Liang Peng

    • 501 Citations
    • 11 h-Index
    20012019
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    Research Output 2001 2019

    • 501 Citations
    • 11 h-Index
    • 23 Article
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    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

    Micro data
    House prices
    Systematic risk
    Stock market
    Price risk

    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

    interest rate
    real estate
    evidence
    financial crisis
    expenditure
    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

    Economics
    Statistics
    Benchmarking
    Real estate returns
    Commercial real estate
    2017
    8 Citations (Scopus)

    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

    House prices
    Idiosyncratic risk
    Housing market
    Median
    Household income
    1 Citation (Scopus)

    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

    Income
    Risk and return
    Factors
    Systematic risk
    Real estate
    2016
    4 Citations (Scopus)

    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

    Commercial real estate
    Risk and return
    Factors
    Assets
    Market conditions
    2013
    6 Citations (Scopus)

    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

    real estate
    diversification
    investor
    government bonds
    portfolio management
    8 Citations (Scopus)

    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

    capital flow
    capital movement
    real estate
    supply
    market
    9 Citations (Scopus)

    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

    Segmentation
    Price risk
    House prices
    Low income
    Median
    2012
    18 Citations (Scopus)

    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

    land market
    interference
    efficiency
    China
    market
    4 Citations (Scopus)

    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

    sales
    regression
    market
    Values
    price index
    36 Citations (Scopus)

    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

    loan
    supply
    demand
    trend
    income
    2011
    47 Citations (Scopus)

    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

    economic growth
    price
    effect
    Economic growth
    House prices
    2 Citations (Scopus)

    Mortgage flows and commercial property price cycles

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

    Research output: Contribution to journalArticle

    Mortgages
    Property prices
    16 Citations (Scopus)

    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

    Economic impact
    House prices
    Price changes
    Dynamic effects
    Wealth effect
    2010
    46 Citations (Scopus)

    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

    housing market
    causality
    market
    cause
    price
    2009
    65 Citations (Scopus)

    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

    Individual investors
    Investors
    Investment performance
    Profitability
    Tenure
    2008
    26 Citations (Scopus)

    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

    Empirical investigation
    Time variation
    Liquidity
    Real estate market
    Opportunity cost
    2006
    35 Citations (Scopus)

    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

    price index
    trend
    transaction
    housing market
    sale
    87 Citations (Scopus)

    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

    housing
    income
    economy
    cause
    interaction
    2002
    4 Citations (Scopus)

    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

    Price index
    Repeat sales
    Generalized method of moments
    Property prices
    Assets
    23 Citations (Scopus)

    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

    Estimator
    Repeat sales
    Asset returns
    Relative prices
    Approximation
    2001
    56 Citations (Scopus)

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

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

    Research output: Contribution to journalArticle

    New York Stock Exchange
    Predictability
    Data base
    Stock prices
    Dividends