Colin Martyn Lizieri : Citation Profile


Are you Colin Martyn Lizieri?

University of Cambridge

12

H index

17

i10 index

471

Citations

RESEARCH PRODUCTION:

42

Articles

48

Papers

2

Chapters

RESEARCH ACTIVITY:

   31 years (1993 - 2024). See details.
   Cites by year: 15
   Journals where Colin Martyn Lizieri has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 19 (3.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli108
   Updated: 2024-01-16    RAS profile: 2023-04-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Colin Martyn Lizieri.

Is cited by:

Liow, Kim (12)

Stevenson, Simon (11)

Fuerst, Franz (10)

Alcock, Jamie (9)

Hoesli, Martin (8)

Diewert, Walter (8)

hendershott, patric (8)

Füss, Roland (8)

Barthélémy, Fabrice (7)

Sing, Tien Foo (5)

Alexeev, Vitali (4)

Cites to:

hendershott, patric (15)

Ling, David (12)

Hoesli, Martin (10)

Pesaran, Mohammad (9)

Gyourko, Joseph (8)

Keim, Donald (6)

List, John (6)

Wang, Ko (6)

Ward, Charles (6)

Titman, Sheridan (6)

Brooks, Chris (6)

Main data


Where Colin Martyn Lizieri has published?


Journals with more than one article published# docs
Journal of Property Research10
Urban Studies5
Real Estate Economics5
The Journal of Real Estate Finance and Economics4
Journal of Real Estate Research4

Working Papers Series with more than one paper published# docs
ERES / European Real Estate Society (ERES)26
Real Estate & Planning Working Papers / Henley Business School, University of Reading16

Recent works citing Colin Martyn Lizieri (2024 and 2023)


YearTitle of citing document
2023Uncertainty premia in REIT returns. (2023). Strobel, Johannes ; Ruf, Daniel ; Lotz, Marton. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:2:p:372-407.

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2023Stock–bond dependence and flight to/from quality. (2023). Ning, Cathy ; Ponrajah, Jeremey. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004173.

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2023Land market concentration, developers’ pricing decisions, and class monopoly rent in urban China. (2023). Zheng, Linzi ; Xie, Xiaorong. In: Land Use Policy. RePEc:eee:lauspo:v:132:y:2023:i:c:s0264837723002600.

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2023Asymmetric Dynamics of Rent and Vacancy Rates in the Tokyo Office Market. (2023). Imazeki, Toyokazu ; Tsutsumi, Morito ; Matsuo, Kazushi. In: International Real Estate Review. RePEc:ire:issued:v:26:n:01:2023:p:1-41.

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2023Fractional Integration and Volatility Transmission Between Real Estate and Stock Markets: Novel Evidence from a FIGARCH-BEKK Approach. (2023). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios ; Kyriakou, Maria I. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09879-5.

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2023Investigating the Links between UK House Prices and Share Prices with Copulas. (2023). Tsiaras, Leonidas ; Bissoondeeal, Rakesh K. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:3:d:10.1007_s11146-021-09854-0.

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2023Warto?? d?ugoterminowa versus warto?? rynkowa jako podstawa zabezpieczenia wierzytelno?ci w sektorze bankowym. (2023). Kucharska-Stasiak, Ewa. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:1:p:1-24.

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2023Ownership diversity and fragmentation: A barrier to urban centre resilience. (2023). White, James T ; Jackson, Cath ; Stewart, Joanna L ; Orr, Allison M. In: Environment and Planning B. RePEc:sae:envirb:v:50:y:2023:i:3:p:660-677.

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Works by Colin Martyn Lizieri:


