Author Page for Colin Lizieri

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

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Citation 2

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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

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Citation 3

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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 796 (39,102)

Citation 1

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4.

In Defence of Portfolio Optimisation What If We Can Forecast?

Number of pages: 32 Posted: 17 May 2019

David J Allen, David J Allen, Colin Lizieri and Stephen E. Satchell

University of Technology, SydneyPlato Investment Management, University of Cambridge - Department of Land Economy and University of Cambridge - Faculty of Economics and Politics

Downloads 212 (180,814)

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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 202 (189,102)

Citation 4

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6.

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 161 (230,483)

Citation 3

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7.

A Behavioral Interpretation of the NAV Discount Puzzle in Listed Real Estate Companies (Version Aug 2017)

Number of pages: 21 Posted: 24 May 2018

Sally Monson, Helen X. H. Bao and Colin Lizieri

University of Cambridge, Department of Land Economy, University of Cambridge and University of Cambridge - Department of Land Economy

Downloads 121 (288,543)

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8.

City Profile: Chongqing (1997 – 2017)

Number of pages: 22 Posted: 17 Jun 2019

Helen X. H. Bao, Ling Li and Colin Lizieri

Department of Land Economy, University of Cambridge, University of Cambridge - Department of Land Economy and University of Cambridge - Department of Land Economy

Downloads 82 (372,426)

Citation 1

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9.

‘Smarter Information, Smarter Consumers’? Insights into the Housing Market

Number of pages: 47 Posted: 27 Mar 2019

Cynthia M Gong, Colin Lizieri and Helen X. H. Bao

School of Business and Economics, Loughborough University, University of Cambridge - Department of Land Economy and Department of Land Economy, University of Cambridge

Downloads 68 (413,625)

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10.

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 67 (416,917)

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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 Last Revised: 08 Jun 2019

Nestor Garza and Colin Lizieri

California State University Dominguez Hills and University of Cambridge - Department of Land Economy

Downloads 42 (513,902)

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12.

Local Beta: Have Location Risks Been Priced in REIT Returns?

Cambridge Real Estate Research Centre WP 2020-02

Number of pages: 40 Posted: 15 Mar 2021

Bing Zhu and Colin Lizieri

Technische Universität München (TUM) and University of Cambridge - Department of Land Economy

Downloads 37 (538,047)

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13.

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 26 (600,595)

Citation 1

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14.

Unsmoothing Real Estate Returns: A Regime‐Switching Approach

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2

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

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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

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15.

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

California State University Dominguez Hills and University of Cambridge - Department of Land Economy

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16.

How Active Is Your Real Estate Fund Manager?

https://doi.org/10.3905/jai.2015.18.1.022

Posted: 07 Dec 2013

Martijn Cremers and Colin Lizieri

University of Notre Dame and University of Cambridge - Department of Land Economy

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Citation 3

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17.

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 Yuo and Colin Lizieri

National Taipei University - Department of Real Estate and Built Environment and University of Cambridge - Department of Land Economy

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18.

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

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19.

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

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20.

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

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

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21.

The Workings of the London Office Market

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1

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

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22.

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

Colin Lizieri

University of Cambridge - Department of Land Economy

Grosvenor Professor of Real Estate Finance

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Scholarly Papers (22)

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

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Unsmoothing Real Estate Returns: A Regime‐Switching Approach

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