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Details about Liang Peng

Homepage:http://leeds-faculty.colorado.edu/pengl/
Workplace:Leeds School of Business, University of Colorado, (more information at EDIRC)

Access statistics for papers by Liang Peng.

Last updated 2014-03-13. Update your information in the RePEc Author Service.

Short-id: ppe563


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Working Papers

2009

  1. Do Individual Investors Learn from Their Trading Experience?
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (46)
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads View citations (1)

    See also Journal Article in Journal of Financial Markets (2009)
  2. The Subprime Crisis and House Price Appreciation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2012)
  3. Venture Capital and Sequential Investments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (8)
    Also in Levine's Working Paper Archive, David K. Levine (2009) Downloads View citations (10)
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008) Downloads View citations (10)

2004

  1. A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability
    Yale School of Management Working Papers, Yale School of Management Downloads
    Also in Yale School of Management Working Papers, Yale School of Management (2000) Downloads View citations (8)

    See also Journal Article in Journal of Financial Markets (2001)

2003

  1. Estimating Indices in the Presence of Seller Reservation Prices
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (1)

2001

  1. A New Approach of Valuing Illiquid Asset Portfolios
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (3)
  2. Building A Venture Capital Index
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (4)
  3. Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (1)
  4. The Bias of the RSR Estimator and the Accuracy of Some Alternatives
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
    Also in Yale School of Management Working Papers, Yale School of Management (2001) Downloads View citations (4)

    See also Journal Article in Real Estate Economics (2002)
  5. Trading Takes Time
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (4)

Journal Articles

2013

  1. Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?
    The Journal of Real Estate Finance and Economics, 2013, 47, (2), 310-340 Downloads View citations (5)
  2. Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles
    The Journal of Real Estate Finance and Economics, 2013, 47, (2), 243-265 Downloads View citations (3)
  3. Risk Segmentation of American Homes: Evidence from Denver
    Real Estate Economics, 2013, 41, (3), 569-599 Downloads View citations (8)

2012

  1. Government Interference and the Efficiency of the Land Market in China
    The Journal of Real Estate Finance and Economics, 2012, 45, (4), 919-938 Downloads View citations (14)
  2. Repeat Sales Regression on Heterogeneous Properties
    The Journal of Real Estate Finance and Economics, 2012, 45, (3), 804-827 Downloads View citations (2)
  3. The Subprime Crisis and House Price Appreciation
    The Journal of Real Estate Finance and Economics, 2012, 44, (1), 36-66 Downloads View citations (29)
    See also Working Paper (2009)

2011

  1. House Prices and Economic Growth
    The Journal of Real Estate Finance and Economics, 2011, 42, (4), 522-541 Downloads View citations (33)
  2. The Economic Impact of Anticipated House Price Changes—Evidence from Home Sales
    Real Estate Economics, 2011, 39, (2), 345-378 View citations (11)

2010

  1. Price-volume Correlation in the Housing Market: Causality and Co-movements
    The Journal of Real Estate Finance and Economics, 2010, 40, (1), 14-40 Downloads View citations (36)

2009

  1. Do individual investors learn from their trading experience?
    Journal of Financial Markets, 2009, 12, (2), 317-336 Downloads View citations (49)
    See also Working Paper (2009)

2008

  1. Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation
    Journal of Real Estate Research, 2008, 30, (2), 125-160 Downloads View citations (11)

2006

  1. Estimating House Price Indexes in the Presence of Seller Reservation Prices
    The Review of Economics and Statistics, 2006, 88, (1), 100-112 Downloads View citations (32)
  2. Exploring Metropolitan Housing Price Volatility
    The Journal of Real Estate Finance and Economics, 2006, 33, (1), 5-18 Downloads View citations (58)

2002

  1. GMM Repeat Sales Price Indices
    Real Estate Economics, 2002, 30, (2), 239-261 Downloads View citations (2)
  2. The Bias of the RSR Estimator and the Accuracy of Some Alternatives
    Real Estate Economics, 2002, 30, (1), 13-39 Downloads View citations (13)
    See also Working Paper (2001)

2001

  1. A new historical database for the NYSE 1815 to 1925: Performance and predictability
    Journal of Financial Markets, 2001, 4, (1), 1-32 Downloads View citations (37)
    See also Working Paper (2004)
 
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