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Colin Martyn Lizieri

Personal Details

First Name:Colin
Middle Name:Martyn
Last Name:Lizieri
Suffix:
RePEc Short-ID:pli108
[This author has chosen not to make the email address public]
https://www.landecon.cam.ac.uk/directory/professor-colin-lizieri
Department of Land Economy University of Cambridge 19 Silver Street Cambridge CB3 9EP
Terminal Degree:1980 London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

Department of Land Economy
University of Cambridge

Cambridge, United Kingdom
https://www.landecon.cam.ac.uk/
RePEc:edi:dlcamuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Bing Zhu & Dorinth van Dijk & Colin Lizieri, 2021. "Price diffusion across international private commercial real estate markets," Working Papers 732, DNB.
  2. Colin Lizieri & Daniel Mekic, 2015. "Real Estate and Global Capital Networks: Drilling into the City of London," ERES eres2015_305, European Real Estate Society (ERES).
  3. Colin Lizieri & Marielle Apisara Chuangdumrongsomsuk, 2013. "Diversification Gains and Systematic Risk Exposure in International Public Real Estate Markets," ERES eres2013_298, European Real Estate Society (ERES).
  4. Andrew E. Baum & Colin Lizieri & Jamie Alcock, 2012. "Capital structure and European property companies," ERES eres2012_197, European Real Estate Society (ERES).
  5. Allen, D. & Lizieri, C. & Satchell, S., 2012. "Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)," Cambridge Working Papers in Economics 1244, Faculty of Economics, University of Cambridge.
  6. Nestor Garza & Colin Lizieri, 2012. "Skyscrapers and the economy," ERSA conference papers ersa12p414, European Regional Science Association.
  7. Lizieri Colin & Kathryn Pain & Sandra Vinciguerra, 2012. "Office real estate investment in the world city network: the effects of financial crisis," ERES eres2012_239, European Real Estate Society (ERES).
  8. Neil Crosby & Colin Lizieri & Pat McAllister & Yarim Shamsan, 2012. "Did ownership characteristics bias portfolio appraisals during the late 2000s downturn? A natural experiment from the UK commercial real estate market," ERES eres2012_236, European Real Estate Society (ERES).
  9. Colin Lizieri & Warapong Wongwachara & Stephen Satchell, 2010. "Unsmoothing Real Estate Returns: A Regime-Switching Approach," ERES eres2010_235, European Real Estate Society (ERES).
  10. Tony Key & Colin Lizieri, 2010. "Regional And Urban Economies And Commercial Real Estate In The Uk: Exploring The Linkages," ERES eres2010_121, European Real Estate Society (ERES).
  11. Neil Crosby & Colin Lizieri & Patrick McAllister, 2009. "Means, Motive and Opportunity? Disentangling Client Influence on Performance Measurement Appraisals," ERES eres2009_159, European Real Estate Society (ERES).
  12. Colin Lizieri, 2009. "Real Estate Investment in Global Financial Centers: Risk, Return and Contagion," Real Estate & Planning Working Papers rep-wp2009-11, Henley Business School, University of Reading.
  13. Patric Hendershott & Colin Lizieri & Bryan MacGregor, 2008. "Asymmetric Space Market Adjustment in the London Office Market," Real Estate & Planning Working Papers rep-wp2008-07, Henley Business School, University of Reading.
  14. Patric H. Hendershott & Colin Lizieri & Bryan D. Macgregor, 2008. "Another Look At The London Office Market," ERES eres2008_157, European Real Estate Society (ERES).
  15. Colin Lizieri, 2008. "International Financial Centres, Office Market Rents And Volatility," ERES eres2008_197, European Real Estate Society (ERES).
  16. Gianluca Marcato & Colin Lizieri & Colin Lizieri & Ogden & Paul Ogden, 2007. "Pricing Inefficiencies in Real Estate Swaps," ERES eres2007_156, European Real Estate Society (ERES).
  17. Colin Lizieri, 2006. "How effective are sectoral and regional diversification?," ERES eres2006_ind_101, European Real Estate Society (ERES).
  18. Colin Lizieri & Shun-Te Tony You, 2006. "Patterns Of Tenant Mix Variety In Regional Shopping Centres: An Examination On The Consistency Between Uk And Us Cases," ERES eres2006_258, European Real Estate Society (ERES).
  19. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006. "The Inflation Hedging Characteristics of US and UK Investments: A Multifactor Error Correction Approach," Swiss Finance Institute Research Paper Series 06-04, Swiss Finance Institute.
  20. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2006. "The Inflation Hedging Characteristics of US and UK Investments:Â A Multi-Factor Error Correction Approach," Real Estate & Planning Working Papers rep-wp2006-01, Henley Business School, University of Reading.
