12
H index
17
i10 index
468
Citations
Colin Martyn Lizieri : Citation Profile
University of Cambridge | RESEARCH PRODUCTION: 40 Articles 48 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1993 - 2022). 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:
| Cites to:
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Main data
Where Colin Martyn Lizieri has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Property Research | 9 |
| Real Estate Economics | 5 |
| Urban Studies | 5 |
| The Journal of Real Estate Finance and Economics | 4 |
| Journal of Real Estate Research | 4 |
| 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 Reading | 16 |
Recent works citing Colin Martyn Lizieri (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Investment horizon for private?value assets: Evidence from the art market. (2022). Nozari, Milad. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:229-246. Full description at Econpapers || Download paper |
| 2022 | What happens during flight to safety: Evidence from public and private real estate markets. (2022). Steiner, Eva ; Connolly, Robert A ; Boudry, Walter I. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:147-172. Full description at Econpapers || Download paper |
| 2023 | Uncertainty 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. Full description at Econpapers || Download paper |
| 2023 | Stock–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. Full description at Econpapers || Download paper |
| 2022 | From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762. Full description at Econpapers || Download paper |
| 2022 | The differential effect of new product preannouncements in driving institutional and individual investor ownership. (2022). Sardashti, Hanieh ; Bhattacharya, Abhi. In: Journal of Business Research. RePEc:eee:jbrese:v:149:y:2022:i:c:p:811-823. Full description at Econpapers || Download paper |
| 2022 | The financialization of rental housing in Tokyo. (2022). Aveline-Dubach, Natacha. In: Land Use Policy. RePEc:eee:lauspo:v:112:y:2022:i:c:s0264837719306921. Full description at Econpapers || Download paper |
| 2022 | Modern challenges of property market analysis- homogeneous areas determination. (2022). Chmielewska, Aneta ; Walacik, Marek ; Janowski, Artur ; Renigier-Biozor, Magorzata. In: Land Use Policy. RePEc:eee:lauspo:v:119:y:2022:i:c:s0264837722002368. Full description at Econpapers || Download paper |
| 2022 | The Performance and Diversification Potential of Non-Listed Value-Add Real Estate Funds in Japan. (2022). Lai, Rose Neng ; Bin, Muhammad Jufri ; Newell, Graeme ; Hoesli, Martin. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:198-:d:800090. Full description at Econpapers || Download paper |
| 2022 | Who Owns the City, and Why Should We Care?. (2022). Wilhelmsson, Mats ; Warsame, Abukar ; Ismail, Mohammad. In: Land. RePEc:gam:jlands:v:11:y:2022:i:4:p:459-:d:778178. Full description at Econpapers || Download paper |
| 2023 | Asymmetric 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. Full description at Econpapers || Download paper |
| 2022 | Economic Fundamentals, Capital Expenditures and Asset Dispositions. (2022). Ambrose, Brent ; Steiner, Eva. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:3:d:10.1007_s11146-019-09698-9. Full description at Econpapers || Download paper |
| 2022 | Asymmetric Patterns of Demand-Supply Mismatch in Real Estate. (2022). Nanda, Anupam ; Marcato, Gianluca. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:3:d:10.1007_s11146-020-09812-2. Full description at Econpapers || Download paper |
| 2023 | Fractional 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. Full description at Econpapers || Download paper |
| 2023 | Investigating 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. Full description at Econpapers || Download paper |
| 2022 | Ex-ante performance of REIT portfolios. (2022). Tsang, Desmond ; Nguyen, Khoa ; Dutta, Sandip ; Devos, Erik ; Birz, Gene. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:3:d:10.1007_s11156-022-01068-6. Full description at Econpapers || Download paper |
| 2023 | Warto?? 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. Full description at Econpapers || Download paper |
| 2023 | Ownership 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. Full description at Econpapers || Download paper |
| 2022 | Governing investors and developers: Analysing the role of risk allocation in urban development. (2022). Brill, Frances. In: Urban Studies. RePEc:sae:urbstu:v:59:y:2022:i:7:p:1499-1517. Full description at Econpapers || Download paper |
| 2022 | Contemporaneous causality among one hundred Chinese cities. (2022). Zhang, Yun ; Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:4:d:10.1007_s00181-021-02190-5. Full description at Econpapers || Download paper |
| 2022 | Inflation expectations and consumer spending: the role of household balance sheets. (2022). Schuffels, Johannes ; Lieb, Lenard. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02222-8. Full description at Econpapers || Download paper |
| 2022 | Impact of working from home on European office rents and vacancy rates. (2022). Morawski, Jaroslaw . In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:8:y:2022:i:2:d:10.1365_s41056-022-00057-z. Full description at Econpapers || Download paper |
| 2022 | Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression.. (2022). Canepa, Alessandra ; Uddin, Gazi Salah ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202204. Full description at Econpapers || Download paper |
| 2022 | Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach. (2022). Uddin, Gazi Salah ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202213. Full description at Econpapers || Download paper |
