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UNSMOOTHING REAL ESTATE RETURN...
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Satchell, Stephen
20
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11
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2
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2
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2
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Risk : managing risk in the world's financial markets
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Unsmoothing Real Estate Returns: A Regime‐Switching Approach
Lizieri, Colin
;
Satchell, Stephen
;
Wongwachara, Warapong
- In:
Real estate economics : journal of the American Real …
40
(
2012
)
4
,
pp. 772-804
Persistent link: https://www.econbiz.de/10010061319
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2
Nonlinearity and smoothing in venture capital performance data
McKenzie, Michael
;
Satchell, Stephen
;
Wongwachara, Warapong
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 782-796
Persistent link: https://www.econbiz.de/10010040164
Saved in:
3
The Underlying Return-Generating Factors for REIT Returns: An Application of Independent Component Analysis
Lizieri, Colin
;
Satchell, Stephen
;
Zhang, Qi
- In:
Real estate economics : journal of the American Real …
35
(
2007
)
4
,
pp. 569-598
Persistent link: https://www.econbiz.de/10007879776
Saved in:
4
Interactions Between Property and Equity Markets: An Investigation of Linkages in the United Kingdom 1972-1992
Lizieri, Colin
;
Satchell, Stephen
- In:
The journal of real estate finance and economics
15
(
1997
)
1
,
pp. 11-26
Persistent link: https://www.econbiz.de/10007367930
Saved in:
5
Timing and the Holding Periods of Institutional Real Estate
Collett, David
;
Lizieri, Colin
;
Ward, Charles
- In:
Real estate economics : journal of the American Real …
31
(
2003
)
2
,
pp. 205-222
Persistent link: https://www.econbiz.de/10006888927
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6
Environmental Legislation, Real Estate Appraisal, and Investment in the UK
Lizieri, Colin
;
Palmer, Scarlett
- In:
Growth and change : a journal of urban and regional policy
28
(
1997
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10006674758
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7
Homogeneous commercial property market groupings and portfolio construction in the United Kingdom
Hamelink, Foort
;
Hoesli, Martin
;
Lizieri, Colin
; …
- In:
Environment & planning / A
32
(
2000
)
2
,
pp. 323-344
Persistent link: https://www.econbiz.de/10007818070
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8
The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach
Hoesli, Martin
;
Lizieri, Colin
;
Macgregor, Bryan
- In:
The journal of real estate finance and economics
36
(
2008
)
2
,
pp. 183-206
Persistent link: https://www.econbiz.de/10007894598
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9
Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets
Lizieri, Colin
;
Satchell, Steven
;
Worzala, Elaine
; …
- In:
The journal of real estate research
16
(
1998
)
3
,
pp. 339-356
Persistent link: https://www.econbiz.de/10007347423
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10
Continental Shift? An Analysis of Convergence Trends in European Real Estate Equities
Lizieri, Colin
;
McAllister, Patrick
;
Ward, Charles
- In:
The journal of real estate research
25
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10007161059
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