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

SCHOLARLY PAPERS

19

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11,582

CITATIONS
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Top 2,041

in Total Papers Citations

226

Scholarly Papers (19)

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 2,433 (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

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

3.
Downloads 1,541 ( 10,927)
Citation 10

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
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)

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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
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

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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
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)

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

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

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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 849 (27,002)
Citation 35

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

6.
Downloads 787 ( 29,999)
Citation 17

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

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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 (649,306)
Citation 19
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corporate governance, Executive compensation, long- versus short-term, manipulation uncertainty

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

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

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

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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: 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

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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

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

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Manipulation, executive compensation, pay elasticity

10.
Downloads 379 ( 76,442)
Citation 3

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)

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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 (519,770)
Citation 11
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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
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

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

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
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)

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

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

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

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
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

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Syndicated Bank Loans, Joint Participation, Market Liquidity

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)

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

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
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)

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

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)

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attention allocation, retail and institutional investors, information efficiency

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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Executive compensation, pay-for-performance elasticity

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

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G30, G34, J33, K22, M41