Colin Martyn Lizieri : Citation Profile


Are you Colin Martyn Lizieri?

University of Cambridge

9

H index

9

i10 index

286

Citations

RESEARCH PRODUCTION:

29

Articles

47

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (1993 - 2018). See details.
   Cites by year: 11
   Journals where Colin Martyn Lizieri has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 12 (4.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli108
   Updated: 2019-12-07    RAS profile: 2019-11-06    
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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:

Stevenson, Simon (10)

Fuerst, Franz (9)

Liow, Kim (9)

Alcock, Jamie (8)

Hoesli, Martin (7)

Barthélémy, Fabrice (7)

Diewert, Walter (7)

hendershott, patric (7)

Alexeev, Vitali (4)

Akimov, Alexey (4)

Brooks, Chris (4)

Cites to:

Quigley, John (7)

hendershott, patric (7)

Gyourko, Joseph (7)

Ling, David (7)

List, John (6)

Keim, Donald (5)

Knight, John (5)

Wilson, Patrick (4)

Ward, Charles (4)

Worzala, Elaine (4)

Haurin, Donald (4)

Main data


Where Colin Martyn Lizieri has published?


Journals with more than one article published# docs
Journal of Property Research9
The Journal of Real Estate Finance and Economics4
Real Estate 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, Reading University16

Recent works citing Colin Martyn Lizieri (2019 and 2018)


YearTitle of citing document
2017Unexpected Inflation, Capital Structure, and Real Risk-adjusted Firm Performance. (2017). Alcock, Jamie ; Steiner, Eva. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:2:p:273-298.

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2017Why Do Overconfident REIT CEOs Issue More Debt? Mechanisms and Value Implications. (2017). Keng, Kelvin Jui . In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:3:p:319-348.

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2017Can Real Estate Investors Avoid Specific Risk?. (2017). Baum, Andrew ; Colley, Nick . In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:3:p:395-430.

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2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2018The Consequences of REIT Index Membership for Return Patterns. (2018). wachter, susan ; Steiner, Eva ; Pavlov, Andrey. In: Real Estate Economics. RePEc:bla:reesec:v:46:y:2018:i:1:p:210-250.

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2019Ease Versus Noise: Long-Run Changes in the Value of Transport (Dis)amenities. (2019). Nitsch, Volker ; Ahlfeldt, Gabriel ; Wendland, Nicolai. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1631.

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2017Financial Innovation and Asset Prices. (2017). Buss, Adrian ; Uppal, Raman. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12416.

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2019Ease vs. noise: Long-run changes in the value of transport (dis)amenities. (2019). Wendland, Nicolai ; Nitsch, Volker ; Ahlfeldt, Gabriel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13811.

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2018International money supply and real estate risk premium: The case of the London office market. (2018). Coen, Alain ; Simon, Arnaud ; Lefebvre, Benoit. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:120-140.

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2018Pricing and simulation for real estate index options: Radial basis point interpolation. (2018). Gong, PU ; Wang, Jiayue ; Zou, Dong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:177-188.

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2019Time–Scale Relationship between Securitized Real Estate and Local Stock Markets: Some Wavelet Evidence. (2019). Liow, Kim Hiang ; Huang, Yuting ; Zhou, Xiaoxia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:16-:d:199346.

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2018What Makes an Old Market Sustainable? An Empirical Analysis on the Economic and Leisure Performances of Traditional Retail Markets in Seoul. (2018). Yi, Yun-Myong ; Gim, Tae-Hyoung Tommy. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1779-:d:149522.

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2018International money supply and real estate risk premium: The case of the London office market. (2018). Simon, Arnaud ; Lefebvre, Benoit ; Coen, Alain. In: Post-Print. RePEc:hal:journl:hal-01778910.

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2017Alternative Land Price Indexes for Commercial Properties in Tokyo. (2017). Diewert, Walter ; Shimizu, Chihiro. In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:75.

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2017Industrial Real Estate Market Dynamics in Singapore: A VAR Approach. (2017). Ho, Kim Hin ; David, Kim Hin ; Rengarajan, Satyanarain . In: International Real Estate Review. RePEc:ire:issued:v:20:n:04:2017:p:417-450.

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2018Increased Tail Dependence in Global Public Real Estate Markets. (2018). Deng, Yang ; Gong, PU. In: International Real Estate Review. RePEc:ire:issued:v:21:n:02:2018:p:145-168.

