{
 "indexed": {
  "date-parts": [
   [
    2026,
    10,
    14
   ]
  ],
  "date-time": "2026-10-14T23:46:46Z",
  "timestamp": 1792021606149,
  "version": "4.4.0"
 },
 "reference-count": 17,
 "publisher": "Springer Science and Business Media LLC",
 "issue": "4",
 "license": [
  {
   "start": {
    "date-parts": [
     [
      2007,
      3,
      30
     ]
    ],
    "date-time": "2007-03-30T00:00:00Z",
    "timestamp": 1175212800000
   },
   "content-version": "tdm",
   "delay-in-days": 0,
   "URL": "https://www.springer.com/tdm"
  },
  {
   "start": {
    "date-parts": [
     [
      2007,
      3,
      30
     ]
    ],
    "date-time": "2007-03-30T00:00:00Z",
    "timestamp": 1175212800000
   },
   "content-version": "vor",
   "delay-in-days": 0,
   "URL": "https://www.springer.com/tdm"
  }
 ],
 "content-domain": {
  "domain": [
   "link.springer.com"
  ],
  "crossmark-restriction": false
 },
 "short-container-title": [
  "J Real Estate Finan Econ"
 ],
 "published-print": {
  "date-parts": [
   [
    2007,
    5
   ]
  ]
 },
 "DOI": "10.1007/s11146-007-9022-1",
 "type": "journal-article",
 "created": {
  "date-parts": [
   [
    2007,
    3,
    29
   ]
  ],
  "date-time": "2007-03-29T18:44:57Z",
  "timestamp": 1175193897000
 },
 "page": "447-461",
 "update-policy": "https://doi.org/10.1007/springer_crossmark_policy",
 "source": "Crossref",
 "is-referenced-by-count": 53,
 "title": [
  "Marketing Period Risk in a Portfolio Context: Theory and Empirical Estimates from the UK Commercial Real Estate Market"
 ],
 "prefix": "10.1007",
 "volume": "34",
 "author": [
  {
   "given": "Shaun A.",
   "family": "Bond",
   "sequence": "first",
   "affiliation": [],
   "role": [
    {
     "vocabulary": "crossref",
     "role": "author"
    }
   ]
  },
  {
   "given": "Soosung",
   "family": "Hwang",
   "sequence": "additional",
   "affiliation": [],
   "role": [
    {
     "vocabulary": "crossref",
     "role": "author"
    }
   ]
  },
  {
   "given": "Zhenguo",
   "family": "Lin",
   "sequence": "additional",
   "affiliation": [],
   "role": [
    {
     "vocabulary": "crossref",
     "role": "author"
    }
   ]
  },
  {
   "given": "Kerry D.",
   "family": "Vandell",
   "sequence": "additional",
   "affiliation": [],
   "role": [
    {
     "vocabulary": "crossref",
     "role": "author"
    }
   ]
  }
 ],
 "member": "297",
 "published-online": {
  "date-parts": [
   [
    2007,
    3,
    30
   ]
  ]
 },
 "reference": [
  {
   "issue": "1",
   "key": "9022_CR1",
   "doi-asserted-by": "publisher",
   "first-page": "31",
   "DOI": "10.1016/S1386-4181(01)00024-6",
   "volume": "5",
   "author": "Y. Amihud",
   "year": "2002",
   "unstructured": "Amihud, Y. (2002). Illiquidity and stock returns: Cross section and time series effects. Journal of Financial Markets, 5(1), 31–56.",
   "journal-title": "Journal of Financial Markets"
  },
  {
   "issue": "2",
   "key": "9022_CR2",
   "doi-asserted-by": "publisher",
   "first-page": "223",
   "DOI": "10.1016/0304-405X(86)90065-6",
   "volume": "17",
   "author": "Y. Amihud",
   "year": "1986",
   "unstructured": "Amihud, Y., & Mendelson, H. (1986). Asset pricing and bid-ask spread. Journal of Financial Economics, 17(2), 223–249.",
   "journal-title": "Journal of Financial Economics"
  },
  {
   "key": "9022_CR3",
   "unstructured": "Anglin, P. M. (2003). The value and liquidity effects of a change in market conditions. Mimeo, Department of Economics, University of Windsor."