YearTitleTypeCited
1993Centralism vs Federalism: implications for regional diversification In: ERES.
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paper1
1994Property shares and the equity market: exploring the linkages In: ERES.
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paper0
1996Portfolio Diversification Strategies and Urban Structure: Lessons from Cluster Analytic Procedures In: ERES.
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paper0
1996A Comparison of Alternative Hedging Techniques for International Equity Real Estate Investment In: ERES.
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paper0
1998Changing Lease Structures in Real Estate Office Markets In: ERES.
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paper1
1998Ownership, Occupation and Risk. A View of the City of London Office Marker In: ERES.
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paper15
2000Ownership, Occupation and Risk: A View of the City of London Office Market.(2000) In: Urban Studies.
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This paper has nother version. Agregated cites: 15
article
1998New Business Practices and the Corporate Real Estate Portfolio: How Responsive is the UK Property Market? In: ERES.
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paper0
2002Changlng Occupler Requirements in the Commercial Property Market: Trends and Implications In: ERES.
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paper0
2003Exchange Rate Regime Impacts on Real Estate Securities Returns: the Euro Conversion In: ERES.
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paper1
2004Tenant Mix Variety in Regional Shopping Centres. Some UK Empirical Analyses In: ERES.
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paper5
2004Tenant Mix Variety in Regional Shopping Centres: Some UK Empirical Analyses.(2004) In: Real Estate & Planning Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2005Individual Assets, Market Structure and the Drivers of Returns In: ERES.
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paper5
2005Individual Assets, Market Structure And The Drivers Of Return.(2005) In: Real Estate & Planning Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2005Individual Assets, Market Structure and the Drivers of Return1.(2005) In: Journal of Property Research.
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This paper has nother version. Agregated cites: 5
article
2005Diversification When It Hurts? The Joint Distributions of Property and Other Asset Classes In: ERES.
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paper10
2005Real Estate Education in a Business context: The Reading Experience In: ERES.
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paper0
2006PATTERNS OF TENANT MIX VARIETY IN REGIONAL SHOPPING CENTRES: AN EXAMINATION ON THE CONSISTENCY BETWEEN UK AND US CASES In: ERES.
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2006How effective are sectoral and regional diversification? In: ERES.
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2007Pricing Inefficiencies in Real Estate Swaps In: ERES.
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2008ANOTHER LOOK AT THE LONDON OFFICE MARKET In: ERES.
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paper0
2008INTERNATIONAL FINANCIAL CENTRES, OFFICE MARKET RENTS AND VOLATILITY In: ERES.
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paper0
2008International Financial Centres, Office Market Rents and Volatility.(2008) In: Real Estate & Planning Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2009Means, Motive and Opportunity? Disentangling Client Influence on Performance Measurement Appraisals In: ERES.
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paper15
2009Means, Motive and Opportunity? Disentangling Client Influence on Performance Measurement Appraisals.(2009) In: Real Estate & Planning Working Papers.
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This paper has nother version. Agregated cites: 15
paper
2010Means, motive and opportunity? Disentangling client influence on performance measurement appraisals.(2010) In: Journal of Property Research.
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This paper has nother version. Agregated cites: 15
article
2010REGIONAL AND URBAN ECONOMIES AND COMMERCIAL REAL ESTATE IN THE UK: EXPLORING THE LINKAGES In: ERES.
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paper0
2010UNSMOOTHING REAL ESTATE RETURNS: A REGIME-SWITCHING APPROACH In: ERES.
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paper8
2012Unsmoothing Real Estate Returns: A Regime-Switching Approach.(2012) In: Real Estate Economics.
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This paper has nother version. Agregated cites: 8
article
2012Capital structure and European property companies In: ERES.
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paper0
2012Did ownership characteristics bias portfolio appraisals during the late 2000s downturn? A natural experiment from the UK commercial real estate market In: ERES.
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2012Office real estate investment in the world city network: the effects of financial crisis In: ERES.
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2013Diversification Gains and Systematic Risk Exposure in International Public Real Estate Markets In: ERES.
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paper0
2015Real Estate and Global Capital Networks: Drilling into the City of London In: ERES.
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2018Real estate and global capital networks: drilling into the City of London.(2018) In: Chapters.
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This paper has nother version. Agregated cites: 0
chapter
1999The Workings of the London Office Market In: Real Estate Economics.
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article48
2003Timing and the Holding Periods of Institutional Real Estate In: Real Estate Economics.
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article38
2007The Underlying Return?Generating Factors for REIT Returns: An Application of Independent Component Analysis In: Real Estate Economics.
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article10
2006The Underlying Return Generating Factors for REIT Returns: An Application of Independent Component Analysis.(2006) In: Real Estate & Planning Working Papers.
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This paper has nother version. Agregated cites: 10
paper
2021Connected markets through global real estate investments In: Real Estate Economics.
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article0
2012Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013) In: Cambridge Working Papers in Economics.
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paper0
2006The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach In: Swiss Finance Institute Research Paper Series.
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paper0
2021Price diffusion across international private commercial real estate markets In: Working Papers.
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paper0
2024Price diffusion across international private commercial real estate markets.(2024) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 0
article
2020A comparison of non-Gaussian VaR estimation and portfolio construction techniques In: Journal of Empirical Finance.
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article0
