Yingchun Liu

Dept. of Finance, Insurance, Real Estate and Law, University of North Texas

1155 Union Circle #305340

Denton, TX 76203

United States

SCHOLARLY PAPERS

23

DOWNLOADS
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CITATIONS
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Top 12,097

in Total Papers Citations

33

Scholarly Papers (23)

1.

Illiquidity and Portfolio Risk of Thinly-Traded Assets

Journal of Portfolio Management, Vol. 36, 126-138, 2010
Number of pages: 30 Posted: 21 Oct 2009 Last Revised: 12 Feb 2011
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 221 (103,158)
Citation 6

Abstract:

2.

Real Estate Allocation Puzzle in the Mixed-Asset Portfolio: Fact or Fiction?

Number of pages: 22 Posted: 03 Apr 2010
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University, Dept. of Finance, Insurance, Real Estate and Law, University of North Texas and Xi'an Jiaotong University (XJTU) - Department of Mathematical Sciences
Downloads 172 (137,447)

Abstract:

Mixed-Asset Portfolio, Asset Allocation, Real Estate

3.

Illiquidity, Transaction Cost, and Optimal Holding Period for Real Estate: Theory and Application

Journal of Housing Economics, Vol. 19, 121-130, 2010
Number of pages: 28 Posted: 30 Mar 2010 Last Revised: 12 Feb 2011
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 140 (142,450)

Abstract:

4.

The Efficiency of the Market for Single-Family Homes: A Critique on Case and Shiller (1989)

Number of pages: 23 Posted: 21 Oct 2009
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 115 (179,179)

Abstract:

5.
Downloads 108 (207,241)

Do Women Pay More for Mortgages?

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 29 Posted: 21 Oct 2009
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 108 (208,267)

Abstract:

Do Women Pay More for Mortgages?

Journal of Real Estate Finance and Economics, Vol. 43, No. 4, 2011
Posted: 13 Oct 2011
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas

Abstract:

Mortgage, Gender discrimination, Borrower behavior, Interest rates

Heterogeneous Information and Appraisal Bias

Number of pages: 27 Posted: 31 Mar 2010
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 65 (287,448)

Abstract:

appraisal bias, heterogeneous information, appraisal smoothing, real estate

Heterogeneous Information and Appraisal Bias

46th Annual AREUEA Conference Paper
Number of pages: 39 Posted: 01 Dec 2010
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 39 (364,236)

Abstract:

Home Price, Time-on-Market, and Seller Heterogeneity under Changing Market Conditions

Journal of Real Estate Finance and Economics, Vol. 41, 272-293, 2010
Number of pages: 37 Posted: 28 Jan 2009 Last Revised: 12 Feb 2011
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 88 (239,838)
Citation 2

Abstract:

Home Price, Time-on-market, Seller Heterogeneity, Housing Market Conditions

Home Price, Time-on-Market, and Seller Heterogeneity Under Changing Market Conditions

Journal of Real Estate Finance and Economics, Vol. 41, No. 3, 2010
Posted: 25 May 2010
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas

Abstract:

home price, time-on-market, seller heterogeneity, market conditions

8.

Explaining the Black-White Homeownership Gap: The Role of Own Wealth, Parental Externalities and Locational Preferences

Journal of Housing Economics, Vol. 17, 2008
Number of pages: 40 Posted: 08 Sep 2007 Last Revised: 07 Jan 2014
Christian A. L. Hilber and Yingchun Liu
London School of Economics (LSE) - Department of Geography and Environment and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 73 (252,494)
Citation 1

Abstract:

Homeownership, housing tenure choice, location choice, wealth effects, intergenerational effects

Performance of Thinly-Traded Assets: A Case in Real Estate

The Financial Review, Forthcoming
Number of pages: 36 Posted: 29 Jul 2012
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 55 (313,073)

Abstract:

Liquidity risk, private assets, investment performance

Performance of Thinly Traded Assets: A Case in Real Estate

Financial Review, Vol. 48, Issue 3, pp. 511-536, 2013
Number of pages: 26 Posted: 06 Jul 2013
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 1 (564,625)

Abstract:

liquidity risk, private assets, investment performance

Liquidity Risk of Private Assets: Evidence from Real Estate Markets

The Financial Review, Forthcoming
Number of pages: 38 Posted: 11 Feb 2013
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 42 (353,613)

Abstract:

Illiquidity, Liquidity risk, Thinly-traded private asset

Liquidity Risk of Private Assets: Evidence from Real Estate Markets

Financial Review, Vol. 48, Issue 4, pp. 671-696, 2013
Number of pages: 26 Posted: 11 Oct 2013
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 2 (554,515)

Abstract:

illiquidity, liquidity risk, thinly traded private asset

Racial Discrepancy in Mortgage Interest Rates

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 33 Posted: 31 May 2014
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 41 (357,094)

Abstract:

Racial Discrepancy; Mortgage Interest Rate

Racial Discrepancy in Mortgage Interest Rates

Journal of Real Estate Finance and Economics, Vol. 51, No. 1, 2015
Posted: 28 May 2015
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas

Abstract:

Racial discrimination; Gender discrimination; Mortgage interest rate

12.

