Lin Peng

City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

17 Lexington Avenue

New York, NY 10010

United States

  • City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

SCHOLARLY PAPERS

25

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14,589

SSRN CITATIONS
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Top 1,487

in Total Papers Citations

300

CROSSREF CITATIONS

528

Scholarly Papers (25)

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1.

A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum

Number of pages: 44 Posted: 02 Apr 2007 Last Revised: 11 Nov 2010
Kewei Hou, Wei Xiong and Lin Peng
Ohio State University (OSU) - Department of Finance, Princeton University - Department of Economics and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 2,869 (5,007)
Citation 113

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2.

Liquidity Shocks and Stock Market Reactions

Downloads 1,638 ( 12,500)
Citation 14

Liquidity Shocks and Stock Market Reactions

Fordham University Schools of Business Research Paper No. 2020476
Number of pages: 108 Posted: 13 Mar 2012 Last Revised: 22 Sep 2013
Turan G. Bali, Lin Peng, Yannan Shen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley University and Fordham University - Gabelli School of Business
Downloads 1,206 (19,708)
Citation 1

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Expected stock returns, liquidity, stock market reactions, underreaction, investor attention

Liquidity Shocks and Stock Market Reactions

Georgetown McDonough School of Business Research Paper No. 2012-02
Number of pages: 108 Posted: 10 May 2012 Last Revised: 26 Aug 2013
Turan G. Bali, Lin Peng, Yannan Shen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley University and Fordham University - Gabelli School of Business
Downloads 290 (124,196)
Citation 13

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Stock returns, liquidity shocks, stock market reactions, underreaction, investor attention

Liquidity Shocks and Stock Market Reactions

Number of pages: 108 Posted: 15 Mar 2012 Last Revised: 26 Aug 2013
Turan G. Bali, Lin Peng, Yannan Shen and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley University and Fordham University - Gabelli School of Business
Downloads 142 (242,024)

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Stock returns, liquidity shocks, stock market reactions, underreaction, investor attention

3.

Executive Pay, Earnings Manipulation and Shareholder Litigation

AFA 2005 Philadelphia Meetings
Number of pages: 48 Posted: 20 Jan 2004
Ailsa Röell and Lin Peng
Columbia University, School of International and Public Affairs and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 1,588 (13,114)
Citation 35

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securities litigation; executive compensation; executive stock options; earnings management; insider sales

4.

R2 and Price Inefficiency

Fisher College of Business Working Paper No. 2006-03-007, Charles A. Dice Center Working Paper No. 2006-23
Number of pages: 50 Posted: 02 Jan 2007
Kewei Hou, Wei Xiong and Lin Peng
Ohio State University (OSU) - Department of Finance, Princeton University - Department of Economics and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 1,494 (14,438)
Citation 26

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5.

Is There a Risk-Return Tradeoff? Evidence from High-Frequency Data

Number of pages: 39 Posted: 03 Oct 2006
Turan G. Bali and Lin Peng
Georgetown University - Robert Emmett McDonough School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 860 (32,782)
Citation 6

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ICAPM, intraday data, stock market volatility, stock market returns, risk-return tradeoff

6.

Managerial Incentives and Stock Price Manipulation

Downloads 834 ( 34,200)
Citation 34

Managerial Incentives and Stock Price Manipulation

Number of pages: 62 Posted: 05 Jan 2009 Last Revised: 19 Mar 2014
Lin Peng and Ailsa Röell
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Columbia University, School of International and Public Affairs
Downloads 831 (33,847)
Citation 12

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Executive compensation, corporate governance, manipulation uncertainty, long- versus short-term

Managerial Incentives and Stock Price Manipulation

CEPR Discussion Paper No. DP7442
Number of pages: 51 Posted: 07 Oct 2009
Lin Peng and Ailsa Röell
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Columbia University, School of International and Public Affairs
Downloads 3 (764,783)
Citation 10
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corporate governance, Executive compensation, long- versus short-term, manipulation uncertainty

7.

Attention, Social Interaction, and Investor Attraction to Lottery Stocks

9th Miami Behavioral Finance Conference 2018, Baruch College Zicklin School of Business Research Paper No. 2019-03-01, Georgetown McDonough School of Business Research Paper No. 3343769
Number of pages: 67 Posted: 15 Mar 2019 Last Revised: 15 Jul 2019
Turan G. Bali, David A. Hirshleifer, Lin Peng and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, University of California, Irvine - Paul Merage School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 763 (38,586)
Citation 21

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Preference for lottery-like stocks, investor attention, social interactions, social network, MAX, skewness, retail investors

8.

Learning with Information Capacity Constraints

Number of pages: 35 Posted: 12 Jul 2004
Lin Peng
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 536 (61,285)
Citation 17

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Capacity Constraint, Attention, Learning, Information Processing, Price Informativeness

9.

