Author Page for Peng Liu

Real Earnings Management and Dividend Payout Signals: A Study for U.S. Real Estate Investment Trusts

(CAAA) 2008 Annual Conference Paper

Number of pages: 40 Posted: 03 Jan 2008

Robert H. Edelstein, Peng Liu and Desmond Tsang

University of California, Berkeley - Fisher Center for Real Estate and Urban Economics, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and McGill University - Desautels Faculty of Management

Downloads 1,340 (25,142)

Citation 10

Abstract:

2.

Rational Herding in Microloan Markets: Online Appendix

Management Science, Vol. 58, No. 5, May 2012

Number of pages: 10 Posted: 19 Sep 2011 Last Revised: 06 Jun 2012

Juanjuan Zhang and Peng Liu

Massachusetts Institute of Technology (MIT) - Sloan School of Management and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Downloads 821 (50,387)

Citation 81

Abstract:

3.

Economic Linkages, Relative Scarcity, and Commodity Futures Returns

Number of pages: 50 Posted: 26 Nov 2008 Last Revised: 31 Mar 2020

Jaime Casassus, Peng Liu and Ke Tang

Pontificia Universidad Catolica de Chile, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and Institute of Economics, School of Social Sciences, Tsinghua University

Downloads 702 (62,064)

Citation 14

Abstract:

4.

The Stochastic Behavior of Commodity Prices with Heteroskedasticity in the Convenience Yield

Journal of Empirical Finance, Forthcoming

Number of pages: 26 Posted: 25 Mar 2008 Last Revised: 18 Dec 2010

Peng Liu and Ke Tang

Cornell University - S.C. Johnson College of Business - School of Hotel Administration and Institute of Economics, School of Social Sciences, Tsinghua University

Downloads 550 (84,516)

Citation 7

Abstract:

5.

SEC Intervention and Industry Guidance: The Effect on Non-GAAP Financial Disclosures

Downloads 352 (142,606)

Citation 1

2

SEC Intervention and Industry Guidance: The Effect on Non-GAAP Financial Disclosures

CAAA Annual Conference 2009 Paper

Number of pages: 51 Posted: 14 Jan 2009

Steve Fortin, Peng Liu and Desmond Tsang

University of Waterloo - School of Accounting and Finance, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and McGill University - Desautels Faculty of Management

Downloads 220 (229,482)

Citation 2

Abstract:

SEC Intervention and Industry Guidance: The Effect on Non-GAAP Financial Disclosures

Number of pages: 50 Posted: 18 Sep 2008 Last Revised: 08 Dec 2014

Steve Fortin, Peng Liu and Desmond Tsang

University of Waterloo - School of Accounting and Finance, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and McGill University - Desautels Faculty of Management

Downloads 132 (357,298)

Citation 1

Abstract:

6.

The Markets for Real Estate Presales: A Theoretical Approach

Journal of Real Estate Finance and Economics, Forthcoming

Number of pages: 29 Posted: 24 Mar 2008 Last Revised: 20 Sep 2011

Peng Liu, Robert H. Edelstein and Fang Wu

Cornell University - S.C. Johnson College of Business - School of Hotel Administration, University of California, Berkeley - Fisher Center for Real Estate and Urban Economics and Citadel LLC

Downloads 338 (148,998)

Abstract:

7.

Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China's Housing Market

Downloads 287 (177,100)

2

Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China's Housing Market

Number of pages: 39 Posted: 06 Aug 2008

Yongheng Deng and Peng Liu

Wisconsin School of Business, University of Wisconsin-Madison and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Downloads 287 (176,102)

Citation 4

Abstract:

Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China's Housing Market

Journal of Real Estate Finance and Economics, Vol. 38, No. 3, 2009

Posted: 09 Nov 2008

Yongheng Deng and Peng Liu

Wisconsin School of Business, University of Wisconsin-Madison and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Abstract:

8.

Real Assets, Liquidation Value and Choice of Financing

Downloads 195 (258,163)

2

Real Assets, Liquidation Value and Choice of Financing

Number of pages: 47 Posted: 08 Dec 2010

Peng Liu, Crocker H. Liu and Zhipeng Zhang

Cornell University - S.C. Johnson College of Business - School of Hotel Administration, Arizona State University and Blackstone Group LLC

Downloads 195 (257,803)

Citation 2

Abstract:

Real Assets, Liquidation Value and Choice of Financing

Real Estate Economics, Forthcoming

Posted: 20 Mar 2015

Crocker Herbert Liu, Peng Liu and Zhipeng Zhang

Cornell University - School of Hotel Administration, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and Boston College

Abstract:

9.

Maximal Affine Models for Multiple Commodities: A Note

Number of pages: 17 Posted: 09 Sep 2012

Jaime Casassus, Peng Liu and Ke Tang

Pontificia Universidad Catolica de Chile, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and Institute of Economics, School of Social Sciences, Tsinghua University

Downloads 142 (336,632)

Abstract:

10.

Foreclosure of Securitized Commercial Mortgages - A Model of the Special Servicer

Downloads 134 (352,213)

2

Foreclosure of Securitized Commercial Mortgages - A Model of the Special Servicer

Journal of Real Estate Finance and Economics, Forthcoming

Number of pages: 26 Posted: 15 Aug 2011 Last Revised: 15 Nov 2011

Peng Liu and Daniel C. Quan

Cornell University - S.C. Johnson College of Business - School of Hotel Administration and Cornell University - School of Hotel Administration

Downloads 134 (353,156)

Citation 5

Abstract:

Foreclosure of Securitized Commercial Mortgages - A Model of the Special Servicer

Journal of Real Estate Finance and Economics, Vol. 46, No. 2, 2013

Posted: 13 Feb 2013

Peng Liu and Daniel C. Quan

Cornell University - S.C. Johnson College of Business - School of Hotel Administration and Cornell University - School of Hotel Administration

Abstract:

11.

