Liang Peng

    • 534 Citations
    • 11 h-Index
    20012019

    Research output per year

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    Research Output

    • 534 Citations
    • 11 h-Index
    • 23 Article
    2019

    House Prices and Systematic Risk: Evidence from Microdata

    Peng, L. & Zhang, L., Jan 1 2019, In : Real Estate Economics.

    Research output: Contribution to journalArticle

    Interest Rates and Investment: Evidence from Commercial Real Estate

    Peng, L. & Thibodeau, T. G., Jan 1 2019, In : Journal of Real Estate Finance and Economics.

    Research output: Contribution to journalArticle

    2018

    Benchmarking Local Commercial Real Estate Returns: Statistics Meets Economics

    Peng, L., Jan 1 2018, (Accepted/In press) In : Real Estate Economics.

    Research output: Contribution to journalArticle

    2017

    Idiosyncratic Risk of House Prices: Evidence from 26 Million Home Sales

    Peng, L. & Thibodeau, T. G., Jun 1 2017, In : Real Estate Economics. 45, 2, p. 340-375 36 p.

    Research output: Contribution to journalArticle

    8 Scopus citations

    Risk and Returns of Income Producing Properties: Core versus Noncore

    Gang, J., Peng, L. & Thibodeau, T. G., Jan 1 2017, (Accepted/In press) In : Real Estate Economics.

    Research output: Contribution to journalArticle

    1 Scopus citations
    2016

    The Risk and Return of Commercial Real Estate: A Property Level Analysis

    Peng, L., Sep 1 2016, In : Real Estate Economics. 44, 3, p. 555-583 29 p.

    Research output: Contribution to journalArticle

    5 Scopus citations
    2013

    Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?

    Peng, L. & Schulz, R., Jan 1 2013, In : Journal of Real Estate Finance and Economics. 47, 2, p. 310-340 31 p.

    Research output: Contribution to journalArticle

    7 Scopus citations

    Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles

    Arsenault, M., Clayton, J. & Peng, L., Jan 1 2013, In : Journal of Real Estate Finance and Economics. 47, 2, p. 243-265 23 p.

    Research output: Contribution to journalArticle

    9 Scopus citations

    Risk Segmentation of American Homes: Evidence from Denver

    Peng, L. & Thibodeau, T., Sep 1 2013, In : Real Estate Economics. 41, 3, p. 569-599 31 p.

    Research output: Contribution to journalArticle

    10 Scopus citations
    2012

    Government Interference and the Efficiency of the Land Market in China

    Peng, L. & Thibodeau, T. G., Nov 1 2012, In : Journal of Real Estate Finance and Economics. 45, 4, p. 919-938 20 p.

    Research output: Contribution to journalArticle

    21 Scopus citations

    Repeat Sales Regression on Heterogeneous Properties

    Peng, L., Sep 1 2012, In : Journal of Real Estate Finance and Economics. 45, 3, p. 804-827 24 p.

    Research output: Contribution to journalArticle

    4 Scopus citations

    The Subprime Crisis and House Price Appreciation

    Goetzmann, W. N., Peng, L. & Yen, J., Jan 1 2012, In : Journal of Real Estate Finance and Economics. 44, 1-2, p. 36-66 31 p.

    Research output: Contribution to journalArticle

    39 Scopus citations
    2011

    House Prices and Economic Growth

    Miller, N., Peng, L. & Sklarz, M., May 1 2011, In : Journal of Real Estate Finance and Economics. 42, 4, p. 522-541 20 p.

    Research output: Contribution to journalArticle

    51 Scopus citations

    Mortgage flows and commercial property price cycles

    Clayton, J. & Liang, P., Oct 14 2011, In : Journal of Portfolio Management. 37, 5, p. 183-191 9 p.

    Research output: Contribution to journalArticle

    2 Scopus citations

    The economic impact of anticipated house price changes-evidence from home sales

    Miller, N. G., Peng, L. & Sklarz, M. A., Jun 1 2011, In : Real Estate Economics. 39, 2, p. 345-378 34 p.

    Research output: Contribution to journalArticle

    17 Scopus citations
    2010

    Price-volume correlation in the housing market: Causality and co-movements

    Clayton, J., Miller, N. & Peng, L., Jan 1 2010, In : Journal of Real Estate Finance and Economics. 40, 1, p. 14-40 27 p.

    Research output: Contribution to journalArticle

    48 Scopus citations
    2009

    Do individual investors learn from their trading experience?

    Nicolosi, G., Peng, L. & Zhu, N., May 1 2009, In : Journal of Financial Markets. 12, 2, p. 317-336 20 p.

    Research output: Contribution to journalArticle

    71 Scopus citations
    2008

    Time variation of liquidity in the private real estate market: An empirical investigation

    Clayton, J., MacKinnon, G. & Peng, L., Apr 1 2008, In : Journal of Real Estate Research. 30, 2, p. 125-160 36 p.

    Research output: Contribution to journalArticle

    27 Scopus citations
    2006

    Estimating house price indexes in the presence of seller reservation prices

    Goetzmann, W. & Peng, L., Feb 1 2006, In : Review of Economics and Statistics. 88, 1, p. 100-112 13 p.

    Research output: Contribution to journalArticle

    36 Scopus citations

    Exploring metropolitan housing price volatility

    Miller, N. & Peng, L., Aug 1 2006, In : Journal of Real Estate Finance and Economics. 33, 1, p. 5-18 14 p.

    Research output: Contribution to journalArticle

    95 Scopus citations
    2002

    GMM repeat sales price indices

    Peng, L., Jan 1 2002, In : Real Estate Economics. 30, 2, p. 239-261 23 p.

    Research output: Contribution to journalArticle

    4 Scopus citations

    The bias of the RSR estimator and the accuracy of some alternatives

    Goetzmann, W. N. & Peng, L., Jan 1 2002, In : Real Estate Economics. 30, 1, p. 13-39 27 p.

    Research output: Contribution to journalArticle

    23 Scopus citations
    2001

    A new historical database for the NYSE 1815 to 1925: Performance and predictability

    Goetzmann, W. N., Ibbotson, R. G. & Peng, L., Jan 2001, In : Journal of Financial Markets. 4, 1, p. 1-32 32 p.

    Research output: Contribution to journalArticle

    56 Scopus citations