn Lizieri.

Last updated 2020-10-08. Update your information in the RePEc Author Service.

Short-id: pli108


Jump to Journal Articles Chapters

Working Papers

2015

  1. Real Estate and Global Capital Networks: Drilling into the City of London
    ERES, European Real Estate Society (ERES) Downloads
    See also Chapter (2018)

2013

  1. Diversification Gains and Systematic Risk Exposure in International Public Real Estate Markets
    ERES, European Real Estate Society (ERES) Downloads

2012

  1. Capital structure and European property companies
    ERES, European Real Estate Society (ERES) Downloads
  2. Did ownership characteristics bias portfolio appraisals during the late 2000s downturn? A natural experiment from the UK commercial real estate market
    ERES, European Real Estate Society (ERES) Downloads
  3. Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads
  4. Office real estate investment in the world city network: the effects of financial crisis
    ERES, European Real Estate Society (ERES) Downloads
  5. Skyscrapers and the economy
    ERSA conference papers, European Regional Science Association Downloads View citations (1)

2010

  1. REGIONAL AND URBAN ECONOMIES AND COMMERCIAL REAL ESTATE IN THE UK: EXPLORING THE LINKAGES
    ERES, European Real Estate Society (ERES) Downloads
  2. UNSMOOTHING REAL ESTATE RETURNS: A REGIME-SWITCHING APPROACH
    ERES, European Real Estate Society (ERES) Downloads
    See also Journal Article in Real Estate Economics (2012)

2009

  1. Asymmetric Space Market Adjustment in the London Office Market
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
    Also in Real Estate & Planning Working Papers, Henley Business School, Reading University (2008) Downloads
  2. Means, Motive and Opportunity? Disentangling Client Influence on Performance Measurement Appraisals
    ERES, European Real Estate Society (ERES) Downloads
    Also in Real Estate & Planning Working Papers, Henley Business School, Reading University (2009) Downloads View citations (4)

    See also Journal Article in Journal of Property Research (2010)
  3. Real Estate Investment in Global Financial Centers: Risk, Return and Contagion
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads View citations (2)

2008

  1. ANOTHER LOOK AT THE LONDON OFFICE MARKET
    ERES, European Real Estate Society (ERES) Downloads
  2. INTERNATIONAL FINANCIAL CENTRES, OFFICE MARKET RENTS AND VOLATILITY
    ERES, European Real Estate Society (ERES) Downloads
    Also in Real Estate & Planning Working Papers, Henley Business School, Reading University (2008) Downloads

2007

  1. Pricing Inefficiencies in Real Estate Swaps
    ERES, European Real Estate Society (ERES) Downloads

2006

  1. How effective are sectoral and regional diversification?
    ERES, European Real Estate Society (ERES) Downloads
  2. PATTERNS OF TENANT MIX VARIETY IN REGIONAL SHOPPING CENTRES: AN EXAMINATION ON THE CONSISTENCY BETWEEN UK AND US CASES
    ERES, European Real Estate Society (ERES) Downloads
  3. The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
    Also in Real Estate & Planning Working Papers, Henley Business School, Reading University (2006) Downloads View citations (1)

    See also Journal Article in The Journal of Real Estate Finance and Economics (2008)
  4. The Underlying Return Generating Factors for REIT Returns: An Application of Independent Component Analysis
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
    See also Journal Article in Real Estate Economics (2007)

2005

  1. Diversification When It Hurts? The Joint Distributions of Property and Other Asset Classes
    ERES, European Real Estate Society (ERES) Downloads View citations (8)
  2. Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads View citations (26)
  3. Hedging Private International Real Estate
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
  4. Individual Assets, Market Structure And The Drivers Of Return
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads View citations (5)
    Also in ERES, European Real Estate Society (ERES) (2005) Downloads View citations (4)
  5. Messages from the Oracle: Assessing the Impact of Major In-Town Shopping CentresÂ
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
  6. Real Estate Capital Flows and Transitional Economies
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads View citations (2)
  7. Real Estate Education in a Business context: The Reading Experience
    ERES, European Real Estate Society (ERES) Downloads

