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61
Analyst Behavior and Underwriter Choice
Boudry, Walter
;
Kallberg, Jarl
;
Liu, Crocker
- In:
The Journal of Real Estate Finance and Economics
43
(
2011
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10009150355
Saved in:
62
No-arbitrage conditions for storable commodities and the modeling of futures term structures
Liu, Peng
;
Tang, Ke
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1675-1687
Persistent link: https://www.econbiz.de/10008649412
Saved in:
63
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
64
Relative scarcity of commodities with a long-term economic relationship and the correlation of futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
-
2011
Persistent link: https://www.econbiz.de/10009382382
Saved in:
65
Rational herding in microloan markets
Zhang, Juanjuan
;
Liu, Peng
- In:
Management science : journal of the Institute for …
58
(
2012
)
5
,
pp. 892-912
Persistent link: https://www.econbiz.de/10009553507
Saved in:
66
Maximal Gaussian affine models for multiplec commodities: a note
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
-
2014
Persistent link: https://www.econbiz.de/10011311374
Saved in:
67
Maximal Gaussian affine models for multiple commodities : a note
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10011346168
Saved in:
68
Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
Saved in:
69
Foreclosure of securitized commercial mortgages : a model of the special servicer
Liu, Peng
;
Quan, Daniel
- In:
The journal of real estate finance and economics
46
(
2013
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10009702309
Saved in:
70
The determinants of homebuilder stock price exposure to lumber : production cost versus housing demand
Liu, Peng
;
Lu, Xiaomeng
;
Tang, Ke
- In:
Journal of housing economics
21
(
2012
)
3
,
pp. 211-222
Persistent link: https://www.econbiz.de/10009664473
Saved in:
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