Author Page for Lin Peng

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

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 2,433 (5,075)

Citation 58

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2.

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 1,559 (10,728)

Citation 38

Abstract:

3.

Liquidity Shocks and Stock Market Reactions

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Citation 10

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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 1,154 (16,866)

Abstract:

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 258 (116,230)

Citation 21

Abstract:

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 129 (218,681)

Abstract:

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 1,411 (12,575)

Citation 17

Abstract:

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 849 (27,002)

Citation 35

Abstract:

6.

Managerial Incentives and Stock Price Manipulation

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Citation 17

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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 784 (29,685)

Citation 12

Abstract:

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 (649,306)

Citation 19

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Abstract:

7.

Learning with Information Capacity Constraints

Journal of Financial and Quantitative Analysis, Forthcoming

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 511 (53,154)

Citation 67

Abstract:

8.

Investor Attention, Overconfidence and Category Learning

Downloads 464 ( 60,002)

Citation 99

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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 378 (75,976)

Citation 76

Abstract:

Investor Attention: Overconfidence and Category Learning

NBER Working Paper No. w11400

Number of pages: 54 Posted: 06 Jul 2005 Last Revised: 27 Aug 2010

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 86 (290,814)

Citation 153

Abstract:

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

Abstract:

9.

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 440 (64,017)

Citation 28

Abstract:

10.

Investor Attention and Time-Varying Comovements

Downloads 379 ( 76,442)

Citation 3

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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 357 (81,311)

Abstract:

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 (519,770)

Citation 11

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Abstract:

11.

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 293 (102,051)

Citation 12

Abstract:

12.

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 211 (142,551)

Abstract:

13.

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

Singapore Management University, Lee Kong Chian School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, School of Economics, Singapore Management University and Singapore Management University - Lee Kong Chian School of Business

Downloads 184 (161,765)

Citation 1

Abstract:

14.

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

Number of pages: 55 Posted: 27 Mar 2008 Last Revised: 15 Feb 2011

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 163 (179,980)

Citation 7

Abstract:

15.

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 161 (181,804)

Abstract:

16.

Resiliency and Stock Returns

Baruch College Zicklin School of Business Research Paper No. 2018-08-02

Number of pages: 74 Posted: 18 Aug 2018 Last Revised: 15 Feb 2019

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

Downloads 129 (217,896)

Abstract:

17.

Retail Attention, Institutional Attention

Baruch College Zicklin School of Business Research Paper No. 2019-05-03

Number of pages: 71 Posted: 06 May 2019 Last Revised: 24 May 2019

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 66 (335,477)

Abstract:

18.

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 (643,078)

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Abstract:

19.

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

Lin Peng

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

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Scholarly Papers (19)

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Managerial Incentives and Stock Price Manipulation

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Investor Attention and Time-Varying Comovements

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CEO Incentives: Measurement, Determinants, and Impact on Performance

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