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2018Awareness of Independence of Real Estate Appraisers: An Empirical Analysis. (2018). Liao, Hsueh-Fei ; Peng, Chien-Wen ; Chu, Nan-Yu. In: International Real Estate Review. RePEc:ire:issued:v:21:n:03:2018:p:295-316.

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2019Pricing Mortgage-Backed Securities-First Hitting Time Approach. (2019). Sebastian, Steffen ; Fritz, Carsten ; Fleischmann, Benedikt . In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:1-26.

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2018Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis. (2018). Alcock, Jamie ; Andrlikova, Petra. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-016-9593-9.

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2018Fundamental Drivers of Dependence in REIT Returns. (2018). Alcock, Jamie ; Steiner, Eva. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:1:d:10.1007_s11146-016-9562-3.

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2018System Dynamics Modeling of Chinese Urban Housing Markets for Pedagogical and Policy Analysis Purposes. (2018). Zhang, Xin ; Neufville, Richard ; Geltner, David. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:3:d:10.1007_s11146-017-9650-z.

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2019Dynamic Linkages Among U.S. Real Estate Sectors Before and After the Housing Crisis. (2019). Yunus, Nafeesa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:2:d:10.1007_s11146-017-9639-7.

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2019How Effective are Policy Interventions in a Spatially-Embedded International Real Estate Market?. (2019). Mishra, Tapas ; Wolfe, Simon ; Parhi, Mamata ; Duan, Kun. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:58:y:2019:i:4:d:10.1007_s11146-018-9654-3.

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2019Rent Premiums and Vertical Sorting in Amsterdam’s Multi-Tenant Office Buildings. (2019). Remoy, Hilde ; van Assendelft, Nick ; Nase, Ilir. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:3:d:10.1007_s11146-018-9684-x.

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2019Only the Best? Exploring Cross-Border Investor Preferences in US Gateway Cities. (2019). Zhang, Fangchen ; Scofield, David ; Devaney, Steven. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:3:d:10.1007_s11146-018-9690-z.

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2017Effects of Solvency II on Portfolio Efficiency, The Case of Real Estate and Infrastructure Investments. (2017). Schreck, Thomas ; Heinrich, Michael. In: LARES. RePEc:lre:wpaper:lares_2017_paper_8.

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2018Macroeconomic and demographic determinants of residential property prices in Malaysia.. (2018). Trofimov, Ivan D. In: MPRA Paper. RePEc:pra:mprapa:85819.

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2018Re-investigating the anomalous relationship between inflation and equity REIT returns: A regime-switching approach. (2018). Sarkar, Nityananda ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:95135.

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2019Co-movement between the US and the securitised real estate markets of the Asian-Pacific economies. (2019). Huang, Yuting ; Li, Qiang ; Zhou, Xiaoxia ; Liow, Kim Hiang. In: Journal of Property Research. RePEc:taf:jpropr:v:36:y:2019:i:1:p:27-58.

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2017Alternative Land Price Indexes for Commercial Properties in Tokyo. (2017). Diewert, Walter ; Shimizu, Chihiro. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:erwin_diewert-2017-8.

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2019The System of National Accounts and Alternative Approaches to the Construction of Commercial Property Price Indexes. (2019). Diewert, Walter ; Shimizu, Chihiro. In: Microeconomics.ca working papers. RePEc:ubc:pmicro:erwin_diewert-2019-12.

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2019Inflation expectations and consumer spending: the role of household balance sheets. (2019). Schuffels, Johannes ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2019022.

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2018Impact of the German real estate transfer: Tax on the commercial real estate market. (2018). Dresselhaus, Carolin ; Baudisch, Coletta Frenzel. In: Finanzwissenschaftliche Arbeitspapiere. RePEc:zbw:jlufwa:100.

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Works by Colin Martyn Lizieri:


