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Ping Cheng

Professor
Finance Department

Education

  • Ph D (1997) Real Estate, Georgia State University
  • BA (1986) Structural Engineering, Tsinghua University

Intellectual Contributions

  • Cheng, P., He, X., Lin, Z., Liu, Y., (2015) Market Risk Factor and the Weighted Repeated Sales Method. Journal of Real Estate Research, 37, 1, 1-22.
  • Cheng, P., Lin, Z., Liu, Y., (2015) Racial Discrepancy in Mortage Interest Rates. Journal of Real Estate Finance and Economics, 51, 101-120.
  • Cheng, P., Lin, Z., Liu, Y., Seiler, M., (2015) The Benefit of Search in Real Estate. Journal of Real Estate Research, 37, 4, 597-621.
  • Alexander, J. C., Cheng, P., Rutherford, R. C., Springer, T. M., (2013) Acquisition of equity REIT IPOs in the aftermarket. Managerial Finance, 39, 8, 737-755.
  • An, Z., Cheng, P., Lin, Z., Liu, Y., (2013) How Do Market Conditions Impact Price-TOM Relationship? Evidence from Real Estate Owned (REO) Sales. Journal of Housing Economics, 22,
  • Cheng, P., Lin, Z., Liu, Y., (2013) Is There a Real Estate Allocation Puzzle?. Journal of Portfolio Management, 6 - special real estate issue,
  • Cheng, P., Lin, Z., Liu, Y., (2013) Liquidity and Real Estate Portfolio: Theory and Application. Journal of Real Estate, 1, 1,
  • Cheng, P., Lin, Z., Liu, Y., (2013) Liquidity Risk of Private Assets: Evidence from Real Estate Markets. Financial Review, 48, 4,
  • Cheng, P., Lin, Z., Liu, Y., (2013) Performance of Thinly Traded Assets: A Case in Real Estate. Financial Review, 48, 3, 511-536.
  • Ziobrowski, J.A., B., Cheng, P., Ziobrowski, B., (2011) Abnormal returns from the common stock investments of members of the U.S. house of representatives. Business and Politics, 13, 1,
  • Cheng, P., Lin, Z., Liu, Y., (2011) Do women pay more for mortgage?. Journal of Real Estate Finance and Economics, 43,
  • Cheng, P., Lin, Z., Liu, Y., An, Z., (2011) Has Real Estate Come of Age?. Journal of Real Estate Portfolio Management, 17, 3, 243-254.
  • Cheng, P., Lin, Z., Liu, Y., (2011) Heterogeneous information and appraisal bias. Journal of Real Estate Research, 33, 4,
  • Cheng, P., Lin, Z., Liu, Y., (2011) Property delisting, market cycle and housing price bias. Journal of Housing Economics, 20, 2,
  • Cheng, P., Roulac, S., (2011) Return predictability of international homebuilders. ARES Monograph in Memory of Jim Webb,
  • Cheng, P., Lin, Z., Liu, Y., (2010) Home price, time-on-market, and seller heterogeneity under changing market conditions. Journal of Real Estate Finance and Economics, 41, pp. 272-293.
  • Cheng, P., Lin, Z., Liu, Y., (2010) Illiquidity and portfolio risk of real estate. Journal of Portfolio Management, 36, pp. 126-138.
  • Cheng, P., Lin, Z., Liu, Y., (2010) Illiquidity, transaction cost and optimal holding period for real estate: Theory and application. Journal of Real Estate Finance and Economics, 19, pp. 121-130.
  • Cheng, P., Lin, Z., Liu, Y., (2008) A model of time-on-market in real estate price under sequential bidding with recall. Real Estate Economics, 36, 4, pp. 817-847.
  • Cheng, P., Allen, M., (2008) Homebuilders' stock and mixed-asset portfolio. Journal of Real Estate Portfolio Management, 14, 1, pp. 7-20.
  • Cheng, P., Roulac, S., (2007) Characteristics and predictability of expected REIT returns. International Real Estate Review, 10, 2,
  • Cheng, P., Roulac, S., (2007) Measuring the effectiveness of geographic diversification. Journal of Real Estate Portfolio Management, 13, 1, pp. 29-44.
  • Hardin, B., Cheng, P., (2006) Farmland as a component of a mixed-assest portfolio. Journal of Real Estate Finance and Economics, 25, 1,
  • Cheng, P., (2005) Asymmetric risk measure and real estate returns. Journal of Real Estate Finance and Economics, 30, 1, 89-102.
  • Roulac, S., Dotzour, M., Cheng, P., Webb, J., (2005) Evolving research priorities: The contents of land economics. Land Economics Journal, 81, 4, 457-476.
  • Hardin, B., Cheng, P., (2005) Farmland in a mixed asset portfolio: A mean-semivariance approach. Journal of Real Estate Portfolio Management, 11, 2,
  • Ziobrowski, A., Cheng, P., Boyd, J., Ziobrowski, B., (2004) Abnormal returns from the common stock investments of the United States senate. Journal of Financial and Quantitative Analysis, 39, 4,
  • Hardin, B., Cheng, P., (2003) Apartment security: A note on gated access and rental rates. Journal of Real Estate Research, 25, 2,
  • Cheng, P., (2001) Comparing downside-risk and mean-variance analysis using bootstrap simulation. Journal of Real Estate Portfolio Management, 7, 3,
  • Cheng, P., Wolverton, M., (2001) MPT and downside risk framework: A comment on two recent studies. Journal of Real Estate Portfolio Management, 7, 2, 125-131.
  • Cheng, P., Liany, Y., (2000) Optimal diversification: Is it really worthwhile?. Journal of Real Estate Portfolio Management, 6, 1, 7-16.
  • Wolverton, M., Cheng, P., Hardin, B., (1999) Disaggregation of local apartment markets by unit type. Journal of Real Estate Finance and Economics, 19, 3, 243-257.
  • Cheng, P., Ziobrowski, A., Caines, R., Ziobrowski, B., (1999) Uncertainty and foreign real estate. Journal of Real Estate Research, 18, 3, 463-480.
  • Cheng, P., Black, R., (1998) Geographic diversification and economic fundamentals in apartment market: A demand perspective. Journal of Real Estate Portfolio Management, 4, 2, 93-105.
  • Boyd, J., Ziobrowski, A., Cheng, P., (1998) Leverage and real estate investment in a mixed-asset portfolio. Journal of Real Estate Research, 14, 2, 135-147.
  • Diaz, J., Black, R., Cheng, P., (1998) Portfolio diversification and caribbean hospitality real estate. Real Estate Finance,
  • Wolverton, M., Cheng, P., Hardin, B., (1998) Real estate portfolio risk reduction through intracity diversification. Journal of Real Estate Portfolio Management, 4, 1, 35-41.
  • Cheng, P., Rabianski, R., (1997) Intra-metropolitan spatial diversification. Journal of Real Estate Portfolio Management, 3, 2, 117-128.
  • Ziobrowski, A., Cheng, P., Ziobrowski, B., (1997) Using bootstrap to measure optimum mixed-asset portfolio composition: A comment. Real Estate Economics, 25, 4, 695-705.

