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Citations of
Colin Martyn Lizieri

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification When It Hurts? The Joint Distributions of Real Estate and Equity Markets," Real Estate & Planning Working Papers rep-wp2005-16, Henley Business School, Reading University. [Downloadable!]

    Cited by:

    1. Renee Fry & Vance L. Martin & Chrismin Tang, 2008. "A New Class Of Tests Of Contagion With Applications To Real Estate Markets," CAMA Working Papers 2008-01, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]

  2. Hamelink, F. & Hoesli, M. & Lizieri, C. & MacGregor, B.D., 2000. "Homogenenous Commercial Property Market Groupings and Portfolio Construction in the UK," Papers 2000.02, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    Cited by:

    1. Peter Byrne, 2005. "A Geography of the UK Commercial Property Market," Real Estate & Planning Working Papers rep-wp2005-17, Henley Business School, Reading University. [Downloadable!]
    2. Peter Byrne & Stephen Lee, 2007. "Spatial Concentration in Institutional Investment in the UK: Some comparisons between the Retail and Office Sectors," Real Estate & Planning Working Papers rep-wp2007-01, Henley Business School, Reading University. [Downloadable!]

  3. Hoesli, M. & Lizieri, C. & Macgregor, B., 1996. "The Spatial Dimensions of the Investment preformance of UK Commercial Property," Papers 96.14, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.

    Cited by:

    1. Peter Byrne & Stephen Lee, 2006. "Geographical Concentration in the Institutional Market for Office Property in England and Wales," Real Estate & Planning Working Papers rep-wp2006-07, Henley Business School, Reading University. [Downloadable!]

Articles

  1. David Collett & Colin Lizieri & Charles Ward, 2003. "Timing and the Holding Periods of Institutional Real Estate," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 31(2), pages 205-222, 06. [Downloadable!] (restricted)

    Cited by:

    1. Alan Gardner & George Matysiak, 2006. "Systematic Property Risk: Quantifying UK Property Betas 1983-2005," Real Estate & Planning Working Papers rep-wp2006-13, Henley Business School, Reading University. [Downloadable!]
    2. Alan Gardner & George Matysiak, 2005. "Holding Periods and Investment Performance: Analysing UK Office Returns 1983-2003," Real Estate & Planning Working Papers rep-wp2005-31, Henley Business School, Reading University. [Downloadable!]
    3. Yoshiki Kago & Charles Ward, 2008. "Hedging Effectiveness of Total Returns Swaps: Application to the Japanese Market," Real Estate & Planning Working Papers rep-wp2008-05, Henley Business School, Reading University. [Downloadable!]
    4. Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January. [Downloadable!] (restricted)
      Other versions:

  2. Virginia A. Gibson & Colin M. Lizieri, 2001. "Friction and Inertia: Business Change, Corporate Real Estate Portfolios and the U.K. Office Market," Journal of Real Estate Research, American Real Estate Society, vol. 22(1/2), pages 59-80. [Downloadable!]

    Cited by:

    1. Chris Manning & Stephen E. Roulac, 2001. "Lessons from the Past and Future Directions for Corporate Real Estate Research," Journal of Real Estate Research, American Real Estate Society, vol. 22(1/2), pages 7-58. [Downloadable!]
    2. Paschalis Arvanitidis, 2006. "Property Market Purpose Efficiency: An Exploratory Analysis From an Institutional Economics Perspective," ERSA conference papers ersa06p567, European Regional Science Association. [Downloadable!]

  3. Foort Hamelink & Martin Hoesli & Colin Lizieri & Bryan D MacGregor, 2000. "Homogeneous commercial property market groupings and portfolio construction in the United Kingdom," Environment and Planning A, Pion Ltd, London, vol. 32(2), pages 323-344, February. [Downloadable!] (restricted)

    Cited by:

    1. Peter Byrne & Stephen Lee, 2006. "Geographical Concentration in the Institutional Market for Office Property in England and Wales," Real Estate & Planning Working Papers rep-wp2006-07, Henley Business School, Reading University. [Downloadable!]
    2. Peter Byrne, 2005. "A Geography of the UK Commercial Property Market," Real Estate & Planning Working Papers rep-wp2005-17, Henley Business School, Reading University. [Downloadable!]
    3. Peter Byrne & Stephen Lee, 2007. "Spatial Concentration in Institutional Investment in the UK: Some comparisons between the Retail and Office Sectors," Real Estate & Planning Working Papers rep-wp2007-01, Henley Business School, Reading University. [Downloadable!]

  4. Patric H. Hendershott & Colin M. Lizieri & George A. Matysiak, 1999. "The Workings of the London Office Market," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(2), pages 365-387. [Downloadable!] (restricted)

    Cited by:

    1. Barrett, Alan & Kearney, Ide & Goggin, Jean, 2008. "Quarterly Economic Commentary, Winter 2008," Forecasting Report, Economic and Social Research Institute (ESRI), number QEC20084, August. [Downloadable!]
      Other versions:
    2. Fuerst, Franz, 2006. "Predictable or Not? Forecasting Office Markets with a Simultaneous Equation Approach," MPRA Paper 5262, University Library of Munich, Germany. [Downloadable!]
    3. John Whitley & Richard Windram, . "A quantitative framework for commercial property and its relationship to the analysis of the financial stability of the corporate sector," Bank of England working papers 207, Bank of England. [Downloadable!]
    4. Franz Fuerst, 2004. "Forecasting the Manhattan office market with a simultaneous equation model," Urban/Regional 0410006, EconWPA. [Downloadable!]
    5. Patric H. Hendershott & Bryan D. MacGregor & Raymond Y.C. Tse, 2000. "Estimating the Rental Adjustment Process," NBER Working Papers 7912, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Brent W. Ambrose & Patric H. Hendershott & Malgorzata M. Klosek, 2000. "Pricing Upward-Only Adjusting Leases," NBER Working Papers 7622, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Gunnelin, Åke & Söderberg, Bo, 2002. "Term Structures in the Office Rental Market in Stockholm," SIFR Research Report Series 6, Institute for Financial Research. [Downloadable!]
    8. Peter Englund & Ake Gunnelin & Patric H. Hendershott & Bo Soderberg, 2005. "Adjustment in Property Space Markets: Estimates from the Stockholm Office Market," NBER Working Papers 11345, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Clapham, Eric & Gunnelin, Åke, 2003. "Rental Expectations and the Term Structure of Lease Rates," SIFR Research Report Series 16, Institute for Financial Research. [Downloadable!]
    10. Patric H. Hendershott & Bryan D. MacGregor, 2003. "Investor Rationality: Evidence from UK Property Capitalization Rates," NBER Working Papers 9894, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Sofia Dermisi, 2005. "Industry location patterns in metropolitan area office markets - Central Business Districts versus suburbs," Urban/Regional 0509007, EconWPA. [Downloadable!]

  5. Peijie Wang, Colin Lizieri, George Matysiak, 1997. "Information asymmetry, long-run relationship and price discovery in property investment markets," European Journal of Finance, Taylor and Francis Journals, vol. 3(3), pages 261-275, September. [Downloadable!] (restricted)

    Cited by:

    1. Peijie Wang, 2003. "Cycles and Common Cycles in Property and Related Sectors," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 22-42. [Downloadable!]

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This page was last updated on 2009-12-23.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.