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

31

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344

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533

Scholarly Papers (31)

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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 3,271 (5,039)
Citation 114

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2.

Liquidity Shocks and Stock Market Reactions

Downloads 1,723 ( 14,170)
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, Yannan Shen and Yi Tang
Georgetown University - McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley UniversityCUNY Baruch College and Fordham University - Gabelli School of Business
Downloads 1,232 (23,141)
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, Yannan Shen and Yi Tang
Georgetown University - McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley UniversityCUNY Baruch College and Fordham University - Gabelli School of Business
Downloads 345 (120,917)
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, Yannan Shen and Yi Tang
Georgetown University - McDonough School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Bentley UniversityCUNY Baruch College and Fordham University - Gabelli School of Business
Downloads 146 (274,319)

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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 1,610 (15,739)
Citation 36

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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 1,569 (16,365)
Citation 26

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5.

Attention, Social Interaction, and Investor Attraction to Lottery Stocks

Downloads 1,330 ( 20,968)
Citation 18

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: 70 Posted: 15 Mar 2019 Last Revised: 10 Dec 2021
Turan G. Bali, David A. Hirshleifer, Lin Peng and Yi Tang
Georgetown University - McDonough School of Business, Marshall School of Business, USC, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 1,318 (20,912)
Citation 21

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lottery stocks, investor attention, social interactions, social network, MAX, skewness, retail investors.

Attention, Social Interaction, and Investor Attraction to Lottery Stocks

NBER Working Paper No. w29543
Number of pages: 70 Posted: 07 Dec 2021 Last Revised: 23 Mar 2022
Turan G. Bali, David A. Hirshleifer, Lin Peng and Yi Tang
Georgetown University - McDonough School of Business, Marshall School of Business, USC, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 12 (789,709)
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6.

Managerial Incentives and Stock Price Manipulation

Downloads 873 ( 38,518)
Citation 32

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 870 (38,141)
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 (885,106)
Citation 9
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corporate governance, Executive compensation, long- versus short-term, manipulation uncertainty

7.

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 - McDonough School of Business and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 871 (38,634)
Citation 5

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

8.

Market Returns and a Tale of Two Types of Attention

Number of pages: 60 Posted: 03 Apr 2020 Last Revised: 28 Mar 2022
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, National Taiwan University - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 658 (56,182)

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Return Predictability, Institutional Attention, Retail Attention

9.

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

Number of pages: 64 Posted: 14 Dec 2020 Last Revised: 14 Feb 2022
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, UCLA Anderson School of Management, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 623 (60,257)
Citation 1

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Machine Learning, Facial Recognition, Trait Impressions, Analysts, Gender Discrimination, EPS Forecasts, All-Star Analysts, Forecast Revision, Social Interactions

10.

Retail Attention, Institutional Attention

Baruch College Zicklin School of Business Research Paper No. 2019-05-03
Number of pages: 67 Posted: 06 May 2019 Last Revised: 06 Dec 2021
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 596 (63,742)
Citation 3

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Attention, retail investors, institutional investors, crowding-out effect, earnings announcements, analyst forecast revisions

11.

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 565 (68,189)
Citation 19

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

12.

Investor Attention, Overconfidence and Category Learning

Downloads 548 ( 70,860)
Citation 221

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 419 (96,864)
Citation 38

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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 2022
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 129 (302,052)
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

13.

Investor Attention and Asset Pricing Anomalies

Baruch College Zicklin School of Business Research Paper No. 2019-08-04
Number of pages: 62 Posted: 17 Aug 2019 Last Revised: 10 Nov 2021
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 534 (73,185)

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

14.

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 500 (79,328)
Citation 3

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Manipulation, executive compensation, pay elasticity

15.

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 442 (91,846)
Citation 2

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

16.