  },
  {
   "key": "9022_CR4",
   "doi-asserted-by": "publisher",
   "first-page": "577",
   "DOI": "10.1046/j.1080-8620.2003.00077.x",
   "volume": "31",
   "author": "S. A. Bond",
   "year": "2003",
   "unstructured": "Bond, S. A., & Hwang, S. (2003). A measure of fundamental volatility in the commercial property market. Real Estate Economics, 31, 577–600.",
   "journal-title": "Real Estate Economics"
  },
  {
   "key": "9022_CR5",
   "doi-asserted-by": "crossref",
   "unstructured": "Bond, S. A., & Hwang, S. (2005). Smoothing, nonsynchronous appraisal and cross-sectional aggregation in real estate price indices. Paper presented to the American Real Estate and Urban Economics Association Annual Conference, Philadelphia.",
   "DOI": "10.2139/ssrn.556095"
  },
  {
   "issue": "2",
   "key": "9022_CR6",
   "doi-asserted-by": "publisher",
   "first-page": "205",
   "DOI": "10.1111/1540-6229.00063",
   "volume": "31",
   "author": "D. Collet",
   "year": "2003",
   "unstructured": "Collet, D., Lizieri, C. M., & Ward, C. W. R. (2003). Time and holding periods of institutional real estate. Real Estate Economics, 31(2), 205–222.",
   "journal-title": "Real Estate Economics"
  },
  {
   "key": "9022_CR7",
   "unstructured": "Crosby, N., & McAllister, P. (2004). Disconstructing the transaction process. Investment Property Forum Working Paper 2 in the series on Liquidity in Commercial Property Markets."
  },
  {
   "issue": "5",
   "key": "9022_CR8",
   "doi-asserted-by": "publisher",
   "first-page": "2185",
   "DOI": "10.1111/1540-6261.00493",
   "volume": "57",
   "author": "D. Easley",
   "year": "2002",
   "unstructured": "Easley, D., Hvidkjaer, S., & O’Hara, M. (2002). Is information risk a determinant of asset returns? Journal of Finance, 57(5), 2185–2221.",
   "journal-title": "Journal of Finance"
  },
  {
   "key": "9022_CR9",
   "doi-asserted-by": "crossref",
   "unstructured": "Feldman, B. E. (2003). Investment policy for securitized and direct real estate: Correcting for liquidity. The Journal of Portfolio Management: Real Estate Issue, 112–121.",
   "DOI": "10.3905/jpm.2003.319912"
  },
  {
   "issue": "2",
   "key": "9022_CR10",
   "doi-asserted-by": "publisher",
   "first-page": "269",
   "DOI": "10.1111/1540-6229.00066",
   "volume": "31",
   "author": "J. Fisher",
   "year": "2003",
   "unstructured": "Fisher, J., Gatzlaff, D., Geltner, D., & Haurin, D. R. (2003). Controlling for the impact of variable liquidity in commercial real estate price indicies. Real Estate Economics, 31(2), 269–303.",
   "journal-title": "Real Estate Economics"
  },
  {
   "issue": "2",
   "key": "9022_CR11",
   "doi-asserted-by": "publisher",
   "first-page": "239",
   "DOI": "10.1111/j.1080-8620.2004.00091.x",
   "volume": "32",
   "author": "J. Fisher",
   "year": "2004",
   "unstructured": "Fisher, J., Gatzlaff, D., Geltner, D., & Haurin, D. R. (2004). An analysis of the determinants of transaction frequency of institutional commercial real estate investment property. Real Estate Economics, 32(2), 239–264.",
   "journal-title": "Real Estate Economics"
  },
  {
   "key": "9022_CR12",
   "doi-asserted-by": "crossref",
   "unstructured": "Hudson-Wilson, S., Fabozzi, F. J., & Gordon, J. N. (2003). Why real estate. The Journal of Portfolio Management: Real Estate Issue, 12–24.",
   "DOI": "10.3905/jpm.2003.319902"
  },
  {
   "key": "9022_CR13",
   "unstructured": "Key, T. (2004). Defining liquidity in property. Investment Property Forum Working Paper 3 in the series on Liquidity in Commercial Property Markets."
