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Colin Lizieri

University of Cambridge - Department of Land Economy

Grosvenor Professor of Real Estate Finance

19 Silver Street

Cambridge, CB3 9EP

United Kingdom

http://www.landecon.cam.ac.uk/staff/profiles/clizieri.htm

  • University of Cambridge - Department of Land Economy

SCHOLARLY PAPERS

17

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CITATIONS
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19

Scholarly Papers (17)

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1.

Commercial Real Estate Return Distributions: A Review of Literature and Empirical Evidence

University of Reading Working Paper No. 01/00
Number of pages: 37 Posted: 15 Jan 2001
Colin Lizieri and Charles W.R. Ward
University of Cambridge - Department of Land Economy and University of Reading
Downloads 1,327 (9,923)
Citation 2

Abstract:

Real estate, returns, distributions, normality, asset class

2.

The Inflation Hedging Characteristics of U.S. and U.K. Investments: A Multi-Factor Error Correction Approach

Journal of Real Estate Finance and Economics, Vol. 38, No. 2, 2008, Swiss Finance Institute Research Paper No. 06-4
Number of pages: 57 Posted: 21 Jun 2006
Martin Hoesli, Colin Lizieri and Bryan MacGregor
University of Geneva - Geneva School of Economics and Management (GSEM), University of Cambridge - Department of Land Economy and University of Aberdeen - Centre for Property Research
Downloads 782 (22,128)
Citation 10

Abstract:

Investment Returns, Real Estate, Inflation Hedging, Error Correction Model

3.

Asset Allocation, Cross-Class Correlation and the Structure of Property Returns

Land Management Working Paper No. 07/99
Number of pages: 15 Posted: 01 Dec 1999
Stephen L. Lee and Colin Lizieri
University of Reading - Department of Real Estate and Planning and University of Cambridge - Department of Land Economy
Downloads 746 (25,152)

Abstract:

4.

Preference Construction and Housing Choice: The Role of the Estate Agent

Number of pages: 32 Posted: 06 Feb 2011 Last Revised: 23 Feb 2011
Peter J. Scott and Colin Lizieri
University of Cambridge - Department of Land Economy and University of Cambridge - Department of Land Economy
Downloads 120 (180,237)

Abstract:

Judgement, bias, housing choice

5.

Consumer House Price Judgements: New Evidence of Anchoring and Arbitrary Coherence

Number of pages: 30 Posted: 22 Feb 2011
Peter J. Scott and Colin Lizieri
University of Cambridge - Department of Land Economy and University of Cambridge - Department of Land Economy
Downloads 68 (242,919)

Abstract:

House Prices, Value Judgement, Anchoring, Arbitrary Coherence

6.

Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities

Journal of Real Estate Research Vol. 25, No. 1, 2003
Number of pages: 22 Posted: 07 Jan 2007
Colin Lizieri, Patrick McAllister and Charles W.R. Ward
University of Cambridge - Department of Land Economy, affiliation not provided to SSRN and University of Reading
Downloads 56 (295,178)
Citation 2

Abstract:

European, monetary integration, stock returns, real estate companies

7.

How Active Is Your Real Estate Fund Manager?

Number of pages: 27 Posted: 07 Dec 2013
Martijn Cremers and Colin Lizieri
University of Notre Dame and University of Cambridge - Department of Land Economy
Downloads 53 (234,386)
Citation 3

Abstract:

Commercial real estate portfolios, Segment Active Share, holdings

8.

The Underlying Return-Generating Factors for REIT Returns: An Application of Independent Component Analysis

Real Estate Economics, Vol. 35, No. 4, pp. 569-598, Winter 2007
Number of pages: 30 Posted: 18 Nov 2007
Colin Lizieri, Stephen E. Satchell and Qi Zhang
University of Cambridge - Department of Land Economy, University of Cambridge - Faculty of Economics and Politics and University of Cambridge - Faculty of Economics and Politics
Downloads 25 (415,617)
Citation 2

Abstract:

9.

