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Liang Peng
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Year
Do individual investors learn from their trading experience?
G Nicolosi, L Peng, N Zhu
Journal of Financial Markets 12 (2), 317-336, 2009
3582009
Exploring metropolitan housing price volatility
N Miller, L Peng
The Journal of Real Estate Finance and Economics 33, 5-18, 2006
2552006
A new historical database for the NYSE 1815 to 1925: Performance and predictability
WN Goetzmann, RG Ibbotson, L Peng
Journal of financial markets 4 (1), 1-32, 2001
2002001
House prices and economic growth
N Miller, L Peng, M Sklarz
The Journal of Real Estate Finance and Economics 42, 522-541, 2011
1832011
Price-volume correlation in the housing market: causality and co-movements
J Clayton, N Miller, L Peng
The Journal of Real Estate Finance and Economics 40, 14-40, 2010
1772010
The subprime crisis and house price appreciation
WN Goetzmann, L Peng, J Yen
The Journal of Real Estate Finance and Economics 44, 36-66, 2012
1662012
Building a venture capital index
L Peng
Available at SSRN 281804, 2001
1562001
Estimating house price indexes in the presence of seller reservation prices
W Goetzmann, L Peng
Review of Economics and statistics 88 (1), 100-112, 2006
1212006
Venture capital and sequential investments
D Bergemann, U Hege, L Peng
Cowles Foundation Discussion Paper, 2009
802009
Time variation of liquidity in the private real estate market: An empirical investigation
J Clayton, G MacKinnon, L Peng
Journal of Real Estate Research 30 (2), 125-160, 2008
652008
Government interference and the efficiency of the land market in China
L Peng, TG Thibodeau
The Journal of Real Estate Finance and Economics 45, 919-938, 2012
642012
The bias of the RSR estimator and the accuracy of some alternatives
WN Goetzmann, L Peng
Real Estate Economics 30 (1), 13-39, 2002
602002
The risk and return of commercial real estate: A property level analysis
L Peng
Real Estate Economics 44 (3), 555-583, 2016
562016
Mortgage fund flows, capital appreciation, and real estate cycles
M Arsenault, J Clayton, L Peng
The Journal of Real Estate Finance and Economics 47, 243-265, 2013
472013
Idiosyncratic risk of house prices: Evidence from 26 million home sales
L Peng, TG Thibodeau
Real Estate Economics 45 (2), 340-375, 2017
432017
Risk segmentation of american homes: Evidence from denver
L Peng, T Thibodeau
Real Estate Economics 41 (3), 569-599, 2013
342013
The economic impact of anticipated house price changes—Evidence from home sales
NG Miller, L Peng, MA Sklarz
Real Estate Economics 39 (2), 345-378, 2011
322011
Does the diversification potential of securitized real estate vary over time and should investors care?
L Peng, R Schulz
The Journal of Real Estate Finance and Economics 47, 310-340, 2013
262013
Risk and returns of income producing properties: Core versus noncore
J Gang, L Peng, TG Thibodeau
Real Estate Economics 48 (2), 476-503, 2020
242020
Trading takes time
L Peng
Yale School of Management working paper, 2001
242001
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