Works by Colin Martyn Lizieri:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1993 | Centralism vs Federalism: implications for regional diversification In: ERES. [Full Text][Citation analysis] | paper | 1 |
| 1994 | Property shares and the equity market: exploring the linkages In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Portfolio Diversification Strategies and Urban Structure: Lessons from Cluster Analytic Procedures In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1996 | A Comparison of Alternative Hedging Techniques for International Equity Real Estate Investment In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Changing Lease Structures in Real Estate Office Markets In: ERES. [Full Text][Citation analysis] | paper | 1 |
| 1998 | Ownership, Occupation and Risk. A View of the City of London Office Marker In: ERES. [Full Text][Citation analysis] | paper | 15 |
| 2000 | Ownership, Occupation and Risk: A View of the City of London Office Market.(2000) In: Urban Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 1998 | New Business Practices and the Corporate Real Estate Portfolio: How Responsive is the UK Property Market? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Changlng Occupler Requirements in the Commercial Property Market: Trends and Implications In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Exchange Rate Regime Impacts on Real Estate Securities Returns: the Euro Conversion In: ERES. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Tenant Mix Variety in Regional Shopping Centres. Some UK Empirical Analyses In: ERES. [Full Text][Citation analysis] | paper | 5 |
| 2004 | Tenant Mix Variety in Regional Shopping Centres: Some UK Empirical Analyses.(2004) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2005 | Individual Assets, Market Structure and the Drivers of Returns In: ERES. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Individual Assets, Market Structure And The Drivers Of Return.(2005) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2005 | Individual Assets, Market Structure and the Drivers of Return1.(2005) In: Journal of Property Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2005 | Diversification When It Hurts? The Joint Distributions of Property and Other Asset Classes In: ERES. [Full Text][Citation analysis] | paper | 10 |
| 2005 | Real Estate Education in a Business context: The Reading Experience In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2006 | PATTERNS OF TENANT MIX VARIETY IN REGIONAL SHOPPING CENTRES: AN EXAMINATION ON THE CONSISTENCY BETWEEN UK AND US CASES In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2006 | How effective are sectoral and regional diversification? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Pricing Inefficiencies in Real Estate Swaps In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2008 | ANOTHER LOOK AT THE LONDON OFFICE MARKET In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2008 | INTERNATIONAL FINANCIAL CENTRES, OFFICE MARKET RENTS AND VOLATILITY In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2008 | International Financial Centres, Office Market Rents and Volatility.(2008) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Means, Motive and Opportunity? Disentangling Client Influence on Performance Measurement Appraisals In: ERES. [Full Text][Citation analysis] | paper | 15 |
| 2009 | Means, Motive and Opportunity? Disentangling Client Influence on Performance Measurement Appraisals.(2009) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2010 | Means, motive and opportunity? Disentangling client influence on performance measurement appraisals.(2010) In: Journal of Property Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2010 | REGIONAL AND URBAN ECONOMIES AND COMMERCIAL REAL ESTATE IN THE UK: EXPLORING THE LINKAGES In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2010 | UNSMOOTHING REAL ESTATE RETURNS: A REGIME-SWITCHING APPROACH In: ERES. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Unsmoothing Real Estate Returns: A Regime-Switching Approach.(2012) In: Real Estate Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2012 | Capital structure and European property companies In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Did ownership characteristics bias portfolio appraisals during the late 2000s downturn? A natural experiment from the UK commercial real estate market In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Office real estate investment in the world city network: the effects of financial crisis In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Diversification Gains and Systematic Risk Exposure in International Public Real Estate Markets In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Real Estate and Global Capital Networks: Drilling into the City of London In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Real estate and global capital networks: drilling into the City of London.(2018) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | chapter | |
| 1999 | The Workings of the London Office Market In: Real Estate Economics. [Full Text][Citation analysis] | article | 48 |
| 2003 | Timing and the Holding Periods of Institutional Real Estate In: Real Estate Economics. [Full Text][Citation analysis] | article | 38 |
| 2007 | The Underlying Return?Generating Factors for REIT Returns: An Application of Independent Component Analysis In: Real Estate Economics. [Full Text][Citation analysis] | article | 10 |