YearTitleTypeCited
1993Centralism vs Federalism: implications for regional diversification In: ERES.
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1994Property shares and the equity market: exploring the linkages In: ERES.
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1996Portfolio Diversification Strategies and Urban Structure: Lessons from Cluster Analytic Procedures In: ERES.
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1996A Comparison of Alternative Hedging Techniques for International Equity Real Estate Investment In: ERES.
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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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paper5
2000Ownership, Occupation and Risk: A View of the City of London Office Market.(2000) In: Urban Studies.
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This paper has another version. Agregated cites: 5
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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2003Exchange Rate Regime Impacts on Real Estate Securities Returns: the Euro Conversion In: ERES.
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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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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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paper
2005Individual Assets, Market Structure and the Drivers of Return1.(2005) In: Journal of Property Research.
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article
2005Diversification When It Hurts? The Joint Distributions of Property and Other Asset Classes In: ERES.
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paper6
2005Real Estate Education in a Business context: The Reading Experience In: ERES.
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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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2008INTERNATIONAL FINANCIAL CENTRES, OFFICE MARKET RENTS AND VOLATILITY In: ERES.
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2008International Financial Centres, Office Market Rents and Volatility.(2008) In: Real Estate & Planning Working Papers.
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This paper has another version. Agregated cites: 0
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2009Means, Motive and Opportunity? Disentangling Client Influence on Performance Measurement Appraisals In: ERES.
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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 another version. Agregated cites: 8
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2010Means, motive and opportunity? Disentangling client influence on performance measurement appraisals.(2010) In: Journal of Property Research.
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article
2010REGIONAL AND URBAN ECONOMIES AND COMMERCIAL REAL ESTATE IN THE UK: EXPLORING THE LINKAGES In: ERES.
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2010UNSMOOTHING REAL ESTATE RETURNS: A REGIME-SWITCHING APPROACH In: ERES.
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2012Unsmoothing Real Estate Returns: A Regime-Switching Approach.(2012) In: Real Estate Economics.
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This paper has another version. Agregated cites: 3
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2012Capital structure and European property companies In: ERES.
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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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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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1999The Workings of the London Office Market In: Real Estate Economics.
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article32
2003Timing and the Holding Periods of Institutional Real Estate In: Real Estate Economics.
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article29
2007The Underlying Return-Generating Factors for REIT Returns: An Application of Independent Component Analysis In: Real Estate Economics.
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article5
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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2012Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013) In: Cambridge Working Papers in Economics.
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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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2008The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach.(2008) In: The Journal of Real Estate Finance and Economics.
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2006The Inflation Hedging Characteristics of US and UK Investments:Â A Multi-Factor Error Correction Approach.(2006) In: Real Estate & Planning Working Papers.
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2019“Smarter information, smarter consumers”? Insights into the housing market In: Journal of Business Research.
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2011Global Cities, Office Markets and Capital Flows In: Chapters.
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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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paper2
1996The Spatial Dimensions of the Investment preformance of UK Commercial Property. In: Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
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1997The Spatial Dimensions of the Investment Performance of UK Commercial Property.(1997) In: Urban Studies.
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1998Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets In: Journal of Real Estate Research.
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article14
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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article5
2003Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities In: Journal of Real Estate Research.
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2013Tenant Placement Strategies within Multi-Level Large-Scale Shopping Centers In: Journal of Real Estate Research.
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2018Can Institutional Investors Bias Real Estate Portfolio Appraisals? Evidence from the Market Downturn In: Journal of Business Ethics.
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article1
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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article19
2010Asymmetric Adjustment in the City of London Office Market In: The Journal of Real Estate Finance and Economics.
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article12
2012Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps In: The Journal of Real Estate Finance and Economics.
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article5
2000Homogeneous commercial property market groupings and portfolio construction in the United Kingdom In: Environment and Planning A.
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article5
2000Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence In: Real Estate & Planning Working Papers.
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2003The Management of Positive Inter-Store Externalities in Shopping Centres: Some Empirical Evidence In: Real Estate & Planning Working Papers.
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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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2005Real Estate Capital Flows and Transitional Economies In: Real Estate & Planning Working Papers.
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2005Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets In: Real Estate & Planning Working Papers.
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2005Messages from the Oracle: Assessing the Impact of Major In-Town Shopping Centres In: Real Estate & Planning Working Papers.
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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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2009Real Estate Investment in Global Financial Centers: Risk, Return and Contagion In: Real Estate & Planning Working Papers.
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2003Occupier Requirements in Commercial Real Estate Markets In: Urban Studies.
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1997Information asymmetry, long-run relationship and price discovery in property investment markets In: The European Journal of Finance.
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1997Property company performance and real interest rates: a regime-switching approach In: Journal of Property Research.
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1999New business practices and the corporate property portfolio: how responsive is the UK property market? In: Journal of Property Research.
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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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2005Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1 In: Journal of Property Research.
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2006Monetary Integration and Real Estate Markets: The Impact of Euro on European Real Estate Equities In: Journal of Property Research.
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2011Consumer house price judgements: new evidence of anchoring and arbitrary coherence In: Journal of Property Research.
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2016Skyscrapers and the economy in Latin America In: Journal of Property Research.
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2014International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk In: Regional Studies.
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2012Skyscrapers and the economy In: ERSA conference papers.
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