  21. Colin Lizieri & Stephen Satchell & Qi Zhang, 2006. "The Underlying Return Generating Factors for REIT Returns: An Application of Independent Component Analysis," Real Estate & Planning Working Papers rep-wp2006-12, Henley Business School, University of Reading.
  22. 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, University of Reading.
  23. John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification When It Hurts? The Joint Distributions of Property and Other Asset Classes," ERES eres2005_228, European Real Estate Society (ERES).
  24. Robert Johnson & Colin Lizieri & Luc Soenen & Elaine M. Worzala, 2005. "Hedging Private International Real Estate," Real Estate & Planning Working Papers rep-wp2005-01, Henley Business School, University of Reading.
  25. Steven Devaney & Colin Lizieri, 2005. "Individual Assets, Market Structure and the Drivers of Returns," ERES eres2005_156, European Real Estate Society (ERES).
  26. Colin Lizieri, 2005. "Real Estate Education in a Business context: The Reading Experience," ERES eres2005_edu_110, European Real Estate Society (ERES).
  27. Neil Crosby & Catherine Hughes & Colin Lizieri & Melanie Oughton, 2005. "Messages from the Oracle: Assessing the Impact of Major In-Town Shopping CentresÂ," Real Estate & Planning Working Papers rep-wp2005-29, Henley Business School, University of Reading.
  28. Steven Laposa & Colin Lizieri, 2005. "Real Estate Capital Flows and Transitional Economies," Real Estate & Planning Working Papers rep-wp2005-12, Henley Business School, University of Reading.
  29. Colin Lizieri & Neil Crosby & Tony ShunTe Yuo & Philip McCann, 2004. "Tenant Mix Variety in Regional Shopping Centres. Some UK Empirical Analyses," ERES eres2004_175, European Real Estate Society (ERES).
  30. Tony Yuo & Neil Crosby & Colin Lizieri & Philip McCann, 2003. "The Management of Positive Inter-Store Externalities in Shopping Centres: Some Empirical Evidence," Real Estate & Planning Working Papers rep-wp2003-10, Henley Business School, University of Reading.
  31. Terry Grissom & Lizieri Colin, 2003. "Exchange Rate Regime Impacts on Real Estate Securities Returns: the Euro Conversion," ERES eres2003_165, European Real Estate Society (ERES).
  32. Colin Lizieri & Patrick McAllister & Charles Ward, 2003. "Monetary Integration and Real Estate Markets: An Investigation of the Impact of the Introduction of a Single Currency on Real Estate Performance," Real Estate & Planning Working Papers rep-wp2003-12, Henley Business School, University of Reading.
  33. Colin Lizieri, 2002. "Changlng Occupler Requirements in the Commercial Property Market: Trends and Implications," ERES eres2002_173, European Real Estate Society (ERES).
  34. Colin Lizieri & Charles Ward, 2000. "Commercial Real Estate Return Distributions: A Review Of Literature And Empirical Evidence," Real Estate & Planning Working Papers rep-wp2000-01, Henley Business School, University of Reading.
  35. 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-.
  36. Andrew E. Baum & Colin Lizieri & Peter Scott, 1998. "Ownership, Occupation and Risk. A View of the City of London Office Marker," ERES eres1998_185, European Real Estate Society (ERES).
  37. Colin Lizieri & Virginia Gibson, 1998. "New Business Practices and the Corporate Real Estate Portfolio: How Responsive is the UK Property Market?," ERES eres1998_204, European Real Estate Society (ERES).
  38. Neil Crosby & Colin Lizieri & Sandi Murdoch, 1998. "Changing Lease Structures in Real Estate Office Markets," ERES eres1998_113, European Real Estate Society (ERES).
  39. Elaine Worzala & Richard Johnson & Colin Lizieri, 1996. "A Comparison of Alternative Hedging Techniques for International Equity Real Estate Investment," ERES eres1996_147, European Real Estate Society (ERES).
  40. 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-.
  41. Martin Hoesli & Bryan D. Macgregor & Colin Lizieri, 1996. "Portfolio Diversification Strategies and Urban Structure: Lessons from Cluster Analytic Procedures," ERES eres1996_100, European Real Estate Society (ERES).
  42. C. Lizieri & S. Satchell, 1994. "Property shares and the equity market: exploring the linkages," ERES eres1994_132, European Real Estate Society (ERES).
  43. Martin Bruhl & Colin Lizieri, 1993. "Centralism vs Federalism: implications for regional diversification," ERES eres1993_107, European Real Estate Society (ERES).