2019“Smarter information, smarter consumers”? Insights into the housing market In: Journal of Business Research.
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article0
2011Global Cities, Office Markets and Capital Flows In: Chapters.
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chapter0
In: .
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2020Maestros and mythologies: some lockdown reflections In: Journal of Property Investment & Finance.
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In: .
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2000Homogenenous Commercial Property Market Groupings and Portfolio Construction in the UK. In: Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
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paper4
1996The Spatial Dimensions of the Investment preformance of UK Commercial Property. In: Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
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paper14
1997The Spatial Dimensions of the Investment Performance of UK Commercial Property.(1997) In: Urban Studies.
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This paper has nother version. Agregated cites: 14
article
1998Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets In: Journal of Real Estate Research.
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article15
2001Friction and Inertia: Business Change, Corporate Real Estate Portfolios and the U.K. Office Market In: Journal of Real Estate Research.
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article7
2003Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities In: Journal of Real Estate Research.
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article9
2013Tenant Placement Strategies within Multi-Level Large-Scale Shopping Centers In: Journal of Real Estate Research.
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article0
2018Can Institutional Investors Bias Real Estate Portfolio Appraisals? Evidence from the Market Downturn In: Journal of Business Ethics.
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article4
1997Interactions between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972-1992. In: The Journal of Real Estate Finance and Economics.
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article36
2008The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach In: The Journal of Real Estate Finance and Economics.
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article31
2010Asymmetric Adjustment in the City of London Office Market In: The Journal of Real Estate Finance and Economics.
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article21
2012Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps In: The Journal of Real Estate Finance and Economics.
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article8
2000Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence In: Real Estate & Planning Working Papers.
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paper7
2003The Management of Positive Inter-Store Externalities in Shopping Centres: Some Empirical Evidence In: Real Estate & Planning Working Papers.
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paper6
2003Monetary Integration and Real Estate Markets: An Investigation of the Impact of the Introduction of a Single Currency on Real Estate Performance In: Real Estate & Planning Working Papers.
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2005Hedging Private International Real Estate In: Real Estate & Planning Working Papers.
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paper2
2005Real Estate Capital Flows and Transitional Economies In: Real Estate & Planning Working Papers.
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paper2
2005Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets In: Real Estate & Planning Working Papers.
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paper31
2005Messages from the Oracle: Assessing the Impact of Major In-Town Shopping Centres In: Real Estate & Planning Working Papers.
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paper1
2006The Inflation Hedging Characteristics of US and UK Investments:Â A Multi-Factor Error Correction Approach In: Real Estate & Planning Working Papers.
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paper1
2008Asymmetric Space Market Adjustment in the London Office Market In: Real Estate & Planning Working Papers.
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2009Asymmetric Space Market Adjustment in the London Office Market.(2009) In: Real Estate & Planning Working Papers.
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This paper has nother version. Agregated cites: 3
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2009Real Estate Investment in Global Financial Centers: Risk, Return and Contagion In: Real Estate & Planning Working Papers.
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paper5
2000Homogeneous Commercial Property Market Groupings and Portfolio Construction in the United Kingdom In: Environment and Planning A.
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article10
2003Occupier Requirements in Commercial Real Estate Markets In: Urban Studies.
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article5
2011Rental Values in UK Shopping Malls In: Urban Studies.
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article1
2019An empirical approach to urban land monopoly: A case study of the city of Barranquilla, Colombia In: Urban Studies.
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article2
1997Information asymmetry, long-run relationship and price discovery in property investment markets In: The European Journal of Finance.
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article6
1997Property company performance and real interest rates: a regime-switching approach In: Journal of Property Research.
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article19
1999New business practices and the corporate property portfolio: how responsive is the UK property market? In: Journal of Property Research.
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article9
2005A Message from the Oracle: the Land Use Impact of a Major In?town Shopping Centre on Local Retailing In: Journal of Property Research.
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article2
2005Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1 In: Journal of Property Research.
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article24
2006Monetary Integration and Real Estate Markets: The Impact of Euro on European Real Estate Equities In: Journal of Property Research.
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article4
2011Consumer house price judgements: new evidence of anchoring and arbitrary coherence In: Journal of Property Research.
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article10
2016Skyscrapers and the economy in Latin America In: Journal of Property Research.
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article2
2022Modelling sustainable rents for estimation of long-term or fundamental values of commercial real estate In: Journal of Property Research.
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article1
2014International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk In: Regional Studies.
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article10
2012Skyscrapers and the economy In: ERSA conference papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team