Ping Cheng
Professor
Education
- PhD (1997) Real Estate, Georgia State University
- BA (1986) Structural Engineering, Tsinghua University
Intellectual Contributions
- Cheng, Ping; Lin, Zhenguo; Zheng, Minrong. (2023). Neighborhood Heterogeneity: Implication to the Weighted Repeat Sales Method, Journal of Real Estate Research, 45(1), 111-135
- Cheng, Ping; Lin, Z; Liu, Y. (2021). Competing Sellling Strategies in the Housing Market, Journal of Real Estate Finance and Economics, 63(3), 394-413
- Cheng, Ping; Lin, Z; Liu, Y. (2020). Price Discovery with Heterogeneous Sellers in Real Estate, Journal of Real Estate Research, 42(3), 341-364
- Cheng, Ping; Lin, Z; Liu, Y. (2017). Characteristics of Long-Run Return and Risk: A Unified Performance Metric, Journal of Real Estate Research, 39(2), 165-187
- Cheng, Ping; Lin, Z; Liu, Y. (2017). Optimal Portfolio Selection: The Role of Illiquidity and Investment Horizon, Journal of Real Estate Research, 39(4), 515-535
- Cheng, Ping; 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, Ping; Lin, Z; Liu, Y. (2015). Racial Discrepancy in Mortgage Interest Rates, Journal of Real Estate Finance and Economics, 51(1), 101-120
- Cheng, Ping; Lin, Z; Liu, Y; Seiler, M. (2015). The Benefit of Search in Real Estate, Journal of Real Estate Research, 37(4), 597-621
- Cheng, Ping; Lin, Z; Liu, Y. (2014). Is There a Real Estate Allocation Puzzle?, Journal of Portfolio Management(6 - special real estate issue)
- Alexander, John; Cheng, Ping; Rutherford, Ronald; Springer, Thomas. (2013). Acquisition of equity REIT IPOs in the aftermarket, Managerial Finance, 39(8), 737-755
- An, Z; Cheng, Ping; 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, Ping; Lin, Z; Liu, Y. (2013). Liquidity and Real Estate Portfolio: Theory and Application, Journal of Real Estate, 2(4)
- Cheng, Ping; Lin, Z; Liu, Y. (2013). Liquidity Risk of Private Assets: Evidence from Real Estate Markets, Financial Review, 48(4)
- Cheng, Ping; Lin, Z; Liu, Y. (2013). Performance of Thinly Traded Assets: A Case in Real Estate, Financial Review, 48(3), 511-536
- Cheng, Ping; Roulac, S.. (2011). Return predictability of international homebuilders, ARES Monograph in Memory of Jim Webb
- Cheng, Ping; Lin, Z.; Liu, Y.. (2011). Do women pay more for mortgage?, Journal of Real Estate Finance and Economics, 43(4), 423-440
- Cheng, Ping; Lin, Z.; Liu, Y.. (2011). Heterogeneous information and appraisal bias, Journal of Real Estate Research, 33(4), 443-470
- Cheng, Ping; Lin, Z.; Liu, Y.; An, Z.. (2011). Has Real Estate Come of Age?, Journal of Real Estate Portfolio Management, 17(3), 243-254
- Cheng, Ping; Lin, Z.; Liu, Y.. (2011). Property delisting, housing cycle and pricing bias, Journal of Housing Economics, 20(2), 152-157
- Ziobrowski, J.A., Boyd; Cheng, Ping; Ziobrowski, B.. (2011). Abnormal returns from the common stock investments of members of the U.S. house of representatives, Business and Politics, 13(1), 1-24
- Cheng, Ping; 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, Ping; Lin, Z.; Liu, Y.. (2010). Illiquidity and portfolio risk of real estate, Journal of Portfolio Management, 36, pp. 126-138
- Cheng, Ping; 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, Ping; Lin, Z.; Liu, Y.. (2010). Property delisting, housing cycle and pricing bias, 46th Annual AREUEA Conference
- Cheng, Ping; 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, Ping; Allen, M.. (2008). Homebuilders' stock and mixed-asset portfolio, Journal of Real Estate Portfolio Management, 14(1), pp. 7-20
- Cheng, Ping; Roulac, S.. (2007). Characteristics and predictability of expected REIT returns, International Real Estate Review, 10(2)
- Cheng, Ping; Roulac, S.. (2007). Measuring the effectiveness of geographic diversification, Journal of Real Estate Portfolio Management, 13(1), pp. 29-44
- Hardin, B.; Cheng, Ping. (2006). Farmland as a component of a mixed-assest portfolio, Journal of Real Estate Finance and Economics, 25(1)
- Cheng, Ping. (2005). Asymmetric risk measure and real estate returns, Journal of Real Estate Finance and Economics, 30(1), 89-102
- Roulac, S.; Dotzour, M.; Cheng, Ping; Webb, J.. (2005). Evolving research priorities: The contents of land economics, Land Economics Journal, 81(4), 457-476
- Hardin, B.; Cheng, Ping. (2005). Farmland in a mixed asset portfolio: A mean-semivariance approach, Journal of Real Estate Portfolio Management, 11(2)
- Ziobrowski, A.; Cheng, Ping; 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, Ping. (2003). Apartment security: A note on gated access and rental rates, Journal of Real Estate Research, 25(2)
- Cheng, Ping. (2001). Comparing downside-risk and mean-variance analysis using bootstrap simulation, Journal of Real Estate Portfolio Management, 7(3)
- Cheng, Ping; 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, Ping; Liany, Y.. (2000). Optimal diversification: Is it really worthwhile?, Journal of Real Estate Portfolio Management, 6(1), 7-16
- Wolverton, M.; Cheng, Ping; Hardin, B.. (1999). Disaggregation of local apartment markets by unit type, Journal of Real Estate Finance and Economics, 19(3), 243-257
- Cheng, Ping; Ziobrowski, A.; Caines, R.; Ziobrowski, B.. (1999). Uncertainty and foreign real estate, Journal of Real Estate Research, 18(3), 463-480
- Cheng, Ping; 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, Ping. (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, Ping. (1998). Portfolio diversification and caribbean hospitality real estate, Real Estate Finance
- Wolverton, M.; Cheng, Ping; Hardin, B.. (1998). Real estate portfolio risk reduction through intracity diversification, Journal of Real Estate Portfolio Management, 4(1), 35-41
- Cheng, Ping; Rabianski, R.. (1997). Intra-metropolitan spatial diversification, Journal of Real Estate Portfolio Management, 3(2), 117-128
- Ziobrowski, A.; Cheng, Ping; Ziobrowski, B.. (1997). Using bootstrap to measure optimum mixed-asset portfolio composition: A comment, Real Estate Economics, 25(4), 695-705