| 2006 | The Underlying Return Generating Factors for REIT Returns: An Application of Independent Component Analysis.(2006) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2021 | Connected markets through global real estate investments In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013) In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2006 | The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Price diffusion across international private commercial real estate markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A comparison of non-Gaussian VaR estimation and portfolio construction techniques In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | “Smarter information, smarter consumers”? Insights into the housing market In: Journal of Business Research. [Full Text][Citation analysis] | article | 0 |
| 2011 | Global Cities, Office Markets and Capital Flows In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2020 | Maestros and mythologies: some lockdown reflections In: Journal of Property Investment & Finance. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2000 | Homogenenous Commercial Property Market Groupings and Portfolio Construction in the UK. In: Ecole des Hautes Etudes Commerciales, Universite de Geneve-. [Citation analysis] | paper | 4 |
| 1996 | The Spatial Dimensions of the Investment preformance of UK Commercial Property. In: Ecole des Hautes Etudes Commerciales, Universite de Geneve-. [Citation analysis] | paper | 14 |
| 1997 | The Spatial Dimensions of the Investment Performance of UK Commercial Property.(1997) In: Urban Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 1998 | Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 15 |
| 2001 | Friction and Inertia: Business Change, Corporate Real Estate Portfolios and the U.K. Office Market In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 7 |
| 2003 | Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 9 |
| 2013 | Tenant Placement Strategies within Multi-Level Large-Scale Shopping Centers In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 0 |
| 2018 | Can Institutional Investors Bias Real Estate Portfolio Appraisals? Evidence from the Market Downturn In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 4 |
| 1997 | Interactions between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972-1992. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 36 |
| 2008 | The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 31 |
| 2010 | Asymmetric Adjustment in the City of London Office Market In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 21 |
| 2012 | Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 8 |
| 2000 | Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2003 | The Management of Positive Inter-Store Externalities in Shopping Centres: Some Empirical Evidence In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Monetary 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. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Hedging Private International Real Estate In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Real Estate Capital Flows and Transitional Economies In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 31 |
| 2005 | Messages from the Oracle: Assessing the Impact of Major In-Town Shopping Centres In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | The Inflation Hedging Characteristics of US and UK Investments:Â A Multi-Factor Error Correction Approach In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Asymmetric Space Market Adjustment in the London Office Market In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Asymmetric Space Market Adjustment in the London Office Market.(2009) In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2009 | Real Estate Investment in Global Financial Centers: Risk, Return and Contagion In: Real Estate & Planning Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2000 | Homogeneous Commercial Property Market Groupings and Portfolio Construction in the United Kingdom In: Environment and Planning A. [Full Text][Citation analysis] | article | 10 |
| 2003 | Occupier Requirements in Commercial Real Estate Markets In: Urban Studies. [Full Text][Citation analysis] | article | 5 |
| 2011 | Rental Values in UK Shopping Malls In: Urban Studies. [Full Text][Citation analysis] | article | 1 |
| 2019 | An empirical approach to urban land monopoly: A case study of the city of Barranquilla, Colombia In: Urban Studies. [Full Text][Citation analysis] | article | 1 |
| 1997 | Information asymmetry, long-run relationship and price discovery in property investment markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 6 |
| 1997 | Property company performance and real interest rates: a regime-switching approach In: Journal of Property Research. [Full Text][Citation analysis] | article | 19 |
| 1999 | New business practices and the corporate property portfolio: how responsive is the UK property market? In: Journal of Property Research. [Full Text][Citation analysis] | article | 9 |
| 2005 | Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1 In: Journal of Property Research. [Full Text][Citation analysis] | article | 24 |
| 2006 | Monetary Integration and Real Estate Markets: The Impact of Euro on European Real Estate Equities In: Journal of Property Research. [Full Text][Citation analysis] | article | 4 |
| 2011 | Consumer house price judgements: new evidence of anchoring and arbitrary coherence In: Journal of Property Research. [Full Text][Citation analysis] | article | 10 |
| 2016 | Skyscrapers and the economy in Latin America In: Journal of Property Research. [Full Text][Citation analysis] | article | 2 |
| 2022 | Modelling sustainable rents for estimation of long-term or fundamental values of commercial real estate In: Journal of Property Research. [Full Text][Citation analysis] | article | 1 |
| 2014 | International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk In: Regional Studies. [Full Text][Citation analysis] | article | 10 |
| 2012 | Skyscrapers and the economy In: ERSA conference papers. [Full Text][Citation analysis] | paper | 1 |
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