Investor Attention, Overconfidence and Category Learning

Downloads 517 ( 64,114)
Citation 209

Investor Attention, Overconfidence and Category Learning

Number of pages: 53 Posted: 26 May 2005
Lin Peng and Wei Xiong
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Princeton University - Department of Economics
Downloads 408 (84,648)
Citation 36

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Limited attention, category effects, behavioral biases, comovement, return predictability

Investor Attention: Overconfidence and Category Learning

NBER Working Paper No. w11400
Number of pages: 54 Posted: 06 Jul 2005 Last Revised: 25 Feb 2021
Wei Xiong and Lin Peng
Princeton University - Department of Economics and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 109 (295,557)
Citation 46

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Investor Attention, Overconfidence and Category Learning

Journal of Financial Economics, Forthcoming
Posted: 29 Aug 2005
Lin Peng and Wei Xiong
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Princeton University - Department of Economics

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Limited Attention, Category Effects, Behavioral Biases, Comovement, Return Predictability

10.

Manipulation and Equity-Based Compensation

American Economic Review, Vol. 98, No. 2, pp. 285-90, 2008
Number of pages: 13 Posted: 24 Apr 2011
Lin Peng and Ailsa Röell
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Columbia University, School of International and Public Affairs
Downloads 470 (72,216)
Citation 3

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Manipulation, executive compensation, pay elasticity

11.

Investor Attention and Time-Varying Comovements

Downloads 396 ( 88,368)
Citation 13

Investor Attention and Time-Varying Comovements

Number of pages: 39 Posted: 03 Oct 2006
Wei Xiong, Lin Peng and Tim Bollerslev
Princeton University - Department of Economics, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Duke University - Finance
Downloads 374 (93,708)

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Investor Attention, information processing, comovements

Investor Attention and Time-Varying Comovements

European Financial Management, Vol. 13, No. 3, pp. 394-422, June 2007
Number of pages: 29 Posted: 24 May 2007
Lin Peng, Wei Xiong and Tim Bollerslev
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Princeton University - Department of Economics and Duke University - Finance
Downloads 22 (614,180)
Citation 2
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12.

Resiliency and Stock Returns

The Review of Financial Studies, Volume 33, Issue 2, February 2020, Pages 747–782, https://doi.org/10.1093/rfs/hhz048, Baruch College Zicklin School of Business Research Paper No. 2018-08-02
Number of pages: 74 Posted: 18 Aug 2018 Last Revised: 08 Sep 2020
Jian Hua, Lin Peng, Robert A. Schwartz and Nazli Sila Alan
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Baruch College - CUNY and Fairfield University - Charles F. Dolan School of Business
Downloads 342 (104,487)
Citation 2

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Stock Returns, Resiliency, Liquidity, Price Discovery, Asset Pricing

13.

A Call Auction’s Impact on Price Formation and Order Routing: Evidence from the NASDAQ Stock Market

Number of pages: 55 Posted: 27 Mar 2008 Last Revised: 08 Feb 2013
Michael S. Pagano, Robert A. Schwartz and Lin Peng
Villanova University - Villanova School of Business, Baruch College - CUNY and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 336 (106,605)
Citation 12

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opening price, closing price, price discovery, intra-day volatility, market microstructure, equity markets, call auction, NASDAQ

14.

Market Returns and a Tale of Two Types of Attention

Number of pages: 63 Posted: 03 Apr 2020 Last Revised: 14 Oct 2020
Zhi Da, Jian Hua, Chih-Ching Hung and Lin Peng
University of Notre Dame - Mendoza College of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 326 (111,007)

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Return Predictability, Institutional Attention, Retail Attention

15.

News Co-Occurrence, Attention Spillover, and Return Predictability

Number of pages: 53 Posted: 07 Mar 2017 Last Revised: 08 Dec 2018
Li Guo, Lin Peng, Yubo Tao and Jun Tu
Fudan University - School of Economics, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Singapore Management University - School of Economics and Singapore Management University - Lee Kong Chian School of Business
Downloads 289 (125,356)
Citation 2

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Investors attention; Network; Return predictability; Short-sales constraint; Media coverage; News tones; Heterogeneous belief.

16.

Investor Attention and Asset Pricing Anomalies

Baruch College Zicklin School of Business Research Paper No. 2019-08-04
Number of pages: 57 Posted: 17 Aug 2019 Last Revised: 04 Sep 2020
Lei Jiang, Jinyu Liu, Lin Peng and Baolian Wang
Tsinghua University, University of International Business and Economics (UIBE) - School of Banking and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 280 (129,583)
Citation 1

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investor attention; anomaly; price limit; coordination; synchronicity risk

17.

