The role of selling (or marketing) period uncertainty in understanding risk associated with property investment is examined in this paper. Using an approach developed by Lin (<CitationRef CitationID="CR14">2004</CitationRef>), and Lin and Vandell (<CitationRef CitationID="CR15">2001</CitationRef>, <CitationRef CitationID="CR16">2005</CitationRef>), combined with a statistical model of UK commercial property transactions, we...</citationref></citationref></citationref>

This paper re-examines and extends the findings of Bond et al., Journal of Real Estate Finance and Economics, 34, 447-461, (2007) who consider the theoretical model of Lin and Vandell, Real Estate Economics, 35, 291-330, (2007) to determine the extent to which individual real estate asset return...