List Price Information in the Negotiation of Commercial Real Estate Transactions: Is Silence Golden?

Downloads 97 (444,545)

Citation 1

1

List Price Information in the Negotiation of Commercial Real Estate Transactions: Is Silence Golden?

Number of pages: 27 Posted: 13 Jun 2012

Dean H. Gatzlaff and Peng Liu

Florida State University and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Downloads 97 (447,806)

Citation 1

Abstract:

12.

Are Government Owned Investment Funds Created Equal? Evidence From Sovereign Wealth Fund Real Estate Acquisitions

Journal of Real Estate Finance and Economics, 2019

Number of pages: 53 Posted: 13 Feb 2020

Peng Liu, Nathan Mauck and S. McKay Price

Cornell University - S.C. Johnson College of Business - School of Hotel Administration, University of Missouri - Kansas City and Lehigh University - Perella Department of Finance

Downloads 95 (450,649)

Citation 1

Abstract:

13.

Pricing Reservations: A General Equilibrium Approach

Number of pages: 21 Posted: 23 Sep 2012

Peng Liu

Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Downloads 91 (463,279)

Abstract:

14.

Investor Cliques and Superior Fund Performance in Less Efficient Markets: An Examination of Private Equity Real Estate Funds

Number of pages: 38 Posted: 02 Mar 2023

Bobby Yu, Peng Liu and Prashant Das

Cornell University - S.C. Johnson College of Business - Nolan School of Hotel Administration, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and Indian Institute of Management Ahmedabad - Indian Institute of Management - Finance & Accounting Area

Downloads 54 (614,620)

Abstract:

15.

Is What's Bad for the Goose (Tenant), Bad for the Gander (Landlord)? A Retail Real Estate Perspective

Journal of Real Estate Research, Vol. 35, No. 3, 2013

Number of pages: 34 Posted: 15 Jan 2014

Crocker Herbert Liu and Peng Liu

Cornell University - School of Hotel Administration and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Downloads 47 (652,932)

Citation 5

Abstract:

16.

Guide to Using the Free Rent Calculator

Number of pages: 6 Posted: 12 Jan 2021

Peng Liu, Luoyi Su and Jan deRoos

Cornell University - S.C. Johnson College of Business - School of Hotel Administration, affiliation not provided to SSRN and affiliation not provided to SSRN

Downloads 39 (702,140)

Abstract:

17.

Introducing 'Focused Firms': Implications from REIT Prime Operating Revenue

The Journal of Real Estate Finance and Economics, Forthcoming

Number of pages: 43 Posted: 13 May 2021 Last Revised: 26 Aug 2021

Zifeng Feng and Peng Liu

The University of Texas at El Paso and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Downloads 35 (729,441)

Citation 4

Abstract:

18.

Is California More Energy Efficient than the Rest of the Nation? Evidence from Commercial Real Estate

NBER Working Paper No. w21912

Number of pages: 28 Posted: 25 Jan 2016 Last Revised: 17 May 2023

Matthew E. Kahn, Nils Kok and Peng Liu

University of Southern California, School of Business and Economics, Maastricht University and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Downloads 26 (797,940)

Abstract:

19.

Volatility Forecasts by Clustering: Applications for VAR Estimation

Number of pages: 44 Posted: 23 Mar 2023

Zijin Wang, Peimin Chen, Peng Liu and Chunchi Wu

Southwestern University of Finance and Economics, Shanghai Business School, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and SUNY at Buffalo - School of Management

Downloads 18 (868,448)

Abstract:

20.

Social Network Learning Efficiency in the Principal–Agent Relationship

Number of pages: 41 Posted: 15 Sep 2023

Chuan Ding, Yilin Hong, Yang Li and Peng Liu

School of Economic Mathematics, Southwestern University of Finance and Economics, Southwestern University of Finance and Economics and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Downloads 4 (996,814)

Abstract:

21.

The Economics of Commercial Real Estate Preleasing

Journal of Real Estate Finance and Economics, Vol. 53, No. 2, 2016

Posted: 23 Jun 2016

Robert H. Edelstein and Peng Liu

University of California, Berkeley - Fisher Center for Real Estate and Urban Economics and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Abstract:

22.

A Direct Test of the Free Cash Flow Hypothesis: Evidence from Real Estate Transactions

Journal of Real Estate Finance and Economics, Vol. 52, No. 4, 2016

Posted: 15 Apr 2016

Yongqiang Chu and Peng Liu

Belk College of Business, UNC Charlotte and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Abstract:

23.

Is California More Energy Efficient than the Rest of the Nation? Evidence from Commercial Real Estate

USC-INET Research Paper No. 16-08

Posted: 23 Mar 2016

Matthew E. Kahn, Nils Kok and Peng Liu

University of Southern California, School of Business and Economics, Maastricht University and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Abstract:

24.

The Market for Real Estate Presales: A Theoretical Approach

Journal of Real Estate Finance and Economics, Vol. 45, No. 1, 2012

Posted: 26 Jun 2012

Robert H. Edelstein, Peng Liu and Fang Wu

University of California, Berkeley - Fisher Center for Real Estate and Urban Economics, Cornell University - S.C. Johnson College of Business - School of Hotel Administration and Citadel LLC

Abstract:

25.

The Relationship between Tenant Quality and REIT Risk & Performance

46th Annual AREUEA Conference Paper

Posted: 01 Dec 2010

Crocker H. Liu and Peng Liu

Arizona State University and Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Peng Liu

Cornell University - S.C. Johnson College of Business - School of Hotel Administration

Associate Professor in Real Estate and STB Distinguished Professor in Asian Hospitality Management

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