Bryan MacGregor

University of Aberdeen - Centre for Property Research

Aberdeen AB24 2UF

Scotland

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 44,687

in Total Papers Downloads

1,247

SSRN CITATIONS
Rank 21,161

SSRN RANKINGS

Top 21,161

in Total Papers Citations

6

CROSSREF CITATIONS

42

Scholarly Papers (11)

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 922 (31,020)
Citation 3

Abstract:

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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 161 (225,025)

Abstract:

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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: 14 Feb 2021
University of Aberdeen - Centre for Property Research, University of Aberdeen - Centre for Property Research and University of Amsterdam - Centre for Environmental Law
Downloads 61 (427,347)

Abstract:

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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: 17 Jun 2021
University of Aberdeen - Centre for Property Research, Santa Clara University and University of Aberdeen - Centre for Property Research
Downloads 59 (434,475)

Abstract:

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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: 04 Nov 2010
Patric H. Hendershott and Bryan MacGregor
University of Aberdeen - Centre for Property Research and University of Aberdeen - Centre for Property Research
Downloads 44 (493,388)
Citation 3

Abstract:

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6.

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

Abstract:

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Retail space market; Panel data; Error correction model

7.

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

Abstract:

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

8.

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

Abstract:

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panel estimation, error correction, regional rent models

9.

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

Posted: 14 Jul 2000
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

Abstract:

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10.

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

Posted: 16 Apr 1999
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

Abstract:

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11.

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
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

Abstract:

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