Joint News, Attention Spillover, and Market Returns

Number of pages: 70 Posted: 07 Mar 2017 Last Revised: 23 May 2022
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, University of Macau - Department of Economics and Singapore Management University - Lee Kong Chian School of Business
Downloads 438 (93,038)
Citation 1

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News, Attention spillover, Contagion, Investor base, EDGAR search, Return predictability.

17.

Social Networks and Market Reactions to Earnings News

Number of pages: 83 Posted: 12 Apr 2021
David A. Hirshleifer, Lin Peng and Qiguang Wang
Marshall School of Business, USC, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Hong Kong Baptist University (HKBU)
Downloads 416 (98,824)
Citation 1

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Social Networks, Investor Attention, Earnings Announcement, Information Diffusion, Disagreement

18.

Investor Attention and Time-Varying Comovements

Downloads 412 ( 99,676)
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 390 (105,293)

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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 (700,439)
Citation 3

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19.

Social Proximity to Capital: Implications for Investors and Firms

Downloads 401 (103,083)

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), Southwestern University of Finance and Economics (SWUFE) - School of Accounting, 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 383 (107,843)

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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: 27 May 2022
Theresa Kuchler, Yan Li, Lin Peng, Johannes Stroebel and Dexin Zhou
New York University (NYU), Southwestern University of Finance and Economics (SWUFE) - School of Accounting, 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 16 (751,585)

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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), Southwestern University of Finance and Economics (SWUFE) - School of Accounting, 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 (899,061)
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institutional investors, Social Connectedness Index, Social Networks

20.

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: 17 Apr 2021
Michael S. Pagano, Lin Peng and Robert A. Schwartz
Villanova University - Villanova School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Baruch College - CUNY
Downloads 362 (115,454)
Citation 12

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

21.

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 Syracuse University - Whitman School of Management
Downloads 252 (168,518)

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

22.

Retail Investor Attention and Insider Trading

Number of pages: 62 Posted: 22 Apr 2021
Sattar Mansi, Lin Peng, Jianping Qi and Han Shi
Virginia Polytechnic Institute & State University, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of South Florida - College of Business Administration and Louisiana State University, Shreveport
Downloads 232 (182,345)

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Investor Attention; Google SVI; Insider Trading; Governance; SEC Enforcement Actions

23.

Social Ties and Peer Effects in Crowdfunding Markets

Number of pages: 61 Posted: 14 Dec 2020 Last Revised: 09 May 2022
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 203 (206,699)
Citation 1

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social network, peer effects, social learning, fintech, crowdfunding, platform design

24.

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 189 (220,273)
Citation 3

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

25.

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 183 (226,553)
Citation 1

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Syndicated Bank Loans, Joint Participation, Market Liquidity

26.

Social Networks, Trading, and Liquidity

Number of pages: 31 Posted: 06 May 2022
Lin Peng, Qiguang Wang and Dexin Zhou
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Hong Kong Baptist University (HKBU) and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 96 (373,496)

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social networks, market liquidity

27.

Liquidity Shocks and Institutional Trading

Number of pages: 75 Posted: 29 Apr 2022
Xi Dong, Karolina Krystyniak and Lin Peng
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Ontario Tech University and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 89 (386,260)

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Liquidity, Institutional Investors, Transaction Cost, Informed Trading, Mispricing, Market Efficiency, Feedback Effects

28.

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 (876,188)
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Executive compensation, pay-for-performance elasticity

29.

TikTok Sentiment, Emotional Contagion, and Global Stock Returns

Posted: 14 Jun 2022
Ran Chang and Lin Peng
Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance

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Social media, user-generated videos, sentiment, market returns, TikTok, social network, social interaction, emotional contagion, mutual funds, government bonds.

30.

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

31.

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

Journal of Accounting Research, Volume 60, Issue 2
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, UCLA Anderson School of Management, The Chinese University of Hong Kong, Shenzhen - School of Management and Economics and Cornell University - Samuel Curtis Johnson Graduate School of Management

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machine learning; facial recognition; trait impressions; analysts; gender discrimination; EPS forecasts; All-Star Analysts; forecast revision; social interactions