Unsmoothing Real Estate Returns: A Regime‐Switching Approach

Downloads 2 (531,074)

Unsmoothing Real Estate Returns: A Regime‐Switching Approach

Real Estate Economics, Vol. 40, Issue 4, pp. 772-804, 2012
Number of pages: 33 Posted: 28 Dec 2012
Colin Lizieri, Stephen E. Satchell and Warapong Wongwachara
University of Cambridge - Department of Land Economy, University of Cambridge - Faculty of Economics and Politics and TMB Analytics
Downloads 2 (557,745)

Abstract:

Unsmoothing Real Estate Returns: A Regime-Switching Approach

Real Estate Economics, Forthcoming
Posted: 12 Aug 2011
Colin Lizieri, Stephen E. Satchell and Warapong Wongwachara
University of Cambridge - Department of Land Economy, University of Cambridge - Faculty of Economics and Politics and TMB Analytics

Abstract:

Smoothing, Identification, Regime switching, Threshold Autoregressive model, Real estate returns

10.

A Spatial-Temporal Assessment of the Land Value Development Tax

Garza, N. & C. Lizieri (2016), A spatial-temporal assessment of the Land Value Development Tax, Land Use Policy, Volume 50, January 2016, Pages 449-460
Posted: 11 Jul 2016
Nestor Garza and Colin Lizieri
Universidad del Norte and University of Cambridge - Department of Land Economy

Abstract:

Urban economics; Land tax; Value capture; Colombia; Bogota; Latin America

11.

An Empirical Approach to Land Monopoly: The Case of Barranquilla, Colombia

University of Cambridge Real Estate Research Centre, Working Paper Series No. 2015-03
Number of pages: 31 Posted: 09 Jul 2016
Nestor Garza and Colin Lizieri
Universidad del Norte and University of Cambridge - Department of Land Economy
Downloads 0 (466,948)

Abstract:

Urban Land Markets; Land Monopoly; Land Price; Spatial Panel Model; Colombia; Barranquilla

12.

Tenant Placement Strategies within Multi-Level Large-Scale Shopping Centers

Journal of Real Estate Research, Vol. 35, No. 1, 2013
Posted: 21 Mar 2013
Tony Shun-Te Yuo and Colin Lizieri
National Taipei University - Department of Real Estate and Built Environment and University of Cambridge - Department of Land Economy

Abstract:

shopping center, multi-unit, dispersion, departmentalization, spillover effect

13.

Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps

Journal of Real Estate Finance and Economics, Vol. 45, No. 3, 2012
Posted: 28 Nov 2012
Colin Lizieri, Gianluca Marcato, Paul Ogden and Andrew Baum
University of Cambridge - Department of Land Economy, Henley Business School - University of Reading, inProp Capital LLP and University of Oxford, Said Business School

Abstract:

total return swaps, asset pricing, real estate market inefficiencies

14.

Asymmetric Adjustment in the City of London Office Market

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 12 Feb 2010
Patric H. Hendershott, Colin Lizieri and Bryan MacGregor
University of Aberdeen - Aberdeen Business School, University of Cambridge - Department of Land Economy and University of Aberdeen - Centre for Property Research

Abstract:

office market models, rental adjustment, asymmetric responses, vacancy rate

15.

Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets

Journal of Real Estate Research
Posted: 11 Nov 1998
Colin Lizieri, Stephen E. Satchell, Elaine M. Worzala and Roberto Dacco
University of Cambridge - Department of Land Economy, University of Cambridge - Faculty of Economics and Politics, Independent and affiliation not provided to SSRN

Abstract:

16.

The Workings of the London Office Market

Downloads 0 (553,280)

The Workings of the London Office Market

Real Estate Economics, Volume 27, Number 2, Summer 1999, Cass Business School Research Paper
Posted: 26 Aug 1999
Patric H. Hendershott, Colin Lizieri and George Matysiak
University of Aberdeen - Centre for Property Research, University of Cambridge - Department of Land Economy and City University London - Faculty of Finance

Abstract:

17.

Property Company Performance and Real Interest Rates: A Regime-Switching Approach

J. OF PROPERTY RESEARCH, Vol. 14 No. 2
Posted: 24 Oct 1997
Colin Lizieri and Stephen E. Satchell
University of Cambridge - Department of Land Economy and University of Cambridge - Faculty of Economics and Politics

Abstract:

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