Articles

  1. Colin Lizieri, 2024. "Real Estate Insights Individuals, beliefs and decision-making in commercial real estate markets: some reflections from the past," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 42(1), pages 120-130, January.
  2. Bing Zhu & Colin Lizieri, 2024. "Local Beta: Has Local Real Estate Market Risk Been Priced in REIT Returns?," The Journal of Real Estate Finance and Economics, Springer, vol. 69(4), pages 682-718, November.
  3. Zhu, Bing & van Dijk, Dorinth & Lizieri, Colin, 2024. "Price diffusion across international private commercial real estate markets," Journal of International Money and Finance, Elsevier, vol. 140(C).
  4. David Allen & Stephen Satchell & Colin Lizieri, 2024. "Quantifying the non-Gaussian gain," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 1-18, February.
  5. Neil Crosby & Steven Devaney & Colin Lizieri & Nick Mansley, 2022. "Modelling sustainable rents for estimation of long-term or fundamental values of commercial real estate," Journal of Property Research, Taylor & Francis Journals, vol. 39(1), pages 30-55, January.
  6. Bing Zhu & Colin Lizieri, 2021. "Connected markets through global real estate investments," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(S2), pages 618-654, September.
  7. David Allen & Colin Lizieri & Stephen Satchell, 2020. "“In Defense of Portfolio Optimization: What If We Can Forecast?”: Author Response," Financial Analysts Journal, Taylor & Francis Journals, vol. 76(2), pages 106-107, April.
  8. Colin Lizieri, 2020. "Maestros and mythologies: some lockdown reflections," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 39(1), pages 38-43, July.
  9. Allen, David & Lizieri, Colin & Satchell, Stephen, 2020. "A comparison of non-Gaussian VaR estimation and portfolio construction techniques," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 356-368.
  10. Gong, Cynthia M. & Lizieri, Colin & Bao, Helen X.H., 2019. "“Smarter information, smarter consumers”? Insights into the housing market," Journal of Business Research, Elsevier, vol. 97(C), pages 51-64.
  11. David Allen & Colin Lizieri & Stephen Satchell, 2019. "In Defense of Portfolio Optimization: What If We Can Forecast?," Financial Analysts Journal, Taylor & Francis Journals, vol. 75(3), pages 20-38, July.
  12. Nestor Garza & Colin Lizieri, 2019. "An empirical approach to urban land monopoly: A case study of the city of Barranquilla, Colombia," Urban Studies, Urban Studies Journal Limited, vol. 56(10), pages 1931-1950, August.
  13. Sally Monson & Helen X.H. Bao & Colin Lizieri, 2018. "A Behavioral Interpretation of the NAV Discount Puzzle in Listed Real Estate Companies," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 24(2), pages 151-165, January.
  14. Neil Crosby & Steven Devaney & Colin Lizieri & Patrick McAllister, 2018. "Can Institutional Investors Bias Real Estate Portfolio Appraisals? Evidence from the Market Downturn," Journal of Business Ethics, Springer, vol. 147(3), pages 651-667, February.
  15. Nestor Garza & Colin Lizieri, 2016. "Skyscrapers and the economy in Latin America," Journal of Property Research, Taylor & Francis Journals, vol. 33(4), pages 269-292, October.
  16. Colin Lizieri & Kathy Pain, 2014. "International Office Investment in Global Cities: The Production of Financial Space and Systemic Risk," Regional Studies, Taylor & Francis Journals, vol. 48(3), pages 439-455, March.
  17. Tony Shun-Te Yuo & Colin Lizieri, 2013. "Tenant Placement Strategies within Multi-Level Large-Scale Shopping Centers," Journal of Real Estate Research, American Real Estate Society, vol. 35(1), pages 25-52.