  },
  {
   "key": "9022_CR14",
   "unstructured": "Lin, Z. (2004). Essays on illiquidity and pricing bias in the real estate market, PhD dissertation, University of Wisconsin-Madison."
  },
  {
   "key": "9022_CR15",
   "unstructured": "Lin, Z., & Vandell, K. D. (2001). Illiquidity and real estate risk. Paper Presented to the Asian Real Estate Society Annual Conference, Tokyo."
  },
  {
   "key": "9022_CR16",
   "unstructured": "Lin, Z., & Vandell, K. D. (2005). Illiquidity and pricing biases in the real estate market. Working Paper, University of Wisconsin-Madison."
  },
  {
   "issue": "3",
   "key": "9022_CR17",
   "doi-asserted-by": "publisher",
   "first-page": "642",
   "DOI": "10.1086/374184",
   "volume": "111",
   "author": "L. Pastor",
   "year": "2003",
   "unstructured": "Pastor, L., & Stambough, R. (2003). Liquidity risk and expected stock returns. Journal of Political Economy, 111(3), 642–685.",
   "journal-title": "Journal of Political Economy"
  }
 ],
 "container-title": [
  "The Journal of Real Estate Finance and Economics"
 ],
 "language": "en",
 "link": [
  {
   "URL": "https://link.springer.com/content/pdf/10.1007/s11146-007-9022-1.pdf",
   "content-type": "application/pdf",
   "content-version": "vor",
   "intended-application": "text-mining"
  },
  {
   "URL": "https://link.springer.com/article/10.1007/s11146-007-9022-1/fulltext.html",
   "content-type": "text/html",
   "content-version": "vor",
   "intended-application": "text-mining"
  },
  {
   "URL": "http://link.springer.com/content/pdf/10.1007/s11146-007-9022-1",
   "content-type": "unspecified",
   "content-version": "vor",
   "intended-application": "similarity-checking"
  },
  {
   "URL": "https://link.springer.com/content/pdf/10.1007/s11146-007-9022-1.pdf",
   "content-type": "application/pdf",
   "content-version": "vor",
   "intended-application": "similarity-checking"
  }
 ],
 "deposited": {
  "date-parts": [
   [
    2022,
    5,
    18
   ]
  ],
  "date-time": "2022-05-18T04:30:31Z",
  "timestamp": 1652848231000
 },
 "score": 109.30115,
 "resource": {
  "primary": {
   "URL": "https://link.springer.com/10.1007/s11146-007-9022-1"
  }
 },
 "issued": {
  "date-parts": [
   [
    2007,
    3,
    30
   ]
  ]
 },
 "references-count": 17,
 "journal-issue": {
  "issue": "4",
  "published-print": {
   "date-parts": [
    [
     2007,
     5
    ]
   ]
  }
 },
 "alternative-id": [
  "9022"
 ],
 "URL": "https://doi.org/10.1007/s11146-007-9022-1",
 "ISSN": [
  "0895-5638",
  "1573-045X"
 ],
 "issn-type": [
  {
   "value": "0895-5638",
   "type": "print"
  },
  {
   "value": "1573-045X",
   "type": "electronic"
  }
 ],
 "published": {
  "date-parts": [
   [
    2007,
    3,
    30
   ]
  ]
 },
 "assertion": [
  {
   "value": "30 March 2007",
   "order": 1,
   "name": "first_online",
   "label": "First Online",
   "group": {
    "name": "ArticleHistory",
    "label": "Article History"
   }
  }
 ]
}