12
H index
17
i10 index
476
Citations
University of Cambridge | 12 H index 17 i10 index 476 Citations RESEARCH PRODUCTION: 43 Articles 48 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
Journals with more than one article published | # docs |
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Journal of Property Research | 9 |
Urban Studies | 5 |
Real Estate Economics | 5 |
The Journal of Real Estate Finance and Economics | 4 |
Journal of Real Estate Research | 4 |
Journal of Property Investment & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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ERES / European Real Estate Society (ERES) | 26 |
Real Estate & Planning Working Papers / Henley Business School, University of Reading | 16 |
Year | Title of citing document |
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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 |
2024 | Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Kong, Mengzhen ; Wei, YU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376. Full description at Econpapers || Download paper |
2023 | Land 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. 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 |
2024 | Leverage Strategies of Real Estate Investment Trusts and Real Estate Operating Companies. (2024). Zhang, Zhi Min ; Lim, Kian Guan ; Chang, Carolyn W. In: International Real Estate Review. RePEc:ire:issued:v:27:n:01:2024:p:81-115. 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 |
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 |
2024 | Ethical Delimitation of Client Satisfaction, Client Sophistication and Client Influence in Property Valuation Practice in Nigeria. (2024). Oladimeji, Dare ; Adeleke, Folake ; Ogunbiyi, James O. In: OSF Preprints. RePEc:osf:osfxxx:8k43a. Full description at Econpapers || Download paper |
2023 | Behavioural biases in real estate investment: a literature review and future research agenda. (2023). Kumar, Shailendra ; Singh, Akshita ; Johri, Amar ; Goel, Utkarsh. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02366-7. Full description at Econpapers || Download paper |
2024 | Applying the global wealth chain typology to property purchases in the Liverpool and Merseyside Area. (2024). Ingianni, Andrea ; Atkinson, Rowland ; McKenzie, Rex. In: Environment and Planning A. RePEc:sae:envira:v:56:y:2024:i:2:p:367-381. 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 |
2024 | Can technical indicators based on underlying assets help to predict implied volatility index. (2024). Shi, Yanlong ; Yafeng, Shi ; Tingting, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:57-74. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 nother 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 nother 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 nother 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 nother 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 | 11 |
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 nother 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 nother 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 nother 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 | 9 |
2012 | Unsmoothing Real Estate Returns: A Regime-Switching Approach.(2012) In: Real Estate Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 nother 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 nother version. Agregated cites: 10 | paper | |
2021 | Connected markets through global real estate investments In: Real Estate Economics. [Full Text][Citation analysis] | article | 1 |
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 |
2024 | Price diffusion across international private commercial real estate markets.(2024) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2020 | A comparison of non-Gaussian VaR estimation and portfolio construction techniques In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
2019 | “Smarter information, smarter consumers”? Insights into the housing market In: Journal of Business Research. [Full Text][Citation analysis] | article | 1 |
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 |
2024 | Real Estate Insights Individuals, beliefs and decision-making in commercial real estate markets: some reflections from the past 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 | 15 |
1997 | The Spatial Dimensions of the Investment Performance of UK Commercial Property.(1997) In: Urban Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | 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 | 5 |
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 | 30 |
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 |
2024 | Quantifying the non-Gaussian gain In: Journal of Asset Management. [Full Text][Citation analysis] | article | 0 |
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 | 30 |
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 nother 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 | 6 |
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 | 2 |
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 | 20 |
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 | 23 |
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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