2004

  1. Tenant Mix Variety in Regional Shopping Centres. Some UK Empirical Analyses
    ERES, European Real Estate Society (ERES) Downloads View citations (5)
    Also in Real Estate & Planning Working Papers, Henley Business School, Reading University (2004) Downloads View citations (5)

2003

  1. Exchange Rate Regime Impacts on Real Estate Securities Returns: the Euro Conversion
    ERES, European Real Estate Society (ERES) Downloads View citations (1)
  2. Monetary Integration and Real Estate Markets: An Investigation of the Impact of the Introduction of a Single Currency on Real Estate Performance
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads
  3. The Management of Positive Inter-Store Externalities in Shopping Centres: Some Empirical Evidence
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads View citations (6)

2002

  1. Changlng Occupler Requirements in the Commercial Property Market: Trends and Implications
    ERES, European Real Estate Society (ERES) Downloads

2000

  1. Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence
    Real Estate & Planning Working Papers, Henley Business School, Reading University Downloads View citations (7)
  2. Homogenenous Commercial Property Market Groupings and Portfolio Construction in the UK
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (4)

1998

  1. Changing Lease Structures in Real Estate Office Markets
    ERES, European Real Estate Society (ERES) Downloads View citations (1)
  2. New Business Practices and the Corporate Real Estate Portfolio: How Responsive is the UK Property Market?
    ERES, European Real Estate Society (ERES) Downloads
  3. Ownership, Occupation and Risk. A View of the City of London Office Marker
    ERES, European Real Estate Society (ERES) Downloads View citations (1)
    See also Journal Article in Urban Studies (2000)

1996

  1. A Comparison of Alternative Hedging Techniques for International Equity Real Estate Investment
    ERES, European Real Estate Society (ERES) Downloads View citations (1)
  2. Portfolio Diversification Strategies and Urban Structure: Lessons from Cluster Analytic Procedures
    ERES, European Real Estate Society (ERES) Downloads
  3. The Spatial Dimensions of the Investment preformance of UK Commercial Property
    Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- View citations (4)
    See also Journal Article in Urban Studies (1997)

1994

  1. Property shares and the equity market: exploring the linkages
    ERES, European Real Estate Society (ERES) Downloads View citations (2)

1993

  1. Centralism vs Federalism: implications for regional diversification
    ERES, European Real Estate Society (ERES) Downloads View citations (1)

Journal Articles

2020

  1. A comparison of non-Gaussian VaR estimation and portfolio construction techniques
    Journal of Empirical Finance, 2020, 58, (C), 356-368 Downloads

2019

  1. “Smarter information, smarter consumers”? Insights into the housing market
    Journal of Business Research, 2019, 97, (C), 51-64 Downloads

2018

  1. Can Institutional Investors Bias Real Estate Portfolio Appraisals? Evidence from the Market Downturn
    Journal of Business Ethics, 2018, 147, (3), 651-667 Downloads View citations (3)

2016

  1. Skyscrapers and the economy in Latin America
    Journal of Property Research, 2016, 33, (4), 269-292 Downloads View citations (2)

2014

  1. International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk
    Regional Studies, 2014, 48, (3), 439-455 Downloads View citations (5)

2013

  1. Tenant Placement Strategies within Multi-Level Large-Scale Shopping Centers
    Journal of Real Estate Research, 2013, 35, (1), 25-52 Downloads

2012

  1. Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps
    The Journal of Real Estate Finance and Economics, 2012, 45, (3), 774-803 Downloads View citations (6)
  2. Unsmoothing Real Estate Returns: A Regime-Switching Approach
    Real Estate Economics, 2012, 40, (4), 772-804 Downloads View citations (5)
    See also Working Paper (2010)

2011

  1. Consumer house price judgements: new evidence of anchoring and arbitrary coherence
    Journal of Property Research, 2011, 29, (1), 49-68 Downloads View citations (10)