Retail Attention, Institutional Attention

Baruch College Zicklin School of Business Research Paper No. 2019-05-03
Number of pages: 61 Posted: 06 May 2019 Last Revised: 11 Jan 2020
Hongqi Liu, Lin Peng and Yi Tang
Chinese University of Hong Kong, Shenzhen, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 256 (142,128)
Citation 3

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Attention, retail investors, institutional investors, pecking order, crowding-out effect

18.

CEO Incentives: Measurement, Determinants, and Impact on Performance

Number of pages: 89 Posted: 28 May 2016
Lin Peng, Ailsa Röell and Hongfei Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Columbia University, School of International and Public Affairs and Seton Hall University
Downloads 177 (200,791)
Citation 3

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CEO compensation, pay-performance elasticity, pay-performance sensitivity, pay-performance semi-elasticity, firm size, and firm performance

19.

The Impact of Joint Participation on Liquidity in Equity and Syndicated Bank Loan Markets

Pace University Finance Research Paper No. 2008/02
Number of pages: 55 Posted: 27 Mar 2008 Last Revised: 04 Sep 2019
Linda Allen, Aron A. Gottesman and Lin Peng
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 173 (204,773)
Citation 1

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Syndicated Bank Loans, Joint Participation, Market Liquidity

20.

Face Value: Trait Inference, Performance Characteristics, and Market Outcomes for Financial Analysts

Number of pages: 70 Posted: 14 Dec 2020
Lin Peng, Siew Hong Teoh, Yakun Wang and Jiawen Yan
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of California, Irvine - Accounting Area, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics and Cornell University
Downloads 151 (230,816)

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Machine learning; Facial recognition; Personality traits; Analysts; Gender stereotypes; EPS forecasts; Conference calls; Herding; All-Star analysts

21.

Social Proximity to Capital: Implications for Investors and Firms

Downloads 147 (234,670)

Social Proximity to Capital: Implications for Investors and Firms

Number of pages: 73 Posted: 16 Jun 2020 Last Revised: 07 Feb 2021
Theresa Kuchler, Yan Li, Lin Peng, Johannes Stroebel and Dexin Zhou
New York University (NYU), Baruch College, CUNY, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, New York University (NYU) - Leonard N. Stern School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 138 (247,775)

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Social Networks, Social Connectedness Index, Institutional Investors

Social Proximity to Capital: Implications for Investors and Firms

NBER Working Paper No. w27299
Number of pages: 56 Posted: 09 Jun 2020 Last Revised: 03 Feb 2021
Theresa Kuchler, Yan Li, Lin Peng, Johannes Stroebel and Dexin Zhou
New York University (NYU), Baruch College, CUNY, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, New York University (NYU) - Leonard N. Stern School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 7 (730,519)
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Social Proximity to Capital: Implications for Investors and Firms

CEPR Discussion Paper No. DP14806
Number of pages: 59 Posted: 28 May 2020
Theresa Kuchler, Yan Li, Lin Peng, Johannes Stroebel and Dexin Zhou
New York University (NYU), Baruch College, CUNY, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, New York University (NYU) - Leonard N. Stern School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 2 (776,205)
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institutional investors, Social Connectedness Index, Social Networks

22.

Social Networks and Supply and Demand on Online Lending Marketplaces

Number of pages: 50 Posted: 14 Dec 2020 Last Revised: 11 Jan 2021
Linda Allen, Lin Peng and Yu Shan
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Concordia University - John Molson School of Business
Downloads 97 (317,791)

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social network, online lending marketplaces, crowdfunding, credit demand and supply, P2P

23.

Social Ties and Peer Effects in Crowdfunding Markets

Number of pages: 64 Posted: 14 Dec 2020 Last Revised: 18 Jan 2021
Lin Peng and Linyi Zhang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and The Chinese University of Hong Kong, Shenzhen
Downloads 49 (457,945)

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social network, social connectedness, peer effects, crowdfunding, Kickstarter

24.

CEO Incentives: Measurement, Determinants, and Impact on Performance

CEPR Discussion Paper No. DP11417
Number of pages: 91 Posted: 01 Aug 2016
Lin Peng, Ailsa Röell and Hongfei Tang
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Columbia University, School of International and Public Affairs and Seton Hall University - W. Paul Stillman School of Business
Downloads 1 (754,877)
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Executive compensation, pay-for-performance elasticity

25.

Executive Pay and Shareholder Litigation

Review of Finance, Vol. 12, Issue 1, pp. 141-184, 2008
Posted: 14 Jul 2008
Lin Peng and Ailsa Röell
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Columbia University, School of International and Public Affairs

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G30, G34, J33, K22, M41