Presentations

  • AREUEA Annual Conference, San Francisco, CA, 2016
  • FMA Annual Conference, Orlando, FL, 2015
  • Financial Management Association Annual Meeting, Chicago, Illinois, October 2013
  • Financial Management Association Annual Meeting, Chicago, Illinois, October 2013
  • Financial Management Association Annual Meeting, Atlanta, GA, October 2012
  • Financial Management Association Annual Meeting, Atlanta, GA, October 2012
  • Financial Management Association Annual Meeting, Denver, Colorado, October 2011
  • Mid-Year Conference, American Real Estate and Urban Economics Association, Washington, D.C., June 2011
  • American Real Estate and Urban Economics Association Meetings, American Real Estate and Urban Economics Association, Denver, Colorado, January 2011
  • American Real Estate and Urban Economics Association Meetings, American Real Estate and Urban Economics Association, Denver, Colorado, January 2011
  • Mid-Year American Real Estate and Urban Economics Association Meeting, American Real Estate and Urban Economics Association, Washington, D.C., June 2010
  • American Real Estate and Urban Economics Association Meetings, American Real Estate and Urban Economics Association, Atlanta, January 2010
  • Western Economic Association Annual Meeting, Western Economic Association, Beijing, China, 2008
  • 2006 Financial Management Association Meeting, Financial Management Association , New Orleans, LA, 2006
  • 2004 Southern Finance Association Meeting, Southern Finance Association, Destin, FL, 2004

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