Property Delisting, Housing Cycle and Pricing Bias

46th Annual AREUEA Conference Paper
Number of pages: 20 Posted: 01 Dec 2010
Ping Cheng, Yingchun Liu and Zhenguo (Len) Lin
Florida Atlantic University - Finance, Dept. of Finance, Insurance, Real Estate and Law, University of North Texas and Hollo School of Real Estate, Florida International University
Downloads 28 (378,462)

Abstract:

13.

Market Risk Factor and the Weighted Repeated Sales Method

Journal of Real Estate Research, Forthcoming
Number of pages: 31 Posted: 31 May 2014
Ping Cheng, Xin He, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Surrey International Institute, Dongbei University of Finance and Economics, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 19 (403,748)

Abstract:

Market Risk Factor, Weighted Repeated Sales Method, Home Price Index

14.

Ownership Restriction and Housing Values: Evidence from American Housing Survey

Journal of Real Estate Research, Vol. 32, No. 2, p. 201, 2010
Number of pages: 20 Posted: 16 Oct 2011
Zhenguo (Len) Lin, Yingchun Liu and Vincent W. Yao
Hollo School of Real Estate, Florida International University, Dept. of Finance, Insurance, Real Estate and Law, University of North Texas and Georgia State University - J. Mack Robinson College of Business
Downloads 11 (464,344)
Citation 1

Abstract:

Ownership restriction, Housing value

15.

Real Estate Returns and Risk with Heterogeneous Investors

Real Estate Economics, Vol. 36, Issue 4, pp. 753-776, Winter 2008
Number of pages: 24 Posted: 02 Dec 2008
Zhenguo (Len) Lin and Yingchun Liu
Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 2 (528,013)
Citation 12

Abstract:

16.

A Model of Time-on-Market and Real Estate Price Under Sequential Search with Recall

Real Estate Economics, Vol. 36, Issue 4, pp. 813-843, Winter 2008
Number of pages: 31 Posted: 02 Dec 2008
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 2 (528,013)
Citation 11

Abstract:

17.

Search Benefit in Housing Markets: An Inverted U-Shaped Price and TOM Relation

Number of pages: 37 Posted: 18 Apr 2017
Surrey International Institute, Dongbei University of Finance and Economics, Hollo School of Real Estate, Florida International University, Dept. of Finance, Insurance, Real Estate and Law, University of North Texas and College of William and Mary
Downloads 0 (494,685)

Abstract:

Search Benefit; Housing Prices; Time-on-market

18.

Bargaining, Mortgage Financing and Housing Prices

Journal of Real Estate Research, Forthcoming
Number of pages: 44 Posted: 22 Mar 2017
Xun Bian, Zhenguo (Len) Lin and Yingchun Liu
Longwood University, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 0 (454,059)

Abstract:

bargaining; mortgage financing; housing prices

19.

Optimal Portfolio Selection: The Role of Illiquidity and Investment Horizon

Journal of Real Estate Research, Forthcoming
Number of pages: 30 Posted: 03 Mar 2017
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 0 (343,797)

Abstract:

20.

Market Volatility, Asymmetric Information and Real Estate Liquidity

Number of pages: 43 Posted: 27 Jun 2016
Xin He, Zhenguo (Len) Lin and Yingchun Liu
Surrey International Institute, Dongbei University of Finance and Economics, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 0 (337,479)

Abstract:

market volatility, asymmetric information, liquidity

21.

Characteristics of Long-Run Return and Risk: A Unified Performance Metric

Journal of Real Estate Research, Forthcoming
Number of pages: 32 Posted: 25 May 2016
Ping Cheng, Zhenguo (Len) Lin and Yingchun Liu
Florida Atlantic University - Finance, Hollo School of Real Estate, Florida International University and Dept. of Finance, Insurance, Real Estate and Law, University of North Texas
Downloads 0 (334,455)

Abstract:

investment performance metric, real estate, financial assets

Immigrants and Mortgage Delinquency

Real Estate Economics, Vol. 44, Issue 1, pp. 198-235, 2016
Number of pages: 38 Posted: 20 Jan 2016
Zhenguo (Len) Lin, Yingchun Liu and Jia Xie
Hollo School of Real Estate, Florida International University, Dept. of Finance, Insurance, Real Estate and Law, University of North Texas and Government of Canada - Bank of Canada
Downloads 0

Abstract:

Immigrants and Mortgage Delinquency

Real Estate Economics, Forthcoming
Posted: 06 Aug 2014
Zhenguo (Len) Lin, Yingchun Liu and Xie Jia
Hollo School of Real Estate, Florida International University, Dept. of Finance, Insurance, Real Estate and Law, University of North Texas and Independent

Abstract:

Immigrants; Mortgage delinquency

23.

Marketing Period Risk in a Portfolio Context: Comment and Extension

Journal of Real Estate Finance and Economics, Vol. 38, No. 2, 2009
Posted: 20 Oct 2008 Last Revised: 02 Dec 2008
Hollo School of Real Estate, Florida International University, Dept. of Finance, Insurance, Real Estate and Law, University of North Texas and University of California, Irvine - Paul Merage School of Business

Abstract:

time on market, real estate liquidity, portfolio performance