Details about Liang Peng

Access statistics for papers by Liang Peng.

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

Short-id: ppe563

Working Papers

2009

1. Do Individual Investors Learn from Their Trading Experience?
   Yale School of Management Working Papers, Yale School of Management View citations (90)
   Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) View citations (3)
   See also Journal Article Do individual investors learn from their trading experience?, Journal of Financial Markets, Elsevier (2009) View citations (95) (2009)
2. The Subprime Crisis and House Price Appreciation
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)
   See also Journal Article The Subprime Crisis and House Price Appreciation, The Journal of Real Estate Finance and Economics, Springer (2012) View citations (43) (2012)
3. Venture Capital and Sequential Investments
   Levine's Working Paper Archive, David K. Levine View citations (13)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008) View citations (16)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2009) View citations (11)

2004

4. A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability
   Yale School of Management Working Papers, Yale School of Management
   Also in Yale School of Management Working Papers, Yale School of Management (2000) View citations (11)
   See also Journal Article A new historical database for the NYSE 1815 to 1925: Performance and predictability, Journal of Financial Markets, Elsevier (2001) View citations (57) (2001)

2003

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

2001

6. A New Approach of Valuing Illiquid Asset Portfolios
   Yale School of Management Working Papers, Yale School of Management View citations (4)
7. Building A Venture Capital Index
   Yale School of Management Working Papers, Yale School of Management View citations (6)
8. 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 View citations (1)
9. The Bias of the RSR Estimator and the Accuracy of Some Alternatives
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (5)
   Also in Yale School of Management Working Papers, Yale School of Management (2001) View citations (5)
   See also Journal Article The Bias of the RSR Estimator and the Accuracy of Some Alternatives, Real Estate Economics, American Real Estate and Urban Economics Association (2002) View citations (18) (2002)
10. Trading Takes Time
    Yale School of Management Working Papers, Yale School of Management View citations (5)

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 View citations (6)
2. Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles
   The Journal of Real Estate Finance and Economics, 2013, 47, (2), 243-265 View citations (6)
3. Risk Segmentation of American Homes: Evidence from Denver
   Real Estate Economics, 2013, 41, (3), 569-599 View citations (15)

2012

4. Government Interference and the Efficiency of the Land Market in China
   The Journal of Real Estate Finance and Economics, 2012, 45, (4), 919-938 View citations (29)
5. Repeat Sales Regression on Heterogeneous Properties
   The Journal of Real Estate Finance and Economics, 2012, 45, (3), 804-827 View citations (6)
6. The Subprime Crisis and House Price Appreciation
   The Journal of Real Estate Finance and Economics, 2012, 44, (1), 36-66 View citations (43)
   See also Working Paper The Subprime Crisis and House Price Appreciation, NBER Working Papers (2009) View citations (19) (2009)

2011

7. House Prices and Economic Growth
   The Journal of Real Estate Finance and Economics, 2011, 42, (4), 522-541 View citations (49)
8. The Economic Impact of Anticipated House Price Changes—Evidence from Home Sales
   Real Estate Economics, 2011, 39, (2), 345-378 View citations (14)

2010

9. Price-volume Correlation in the Housing Market: Causality and Co-movements
   The Journal of Real Estate Finance and Economics, 2010, 40, (1), 14-40 View citations (44)

2009

10. Do individual investors learn from their trading experience?
    Journal of Financial Markets, 2009, 12, (2), 317-336 View citations (95)
    See also Working Paper Do Individual Investors Learn from Their Trading Experience?, Yale School of Management Working Papers (2009) View citations (90) (2009)

2008

11. Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation
    Journal of Real Estate Research, 2008, 30, (2), 125-160 View citations (14)

2006

12. Estimating House Price Indexes in the Presence of Seller Reservation Prices
    The Review of Economics and Statistics, 2006, 88, (1), 100-112 View citations (47)
13. Exploring Metropolitan Housing Price Volatility
    The Journal of Real Estate Finance and Economics, 2006, 33, (1), 5-18 View citations (72)

2002

14. GMM Repeat Sales Price Indices
    Real Estate Economics, 2002, 30, (2), 239-261 View citations (5)
15. The Bias of the RSR Estimator and the Accuracy of Some Alternatives
    Real Estate Economics, 2002, 30, (1), 13-39 View citations (18)
    See also Working Paper The Bias of the RSR Estimator and the Accuracy of Some Alternatives, NBER Technical Working Papers (2001) View citations (5) (2001)

2001

16. A new historical database for the NYSE 1815 to 1925: Performance and predictability
    Journal of Financial Markets, 2001, 4, (1), 1-32 View citations (57)
    See also Working Paper A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability, Yale School of Management Working Papers (2004) (2004)