Real Estate & Planning Working Papers

From Henley Business School, University of Reading
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2008-07: Asymmetric Space Market Adjustment in the London Office Market

Patric Hendershott, Colin Lizieri and Bryan MacGregor

2008-06: Sources of Alpha and Beta in Property Funds

Andrew Baum and Kieran Farrelly

2008-05: Hedging Effectiveness of Total Returns Swaps: Application to the Japanese Market

Yoshiki Kago and Charles Ward

2008-04: Housing Supply and Planning Delay in the South of England

Michael Ball, Phil Allmendinger and Cathy Hughes

2008-03: International Financial Centres, Office Market Rents and Volatility

Colin Lizieri

2008-02: Spatial Concentration in Institutional Industrial Real Estate Investment in the England and Wales

Peter Byrne and Stephen Lee

2008-01: Unlisted Property Funds and the Emerging Property Markets

Andrew Baum

2007-10: Data Dilemmas in Forecasting European Office Market Rents

Patrick McAllister, Paul Kennedy and Stephen Lee

2007-09: Real Option Pricing in Mixed-use Development Projects

Robert Fourt, Gianluca Marcato and Charles Ward

2007-08: Long Run Relationships Between City Office Rents and The Economy In The UK - Creating a Database for Research

Steven Devaney

2007-07: Back from Beyond the Bid-Ask Spread: Estimating Liquidity in International Markets

Gianluca Marcato and Charles Ward

2007-06: Data Uncertainty in Real Estate Forecasting

Patrick McAllister and Paul Kennedy

2007-05: German Open Ended Funds: Was there a Valuation Problem?

Neil Crosby

2007-04: The Appraisal of Data Centres: Deconstructing the Cash Flow

Patrick McAllister and Pavlos Loizou

2007-03: Small Business Tenant Legislation in Australia: Does it Provide a Solution to Part of the UK Lease Reform Debate?

Neil Crosby

2007-02: Firm Size and Competition: A Comparison of the Housebuilding Industries in Australia, the UK and the USA

Michael Ball

2007-01: Spatial Concentration in Institutional Investment in the UK: Some comparisons between the Retail and Office Sectors

Peter Byrne and Stephen Lee

2006-17: An Analysis of Commercial Real Estate Returns: Is there a Smoothing Puzzle?

Shaun Bond, Soosung Hwang and Gianluca Marcato

2006-15: Back from Beyond the Bid-Ask Spread: Perspectives on Liquidity

Gianluca Marcato and Charles Ward

2006-13: Systematic Property Risk: Quantifying UK Property Betas 1983-2005

Alan Gardner and George Matysiak

2006-12: The Underlying Return Generating Factors for REIT Returns: An Application of Independent Component Analysis

Colin Lizieri, Stephen Satchell and Qi Zhang

2006-09: The Growth of Private Property Vehicles in the UK: Causes and Conditions

Nina Kutsch and Pat McAllister

2006-08: Capturing UK Real Estate Volitility

Robert Fourt, George Matysiak and Alan Gardner

2006-07: Geographical Concentration in the Institutional Market for Office Property in England and Wales

Peter Byrne and Stephen Lee

2006-05: Depreciation and its Impact on the Total Return of UK Commercial Real Estate, 1994-2003

Neil Crosby and Steven Devaney

2006-01: The Inflation Hedging Characteristics of US and UK Investments:Â A Multi-Factor Error Correction Approach

Martin Hoesli, Colin Lizieri and Bryan MacGregor

2005-31: Holding Periods and Investment Performance: Analysing UK Office Returns 1983-2003

Alan Gardner and George Matysiak

2005-29: Messages from the Oracle: Assessing the Impact of Major In-Town Shopping CentresÂ

Neil Crosby, Catherine Hughes, Colin Lizieri and Melanie Oughton

2005-28: Lease Maturity and Initial Rent: Is There a Term Structure for UK Commercial Property Leases?

Shaun Bond, Pavols Loizou and Pat McAllister

2005-26: Private Property Vehicles: The Valuation of Interests in Limited Partnerships

Nina Kutsch, Pat McAllister and Graeme Newell

2005-23: An Evaluation Of The Performance Of UK Real Estate Forecasters

Pat McAllister, Graeme Newell and George Matysiak

2005-20: Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality

Giacomo Morri, Pat McAllister and Charles Ward

2005-18: Individual Assets, Market Structure And The Drivers Of Return

Steven Devaney and Colin Lizieri

2005-17: A Geography of the UK Commercial Property Market

Peter Byrne

2005-16: Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets

John Knight, Colin Lizieri and Stephen Satchell

2005-13: Analysing Uk Real Estate Market Forecast Disagreement

Pat McAllister, Graeme Newell and George Matysiak

2005-12: Real Estate Capital Flows and Transitional Economies

Steven Laposa and Colin Lizieri

2005-06: The Production and Consumption of Commercial Real Estate Market Forecasts

