Peng Liu (刘鹏)
Associate Professor with Tenure
Center for Real Estate and Finance
465 Statler Hall, School of Hotel Administration
Ithaca, NY 14853, U.S.A.
Selected Working Papers (see a complete list of papers on Research page)
The economics of commercial real estate preleasing, Robert Edelstein and Peng Liu, (R&R at Journal of Real Estate Finance and Economics), 2013.
- Best Paper Award, 2012 American Real Estate Society Annual Meeting Best Paper Competition, Sponsored by International Council of Shopping Centers (ICSC).
Real assets, liquidation value and choice of financing, Crocker Liu, Peng Liu, and Zhipeng Zhang, (R&R at Real Estate Economics), 2013.
- Semifinalist, Financial Management Association award competition 2010. Presented at the MIT-NUS-Maastricht symposium.
Illiquidity and real estate prices: the case of search frictions, Peng Liu and Wenlan Qian
Selected Publications (see a complete list of papers on Research page)
Economic linkages, relative scarcity, and commodity futures returns, Jaime Casassus, Peng Liu, and Ke Tang, Review of Financial Studies,Forthcoming 2013.
List price information in the negotiation of commercial real estate transaction: is silence golden? Dean Gatzlaff and Peng Liu, Journal of Real Estate Finance and Economics
- Best Paper Award, 2012 American Real Estate Society Annual Meeting Best Paper Competition, Sponsored by CoStar group.
Foreclosure of securitized commercial mortgages - a model of the special servicer, Peng Liu and Daniel Quan, Journal of Real Estate Finance and Economics, 2012, 46(2): 321-338.
Rational herding in microloan markets, Zhang Juanjuan and Peng Liu, Management Science, 2012, 58(5): 892-912.
Is what’s bad for the goose (tenant), bad for the gander (landlord)?: a retail real estate perspective, Crocker Liu and Peng Liu Journal of Real Estate Research Forthcoming 2013.
The determinants of homebuilder stock price exposure to lumber: production cost versus housing demand, Peng Liu, Xiaomeng Lu and Tang Ke, Journal of Housing Economics 2012, 21, 211-222.
The market for real estate presales: a theoretical approach, Robert Edelstein, Peng Liu, and Fang Wu, Journal of Real Estate Finance and Economics, 2012, 45(1) 30-48.
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield, Peng Liu and Ke Tang, Journal of Empirical Finance 2011, 18(2), 211-224.
No-arbitrage conditions for storable commodities and the modeling of futures term structures, Peng Liu and Ke Tang, Journal of Banking and Finance 2010, 34(7), 1675-1684.
Mortgage prepayment and default behavior with embedded forward contract risks in China’s housing market, Yongheng Deng and Peng Liu, Journal of Real Estate Finance and Economics 2009, 38, 214–240.