Liang Peng

Department	Risk Management
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/pul16
OpenAlex	A5073808661
Works (OpenAlex)	70
Citations	1657
h-index	20
Match confidence	medium

Top works

• Exploring Metropolitan Housing Price Volatility (2006) - The Journal of Real Estate Finance and Economics - cites: 169
• A new historical database for the NYSE 1815 to 1925: Performance and predictability (2001) - Journal of Financial Markets - cites: 143
• House Prices and Economic Growth (2009) - The Journal of Real Estate Finance and Economics - cites: 129
• Price-volume Correlation in the Housing Market: Causality and Co-movements (2008) - The Journal of Real Estate Finance and Economics - cites: 128
• A New Historical Database For The NYSE 1815 To 1925: Performance And Predictability (2000) - SSRN Electronic Journal - cites: 112
• Estimating House Price Indexes in the Presence of Seller Reservation Prices (2006) - The Review of Economics and Statistics - cites: 111
• Do Individual Investors Learn from Their Trading Experience? (2003) - SSRN Electronic Journal - cites: 87
• Building A Venture Capital Index (2001) - SSRN Electronic Journal - cites: 85
• The Risk and Return of Commercial Real Estate: A Property Level Analysis (2015) - Real Estate Economics - cites: 51
• The Subprime Crisis and House Price Appreciation (2009) - SSRN Electronic Journal - cites: 49
• The Bias of the RSR Estimator and the Accuracy of Some Alternatives (2002) - Real Estate Economics - cites: 46
• Idiosyncratic Risk of House Prices: Evidence from 26 Million Home Sales (2016) - Real Estate Economics - cites: 44
• Government Interference and the Efficiency of the Land Market in China (2011) - The Journal of Real Estate Finance and Economics - cites: 42
• Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles (2012) - The Journal of Real Estate Finance and Economics - cites: 37
• The Economic Impact of Anticipated House Price Changes—Evidence from Home Sales (2011) - Real Estate Economics - cites: 35
• Risk Segmentation of American Homes: Evidence from Denver (2013) - Real Estate Economics - cites: 33
• Venture Capital and Sequential Investments (2009) - SSRN Electronic Journal - cites: 30
• Price-Volume Correlation in the Housing Market: Causality and Co-Movements (2008) - SSRN Electronic Journal - cites: 29
• Venture Capital and Sequential Investments (2011) - SSRN Electronic Journal - cites: 25
• Risk and Returns of Income Producing Properties: Core versus Noncore (2017) - Real Estate Economics - cites: 21
• Exploring Metropolitan Housing Price Volatility (2003) - SSRN Electronic Journal - cites: 19
• The Bias of the RSR Estimator and the Accuracy of Some Alternatives (2001) - SSRN Electronic Journal - cites: 17
• Does the Diversification Potential of Securitized Real Estate Vary Over Time and Should Investors Care? (2012) - The Journal of Real Estate Finance and Economics - cites: 16
• Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation (2008) - Journal of Real Estate Research - cites: 16
• Uniform interval estimation for an AR(1) process with AR errors (2015) - Statistica Sinica - cites: 16

Topics