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

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Citation 96

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2.

Liquidity Shocks and Stock Market Reactions

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Citation 11

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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 1,189 (18,241)

Citation 1

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 271 (122,663)

Citation 9

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 136 (231,583)

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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 1,579 (11,929)

Citation 32

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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 1,464 (13,492)

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 856 (30,006)

Citation 6

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6.

Managerial Incentives and Stock Price Manipulation

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Citation 32

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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

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Citation 11

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

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Citation 9

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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

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Citation 9

Abstract:

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

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Citation 13

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9.

Investor Attention, Overconfidence and Category Learning

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Citation 194

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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 398 (79,847)

Citation 29

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 95 (300,765)

Citation 33

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

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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 452 (69,218)

Citation 3

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11.

Investor Attention and Time-Varying Comovements

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Citation 12

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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 367 (87,821)

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

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Citation 2

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12.

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

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Citation 9

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13.

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 - Charles F. Dolan School of Business

Downloads 255 (131,425)

Citation 2

Abstract:

14.

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 251 (133,519)

Citation 1

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15.

Investor Attention and Asset Pricing Anomalies

Baruch College Zicklin School of Business Research Paper No. 2019-08-04

Number of pages: 59 Posted: 17 Aug 2019 Last Revised: 01 Oct 2019

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

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16.

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 176 (186,294)

Citation 1

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17.

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 174 (188,143)

Citation 2

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18.

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 170 (192,003)

Citation 1

Abstract:

19.

Market Returns and a Tale of Two Types of Attention

Number of pages: 53 Posted: 03 Apr 2020 Last Revised: 09 Apr 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

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20.

Social Proximity to Capital: Implications for Investors and Firms

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Social Proximity to Capital: Implications for Investors and Firms

Number of pages: 55 Posted: 16 Jun 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 54 (414,283)

Abstract:

Social Proximity to Capital: Implications for Investors and Firms

NBER Working Paper No. w27299

Number of pages: 56 Posted: 09 Jun 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

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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

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Abstract:

21.

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

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Abstract:

22.

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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Managerial Incentives and Stock Price Manipulation

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Investor Attention and Time-Varying Comovements

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Social Proximity to Capital: Implications for Investors and Firms

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Social Proximity to Capital: Implications for Investors and Firms

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CEO Incentives: Measurement, Determinants, and Impact on Performance

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