  18. Colin Lizieri & Gianluca Marcato & Paul Ogden & Andrew Baum, 2012. "Pricing Inefficiencies in Private Real Estate Markets Using Total Return Swaps," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 774-803, October.
  19. Colin Lizieri & Stephen Satchell & Warapong Wongwachara, 2012. "Unsmoothing Real Estate Returns: A Regime-Switching Approach," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(4), pages 772-804, December.
  20. Peter J. Scott & Colin Lizieri, 2011. "Consumer house price judgements: new evidence of anchoring and arbitrary coherence," Journal of Property Research, Taylor & Francis Journals, vol. 29(1), pages 49-68, October.
  21. Tony Shun-TeYuo & Colin Lizieri & Phillip McCann & Neil Crosby, 2011. "Rental Values in UK Shopping Malls," Urban Studies, Urban Studies Journal Limited, vol. 48(8), pages 1667-1679, June.
  22. Neil Crosby & Colin Lizieri & Patrick McAllister, 2010. "Means, motive and opportunity? Disentangling client influence on performance measurement appraisals," Journal of Property Research, Taylor & Francis Journals, vol. 27(2), pages 181-201, April.
  23. Patric Hendershott & Colin Lizieri & Bryan MacGregor, 2010. "Asymmetric Adjustment in the City of London Office Market," The Journal of Real Estate Finance and Economics, Springer, vol. 41(1), pages 80-101, July.
  24. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 2008. "The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 183-206, February.
  25. Chris Manning & David Harrison & Stephen Roulac & Colin Lizieri & Ronald Kaiser & Brad Case, 2008. "Industry Decision-Maker Use and Involvement in Academic Real Estate Research," Journal of Real Estate Literature, Taylor & Francis Journals, vol. 16(2), pages 133-166, January.
  26. Colin Lizieri & Stephen Satchell & Qi Zhang, 2007. "The Underlying Return‐Generating Factors for REIT Returns: An Application of Independent Component Analysis," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 35(4), pages 569-598, December.
  27. Patrick McAllister & Colin Lizieri, 2006. "Monetary Integration and Real Estate Markets: The Impact of Euro on European Real Estate Equities," Journal of Property Research, Taylor & Francis Journals, vol. 23(4), pages 281-303, August.
  28. Robert Johnson & Colin Lizieri & Luc Soenen & Elaine Worzala, 2006. "Simulating Currency Risk on Private Investments in Real Estate," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 12(2), pages 91-102, January.
  29. Steven Devaney & Colin Lizieri, 2005. "Individual Assets, Market Structure and the Drivers of Return1," Journal of Property Research, Taylor & Francis Journals, vol. 22(4), pages 287-307, December.
  30. John Knight & Colin Lizieri & Stephen Satchell, 2005. "Diversification when It Hurts? The Joint Distributions of Real Estate and Equity Markets1," Journal of Property Research, Taylor & Francis Journals, vol. 22(4), pages 309-323, December.
  31. Neil Crosby & Cathy Hughes & Colin Lizieri & Melanie Oughton, 2005. "A Message from the Oracle: the Land Use Impact of a Major In‐town Shopping Centre on Local Retailing," Journal of Property Research, Taylor & Francis Journals, vol. 22(2-3), pages 245-265, November.
  32. C.M. Lizieri, 2003. "Occupier Requirements in Commercial Real Estate Markets," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 1151-1169, May.
  33. 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, June.
