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Liang Peng

Personal Details

First Name:Liang
Middle Name:
Last Name:Peng
Suffix:
RePEc Short-ID:ppe563
[This author has chosen not to make the email address public]
http://leeds-faculty.colorado.edu/pengl/

Affiliation

Leeds School of Business
University of Colorado

Boulder, Colorado (United States)
http://leeds.colorado.edu/
RePEc:edi:sbcolus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. William N. Goetzmann & Liang Peng & Jacqueline Yen, 2009. "The Subprime Crisis and House Price Appreciation," NBER Working Papers 15334, National Bureau of Economic Research, Inc.
  2. Dirk Bergemann & Ulrich Hege & Liang Peng, 2008. "Venture Capital and Sequential Investments," Cowles Foundation Discussion Papers 1682R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2009.
  3. William N. Goetzmann & ROGER G. IBBOTSON & LIANG PENG, 2004. "A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability," Yale School of Management Working Papers ysm5, Yale School of Management.
  4. Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers ysm439, Yale School of Management, revised 01 Sep 2009.
  5. William Goetzmann & Liang Peng, 2003. "Estimating Indices in the Presence of Seller Reservation Prices," Yale School of Management Working Papers ysm352, Yale School of Management, revised 01 May 2003.
  6. Liang Peng, 2001. "Building A Venture Capital Index," Yale School of Management Working Papers ysm221, Yale School of Management, revised 01 Oct 2001.
  7. Liang Peng, 2001. "Dynamics of Effective Quotes and Spreads Between Consecutive Trades - A Real-Time Structural Model of Price Formation," Yale School of Management Working Papers ysm179, Yale School of Management.
  8. Liang Peng, 2001. "A New Approach of Valuing Illiquid Asset Portfolios," Yale School of Management Working Papers ysm175, Yale School of Management, revised 01 Aug 2001.
  9. William N. Goetzmann & Liang Peng, 2001. "The Bias of the RSR Estimator and the Accuracy of Some Alternatives," NBER Technical Working Papers 0270, National Bureau of Economic Research, Inc.
  10. Liang Peng, 2001. "Trading Takes Time," Yale School of Management Working Papers ysm234, Yale School of Management.

Articles

  1. Liang Peng & Thomas Thibodeau, 2013. "Risk Segmentation of American Homes: Evidence from Denver," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 41(3), pages 569-599, September.
  2. Marcel Arsenault & Jim Clayton & Liang Peng, 2013. "Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 243-265, August.
  3. Liang Peng & Rainer Schulz, 2013. "Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care?," The Journal of Real Estate Finance and Economics, Springer, vol. 47(2), pages 310-340, August.
  4. William Goetzmann & Liang Peng & Jacqueline Yen, 2012. "The Subprime Crisis and House Price Appreciation," The Journal of Real Estate Finance and Economics, Springer, vol. 44(1), pages 36-66, January.
  5. Liang Peng, 2012. "Repeat Sales Regression on Heterogeneous Properties," The Journal of Real Estate Finance and Economics, Springer, vol. 45(3), pages 804-827, October.
  6. Liang Peng & Thomas Thibodeau, 2012. "Government Interference and the Efficiency of the Land Market in China," The Journal of Real Estate Finance and Economics, Springer, vol. 45(4), pages 919-938, November.
  7. Norman Miller & Liang Peng & Michael Sklarz, 2011. "House Prices and Economic Growth," The Journal of Real Estate Finance and Economics, Springer, vol. 42(4), pages 522-541, May.
  8. Norman G. Miller & Liang Peng & Michael A. Sklarz, 2011. "The Economic Impact of Anticipated House Price Changes—Evidence from Home Sales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(2), pages 345-378, June.
  9. Jim Clayton & Norman Miller & Liang Peng, 2010. "Price-volume Correlation in the Housing Market: Causality and Co-movements," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 14-40, January.
  10. Nicolosi, Gina & Peng, Liang & Zhu, Ning, 2009. "Do individual investors learn from their trading experience?," Journal of Financial Markets, Elsevier, vol. 12(2), pages 317-336, May.
  11. Jim Clayton & Greg MacKinnon & Liang Peng, 2008. "Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation," Journal of Real Estate Research, American Real Estate Society, vol. 30(2), pages 125-160.
  12. William Goetzmann & Liang Peng, 2006. "Estimating House Price Indexes in the Presence of Seller Reservation Prices," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 100-112, February.
  13. Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August.
  14. William N. Goetzmann & Liang Peng, 2002. "The Bias of the RSR Estimator and the Accuracy of Some Alternatives," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(1), pages 13-39.
  15. Liang Peng, 2002. "GMM Repeat Sales Price Indices," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 30(2), pages 239-261.
  16. Goetzmann, William N. & Ibbotson, Roger G. & Peng, Liang, 2001. "A new historical database for the NYSE 1815 to 1925: Performance and predictability," Journal of Financial Markets, Elsevier, vol. 4(1), pages 1-32, January.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENT: Entrepreneurship (3) 2008-11-11 2009-01-31 2009-03-28
  2. NEP-PPM: Project, Program and Portfolio Management (2) 2008-11-11 2009-03-28
  3. NEP-CFN: Corporate Finance (1) 2004-01-25
  4. NEP-FIN: Finance (1) 2004-01-25
  5. NEP-HIS: Business, Economic and Financial History (1) 2004-01-25
  6. NEP-INO: Innovation (1) 2009-01-31
  7. NEP-RMG: Risk Management (1) 2004-01-25
  8. NEP-URE: Urban and Real Estate Economics (1) 2009-09-19

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