Paul Gallimore and Pat McAllister

2005-01: Hedging Private International Real Estate

Robert Johnson, Colin Lizieri, Luc Soenen and Elaine Worzala

2004-18: Forecasting the Future: An Overview of the Strategic Planning of the Bournemouth and Poole Conurbation

Doug Hart

2004-17: A Policy Critique of Stansted Airport's Expansion to 25 Million Passenger Per Annum (MPPA)

Doug Hart and Philip McCann

2004-16: The Transition of the Polish Real Estate Market Within a Central and Eastern European Context

Ewa Kucharska-Stasiak and George Matysiak

2004-15: Forecasting UK Real Estate Cycle Phases With Leading Indicators: A Probit Approach

Alexandra Krystaloyianni, George Matysiak and Sotiris Tsolacos

2004-14: Influences on Secured Lending Property Valuations in the UK

Neil Crosby, Cathy Hughes and John Murdoch

2004-13: Serial Persistence in Individual Real Estate Returns in the UK

Steven Devaney, Stephen Lee and Michael Young

2004-12: Country, Sector and Regional Factors in European Property Returns

Stephen Lee and Steven Devaney

2004-11: Expert judgement in the Processes of Commercial Property Market Forecasting

Paul Gallimore and Patrick McAllister

2004-10: Real Estate in the Mixed-asset Portfolio: The Question of Consistency

Stephen Lee and Simon Stevenson

2004-09: Land Re-Use, Complexity And Actor-Networks: A Framework For Research

Joe Doak and Nikos Karadimitriou

2004-08: The Cyclical Behaviour of Sector and Regional Diversification Benefits: 1987-2002

Steven Devaney and Stephen Lee

2004-07: Liquidity In Commercial Property Markets: Deconstructing The Transaction Process

Neil Crosby and Patrick McAllister

2004-06: The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run

Stephen Lee and Simon Stevenson

2004-05: Changes in the Relative Importance of Sector and Regional Factors: 1987-2002

Stephen Lee and Steven Devaney

2004-04: Influences on Secured Lending Property Valuations in the UK

Neil Crosby, Cathy Hughes and John Murdoch

2004-03: Different Risk Measures: Different Portfolio Compositions?

Peter Byrne and Stephen Lee

2004-02: Tenant Mix Variety in Regional Shopping Centres: Some UK Empirical Analyses

Tony Yuo, Neil Crosby, Colin Lizieri and Philip McCann

2004-01: Community Strategies in England: Reshaping Spaces of Governance?

Joe Doak, Gavin Parker and Mike Raco

2003-17: When Does Direct Real Estate Improve Portfolio Performance?

Stephen Lee

2003-16: Changes in the Relative Importance of Sector and Regional Factors: 1987-2002

Steven Devaney and Stephen Lee

2003-15: Local Environmental Action in Japan: the Transfer of the Groundwork Approach

Meiko Murayama and Gavin Parker

2003-14: Another Look at the Relative Importance of Sectors and Regions in Determining Property Returns

Mark Andrew, Steven Devaney and Stephen Lee

2003-13: Evaluating the Effectiveness of Common Structures in Property Portfolio Construction

Steven Devaney

2003-12: Monetary Integration and Real Estate Markets: An Investigation of the Impact of the Introduction of a Single Currency on Real Estate Performance

Colin Lizieri, Patrick McAllister and Charles Ward

2003-11: The Return due to Diversification of Real Estate to the US Mixed-Asset Portfolio

Stephen Lee

2003-10: The Management of Positive Inter-Store Externalities in Shopping Centres: Some Empirical Evidence

Tony Yuo, Neil Crosby, Colin Lizieri and Philip McCann

2003-09: Pricing the Options Inherent in Leased Commercial Property: a UK Case Study

Andrew Baum

2003-08: The Persistence of Real Estate Fund Performance

Stephen Lee

2003-07: The Uncertainty of Valuation

Nick French and Laura Gabrielli

2003-06: Valuation Accuracy: Reconciling the Timing of the Valuation and Sale

Neil Crosby, Steven Devaney, Tony Key and George Matysiak

2003-05: The Impact of Real Estate on the Terminal Wealth of the UK Mixed-Asset Portfolio

Peter Byrne and Stephen Lee

2003-04: The Impact of Real Estate on the Mixed-Asset Portfolio in Periods of Financial Stress

Stephen Lee

2003-03: Private investment in the Countryside: An Assessment of the Role of New Houses and Estates In Sustaining the Rural Economy and Environment

Peter Prag and Roger Gibbard

2003-02: Retention Rates, Re-investment and Depreciation in European Office Markets

Andrew Baum and Neil Turner

2003-01: Saving The Planet But Losing The Landscape: The Impact of Renewable Energy Policies on Rural Britain

Peter Prag

2000-01: Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence

Colin Lizieri and Charles Ward