  34. Colin Lizieri & Patrick McAllister & Charles Ward, 2003. "Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities," Journal of Real Estate Research, American Real Estate Society, vol. 25(1), pages 1-22.
  35. Peter Byrne & Colin Lizieri & Elaine Worzala, 2002. "The Location of Executive Suites and Business Centers in the United States," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 8(3), pages 255-270, January.
  36. 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.
  37. 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, , vol. 32(2), pages 323-344, February.
  38. Colin Lizieri & Andrew Baum & Peter Scott, 2000. "Ownership, Occupation and Risk: A View of the City of London Office Market," Urban Studies, Urban Studies Journal Limited, vol. 37(7), pages 1109-1129, June.
  39. 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, June.
  40. Virginia A Gibson & Colin M Lizieri, 1999. "New business practices and the corporate property portfolio: how responsive is the UK property market?," Journal of Property Research, Taylor & Francis Journals, vol. 16(3), pages 201-218, January.
  41. Conlin Lizieri & Steven Satchell & Elaine Worzala & Roberto Dacco', 1998. "Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets," Journal of Real Estate Research, American Real Estate Society, vol. 16(3), pages 339-356.
  42. Peijie Wang & Colin Lizieri & George Matysiak, 1997. "Information asymmetry, long-run relationship and price discovery in property investment markets," The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 261-275.
  43. Martin Hoesli & Colin Lizieri & Bryan MacGregor, 1997. "The Spatial Dimensions of the Investment Performance of UK Commercial Property," Urban Studies, Urban Studies Journal Limited, vol. 34(9), pages 1475-1494, August.
  44. Colin Lizieri & Stephen Satchell, 1997. "Property company performance and real interest rates: a regime-switching approach," Journal of Property Research, Taylor & Francis Journals, vol. 14(2), pages 85-97, January.
  45. Lizieri, Colin & Satchell, Stephen, 1997. "Interactions between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972-1992," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 11-26, July.
    RePEc:eme:jpvi00:14635789510146596 is not listed on IDEAS
    RePEc:eme:jpif00:jpif-06-2020-0070 is not listed on IDEAS
    RePEc:eme:jpvi00:14635789210031190 is not listed on IDEAS
    RePEc:eme:jpvi00:14635789410050511 is not listed on IDEAS
    RePEc:eme:jpvi00:14635789110030912 is not listed on IDEAS
    RePEc:eme:jv0000:eum0000000003268 is not listed on IDEAS
    RePEc:eme:jpf000:09588689710167834 is not listed on IDEAS

Chapters

  1. Colin Lizieri & Daniel Mekic, 2018. "Real estate and global capital networks: drilling into the City of London," Chapters, in: Michael Hoyler & Christof Parnreiter & Allan Watson (ed.), Global City Makers, chapter 4, pages 60-82, Edward Elgar Publishing.
  2. Colin Lizieri, 2011. "Global Cities, Office Markets and Capital Flows," Chapters, in: Ben Derudder & Michael Hoyler & Peter J. Taylor & Frank Witlox (ed.), International Handbook of Globalization and World Cities, chapter 15, Edward Elgar Publishing.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (3) 2009-08-22 2015-09-18 2022-10-17
  2. NEP-GEO: Economic Geography (2) 2009-08-22 2022-10-17
  3. NEP-FOR: Forecasting (1) 2012-11-03
  4. NEP-IFN: International Finance (1) 2014-08-02
  5. NEP-RMG: Risk Management (1) 2014-08-02
  6. NEP-UPT: Utility Models and Prospect Theory (1) 2012-11-03

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