2010

  1. Asymmetric Adjustment in the City of London Office Market
    The Journal of Real Estate Finance and Economics, 2010, 41, (1), 80-101 Downloads View citations (17)
  2. Means, motive and opportunity? Disentangling client influence on performance measurement appraisals
    Journal of Property Research, 2010, 27, (2), 181-201 Downloads View citations (7)
    See also Working Paper (2009)

2008

  1. The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach
    The Journal of Real Estate Finance and Economics, 2008, 36, (2), 183-206 Downloads View citations (25)
    See also Working Paper (2006)

2007

  1. The Underlying Return‐Generating Factors for REIT Returns: An Application of Independent Component Analysis
    Real Estate Economics, 2007, 35, (4), 569-598 Downloads View citations (6)
    See also Working Paper (2006)

2006

  1. Monetary Integration and Real Estate Markets: The Impact of Euro on European Real Estate Equities
    Journal of Property Research, 2006, 23, (4), 281-303 Downloads View citations (3)

2005

  1. A Message from the Oracle: the Land Use Impact of a Major In‐town Shopping Centre on Local Retailing
    Journal of Property Research, 2005, 22, (2-3), 245-265 Downloads
  2. Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1
    Journal of Property Research, 2005, 22, (4), 309-323 Downloads View citations (19)
  3. Individual Assets, Market Structure and the Drivers of Return1
    Journal of Property Research, 2005, 22, (4), 287-307 Downloads View citations (4)

2003

  1. Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities
    Journal of Real Estate Research, 2003, 25, (1), 1-22 Downloads View citations (7)
  2. Occupier Requirements in Commercial Real Estate Markets
    Urban Studies, 2003, 40, (5-6), 1151-1169 Downloads View citations (3)
  3. Timing and the Holding Periods of Institutional Real Estate
    Real Estate Economics, 2003, 31, (2), 205-222 Downloads View citations (37)

2001

  1. Friction and Inertia: Business Change, Corporate Real Estate Portfolios and the U.K. Office Market
    Journal of Real Estate Research, 2001, 22, (1/2), 59-80 Downloads View citations (5)

2000

  1. Homogeneous Commercial Property Market Groupings and Portfolio Construction in the United Kingdom
    Environment and Planning A, 2000, 32, (2), 323-344 Downloads
  2. Ownership, Occupation and Risk: A View of the City of London Office Market
    Urban Studies, 2000, 37, (7), 1109-1129 Downloads View citations (9)
    See also Working Paper (1998)

1999

  1. New business practices and the corporate property portfolio: how responsive is the UK property market?
    Journal of Property Research, 1999, 16, (3), 201-218 Downloads View citations (6)
  2. The Workings of the London Office Market
    Real Estate Economics, 1999, 27, (2), 365-387 Downloads View citations (38)

1998

  1. Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets
    Journal of Real Estate Research, 1998, 16, (3), 339-356 Downloads View citations (16)

1997

  1. Information asymmetry, long-run relationship and price discovery in property investment markets
    The European Journal of Finance, 1997, 3, (3), 261-275 Downloads View citations (5)
  2. Interactions between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972-1992
    The Journal of Real Estate Finance and Economics, 1997, 15, (1), 11-26 Downloads View citations (26)
  3. Property company performance and real interest rates: a regime-switching approach
    Journal of Property Research, 1997, 14, (2), 85-97 Downloads View citations (18)
  4. The Spatial Dimensions of the Investment Performance of UK Commercial Property
    Urban Studies, 1997, 34, (9), 1475-1494 Downloads View citations (4)
    See also Working Paper (1996)

Chapters

2018

  1. Real estate and global capital networks: drilling into the City of London
    Chapter 4 in Global City Makers, 2018, pp 60-82 Downloads
    See also Working Paper (2015)

2011

  1. Global Cities, Office Markets and Capital Flows
    Chapter 15 in International Handbook of Globalization and World Cities, 2011 Downloads
 
Page updated 2021-01-24