Bryan MacGregor

University of Aberdeen - Centre for Property Research

Aberdeen AB24 2UF

Scotland

  • University of Aberdeen - Centre for Property Research

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    • Tel: 44-1224-272-356
    • Fax: 44-1224-273-487
SCHOLARLY PAPERS

12

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14

Scholarly Papers (12)

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1.

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 1,096 (40,493)
Citation 9

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

2.

Investor Rationality: An Analysis of Ncreif Commercial Property Data

Journal of Real Estate Research, Vol. 27, No. 4, 2006
Number of pages: 32 Posted: 27 Dec 2006
Patric H. Hendershott and Bryan MacGregor
University of Aberdeen - Centre for Property Research and University of Aberdeen - Centre for Property Research
Downloads 188 (318,218)
Citation 1

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NCREIF, multiple listing service, cash flow, capitalization rate, NOI

3.

Estimating the Rental Adjustment Process

NBER Working Paper No. w7912
Number of pages: 19 Posted: 29 Sep 2000 Last Revised: 15 Aug 2022
Patric H. Hendershott, Bryan MacGregor and Raymond Y. C. Tse
University of Aberdeen - Centre for Property Research, University of Aberdeen - Centre for Property Research and University of Amsterdam - Centre for Environmental Law
Downloads 82 (595,190)
Citation 1

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4.

Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique

NBER Working Paper No. w11329
Number of pages: 33 Posted: 14 Jun 2005 Last Revised: 20 Mar 2023
Patric H. Hendershott, Robert J. Hendershott and Bryan MacGregor
University of Aberdeen - Centre for Property Research, Santa Clara University and University of Aberdeen - Centre for Property Research
Downloads 75 (625,833)

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5.

Investor Rationality: Evidence from UK Property Capitalization Rates

NBER Working Paper No. w9894
Number of pages: 39 Posted: 25 Aug 2003 Last Revised: 16 Jul 2022
Patric H. Hendershott and Bryan MacGregor
University of Aberdeen - Centre for Property Research and University of Aberdeen - Centre for Property Research
Downloads 68 (659,060)
Citation 3

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6.

Empirical Insights from Swedish Real Estate Auctions

Number of pages: 74 Posted: 21 Jul 2023
Ake Gunnelin, Rosane Hungria-Gunnelin, Bryan MacGregor and Martin Wersing
Royal Institute of Technology (KTH) - Department of Real Estate and Construction Management, affiliation not provided to SSRN, University of Aberdeen - Centre for Property Research and University of Aberdeen - Health Economics Research Unit
Downloads 32 (896,227)

Abstract:

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Auction, bidding process, price discovery, real estate

7.

Modeling Space Market Dynamics: An Illustration Using Panel Data for US Retail

Journal of Real Estate Finance and Economics, Vol. 47, No. 4, 2013
Posted: 08 Nov 2013
Patric H. Hendershott, Maarten Jennen and Bryan MacGregor
University of Aberdeen - Aberdeen Business School, RSM Erasmus University and University of Aberdeen - Centre for Property Research

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Retail space market; Panel data; Error correction model

8.

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

9.

Explaining Real Commercial Rents Using an Error Correction Model with Panel Data

Posted: 15 May 2002
Patric H. Hendershott, Bryan MacGregor and Michael White
University of Aberdeen - Centre for Property Research, University of Aberdeen - Centre for Property Research and University of Aberdeen - Centre for Property Research

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panel estimation, error correction, regional rent models

10.

Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK

Posted: 14 Jul 2000
Patricia Fraser, Foort Hamelink, Martin Hoesli and Bryan MacGregor
Curtin University of Technology - Curtin Business School - Bentley Campus, Lombard Odier Asset Management (SA), University of Geneva - Geneva School of Economics and Management (GSEM) and University of Aberdeen - Centre for Property Research

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11.

Optimal Diversification within Mixed-Asset Portfolios Using a Conditional Heteroskedasticity Approach: Evidence from the U.S. And the U.K.

Posted: 16 Apr 1999
Michael Giliberto, Foort Hamelink, Martin Hoesli and Bryan MacGregor
JPMorgan Asset Management, Lombard Odier Asset Management (SA), University of Geneva - Geneva School of Economics and Management (GSEM) and University of Aberdeen - Centre for Property Research

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12.

The Short Term Inflation Hedging Characteristics of UK Real Estate

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 15 No. 1, Cass Business School Research Paper
Posted: 09 May 1997
Martin Hoesli, Bryan MacGregor, George Matysiak and Nanda Nanthakumaran
University of Geneva - Geneva School of Economics and Management (GSEM), University of Aberdeen - Centre for Property Research, City University London - Faculty of Finance and University of Aberdeen

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