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Illiquidity, transaction cost, and optimal holding period for real estate : theory and application

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: Journal of housing economics 19 (2010) 2, pp. 121-130

Persistent link: https://www.econbiz.de/10009300136

Property delisting, housing cycle and pricing bias

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: Journal of housing economics 20 (2011) 2, pp. 152-157

Persistent link: https://www.econbiz.de/10009300546

Competing selling strategies in the housing market

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of real estate finance and economics 63 (2021) 3, pp. 394-413

Persistent link: https://www.econbiz.de/10012617496

Is there a real estate allocation puzzle?

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 61-74

Persistent link: https://www.econbiz.de/10010209716

Performance of thinly traded assets : a case in real estate

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The financial review : the official publication of the … 48 (2013) 3, pp. 511-536

Persistent link: https://www.econbiz.de/10009782056

Price discovery with heterogeneous sellers in real estate

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: Journal of real estate research : JRER ; a publication … 42 (2020) 3, pp. 341-364

Persistent link: https://www.econbiz.de/10012414413

Illiquidity and portfolio risk of thinly traded assets

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 126-138

Persistent link: https://www.econbiz.de/10003967211

Optimal portfolio selection : the role of illiquidity and investment horizon

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of real estate research 39 (2017) 4, pp. 515-535

Persistent link: https://www.econbiz.de/10011825544

Characteristics of long-run return and risk : a unified performance metric

Cheng, Ping; Lin, Zhenguo; Liu, Yingchun - In: The journal of real estate research 39 (2017) 2, pp. 165-187

Persistent link: https://www.econbiz.de/10011755191

Market Risk Factor and the Weighted Repeated Sales Method

Cheng, Ping; He, Xin; Lin, Zhenguo; Liu, Yingchun - In: Journal of Real Estate Research 37 (2015) 1, pp. 1-22

This paper identifies a critical issue in the Weighted Repeated Sales (WRS) method - the omission of market risk in the weight estimation model specified by Case and Shiller (1989). It demonstrates that the omission of market risk is conceptually unjustified. Through extensive examination of the...

Persistent link: https://www.econbiz.de/10011274913