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

SCHOLARLY PAPERS

24

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4,652

SSRN CITATIONS
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Top 24,320

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12

CROSSREF CITATIONS

27

Scholarly Papers (24)

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 1,619 (16,603)
Citation 2

Abstract:

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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 969 (35,373)
Citation 3

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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 809 (45,265)
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
University of Technology, SydneyPlato Investment Management, University of Cambridge - Department of Land Economy and University of Cambridge - Faculty of Economics and Politics
Downloads 247 (181,493)

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portfolio optimisation, forecasting ability, asset allocation, mean variance, estimation error

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 222 (201,076)
Citation 4

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House Prices, Value Judgement, Anchoring, Arbitrary Coherence

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 176 (247,468)
Citation 3

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Judgement, bias, housing choice

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 149 (284,203)

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Judgemental Bias, Behavioural Economics, Noise Trader, Overreaction

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 109 (358,311)
Citation 1

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Comparative advantages, reciprocal accountability, state intervention, market economy, Great Western Development, regional disparity

9.

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 76 (448,237)

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geographic asset location, real estate returns, location risks, diversification

10.

‘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 75 (451,580)

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Information disclosure, WTA–WTP disparity, Nudge, Loss aversion, Housing market

11.

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
University of Cambridge - Department of Land Economy, affiliation not provided to SSRN and University of Reading
Downloads 72 (461,792)

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European, monetary integration, stock returns, real estate companies

12.

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 49 (554,902)

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

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 29 (668,450)
Citation 1

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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
University of Cambridge - Department of Land Economy, University of Cambridge - Faculty of Economics and Politics and TMB Analytics
Downloads 24 (727,261)
Citation 2

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Unsmoothing Real Estate Returns: A Regime-Switching Approach

Real Estate Economics, Forthcoming
Posted: 12 Aug 2011
University of Cambridge - Department of Land Economy, University of Cambridge - Faculty of Economics and Politics and TMB Analytics

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

15.

Price diffusion across international private commercial real estate markets

De Nederlandsche Bank Working Paper No. 732
Number of pages: 63 Posted: 13 Dec 2021
Zhu Bing, Dorinth van Dijk and Colin Lizieri
affiliation not provided to SSRN, De Nederlandsche Bank and University of Cambridge - Department of Land Economy
Downloads 20 (737,917)

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Commercial Real Estate, Prices, Spillovers, Spatial Dependence, Global Markets

16.

Price diffusion across international private commercial real estate markets

De Nederlandsche Bank Working Paper No. 732
Number of pages: 63 Posted: 29 Nov 2021
Bing Zhu, Dorinth van Dijk and Colin Lizieri
Technische Universität München (TUM), De Nederlandsche Bank and University of Cambridge - Department of Land Economy
Downloads 7 (864,199)

Abstract:

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Commercial Real Estate, Prices, Spillovers, Spatial Dependence, Global Markets

17.

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

18.

How Active Is Your Real Estate Fund Manager?

Posted: 07 Dec 2013
Martijn Cremers and Colin Lizieri
University of Notre Dame and University of Cambridge - Department of Land Economy
Downloads 0 (952,441)
Citation 3

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Commercial real estate portfolios, Segment Active Share, holdings

19.

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

20.

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
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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total return swaps, asset pricing, real estate market inefficiencies

21.

Asymmetric Adjustment in the City of London Office Market

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 12 Feb 2010
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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office market models, rental adjustment, asymmetric responses, vacancy rate

22.

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

Posted: 11 Nov 1998
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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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
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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24.

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

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