Liang Peng

Department	Risk Management
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/pul16
OpenAlex	A5073808661
Works (OpenAlex)	58
Citations	1947
h-index	20
Match confidence	high-v3

Top works

• Do individual investors learn from their trading experience? (2008) - Journal of Financial Markets - cites: 253
• Exploring Metropolitan Housing Price Volatility (2006) - The Journal of Real Estate Finance and Economics - cites: 174
• House Prices and Economic Growth (2009) - The Journal of Real Estate Finance and Economics - cites: 136
• Price-volume Correlation in the Housing Market: Causality and Co-movements (2008) - The Journal of Real Estate Finance and Economics - cites: 135
• A new historical database for the NYSE 1815 to 1925: Performance and predictability (2001) - Journal of Financial Markets - cites: 135
• The Subprime Crisis and House Price Appreciation (2009) - The Journal of Real Estate Finance and Economics - cites: 132
• A New Historical Database for the NYSE 1815 to 1925: Performance and Predictability (2000) - SSRN Electronic Journal - cites: 108
• Estimating House Price Indexes in the Presence of Seller Reservation Prices (2006) - The Review of Economics and Statistics - cites: 104
• Building a Venture Capital Index (2001) - SSRN Electronic Journal - cites: 84
• Do Individual Investors Learn from Their Trading Experience? (2003) - SSRN Electronic Journal - cites: 82
• Time Variation of Liquidity in the Private Real Estate Market: An Empirical Investigation (2008) - Journal of Real Estate Research - cites: 63
• The Bias of the RSR Estimator and the Accuracy of Some Alternatives (2002) - Real Estate Economics - cites: 56
• The Risk and Return of Commercial Real Estate: A Property Level Analysis (2015) - Real Estate Economics - cites: 47
• Idiosyncratic Risk of House Prices: Evidence from 26 Million Home Sales (2016) - Real Estate Economics - cites: 46
• Government Interference and the Efficiency of the Land Market in China (2011) - The Journal of Real Estate Finance and Economics - cites: 46
• Mortgage Fund Flows, Capital Appreciation, and Real Estate Cycles (2012) - The Journal of Real Estate Finance and Economics - cites: 43
• 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: 32
• Venture Capital and Sequential Investments (2009) - SSRN Electronic Journal - cites: 29
• Venture Capital and Sequential Investments (2008) - SSRN Electronic Journal - cites: 25
• Risk and Returns of Income Producing Properties: Core versus Noncore (2017) - Real Estate Economics - cites: 19
• House Prices and Systematic Risk: Evidence from Microdata (2019) - Real Estate Economics - cites: 16
• 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
• Uniform interval estimation for an AR(1) process with AR errors (2015) - Statistica Sinica - cites: 15
• Repeat Sales Regression on Heterogeneous Properties (2010) - The Journal of Real Estate Finance and Economics - cites: 13

Topics