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

31

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Top 2,326

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25,751

SSRN CITATIONS
Rank 1,039

SSRN RANKINGS

Top 1,039

in Total Papers Citations

991

CROSSREF CITATIONS

530

Scholarly Papers (31)

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: 30 Mar 2023
Kewei Hou, Lin Peng and Wei Xiong
Ohio State University (OSU) - Department of Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Princeton University - Department of Economics
Downloads 3,886 (5,288)
Citation 114

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2.
Downloads 1,947 (15,980)
Citation 37

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 - 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 1,319 (28,542)
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
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 457 (117,491)
Citation 40

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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 - 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 171 (323,421)
Citation 1

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

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
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 1,652 (20,373)
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: 16 Apr 2023
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 51 (725,219)
Citation 6

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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 1,667 (20,416)
Citation 26

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5.

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 1,662 (20,533)
Citation 36

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

News Diffusion in Social Networks and Stock Market Reactions

Number of pages: 122 Posted: 12 Apr 2021 Last Revised: 06 Feb 2024
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 1,306 (28,994)
Citation 5

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

News Diffusion in Social Networks and Stock Market Reactions

NBER Working Paper No. w30860
Number of pages: 123 Posted: 23 Jan 2023 Last Revised: 28 Apr 2023
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 18 (1,010,099)
Citation 1
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7.

Market Returns and a Tale of Two Types of Attention

Number of pages: 78 Posted: 03 Apr 2020 Last Revised: 17 May 2024
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 1,236 (31,979)

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Return Predictability, Institutional Attention, Retail Attention, Macroeconomic Announcements, Announcement Premium, Order Imbalance, Mutual Fund Flow.

8.

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 1,116 (36,929)
Citation 3

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

9.

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 934 (47,528)
Citation 10

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

10.
Downloads 928 (47,984)
Citation 45

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 925 (47,484)
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 (1,164,480)
Citation 22
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corporate governance, Executive compensation, long- versus short-term, manipulation uncertainty

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

Number of pages: 64 Posted: 14 Dec 2020 Last Revised: 15 Nov 2022
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 830 (55,156)
Citation 18

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

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

Journal of Accounting Research, Volume 60, Issue 2, 2022
Posted: 11 Oct 2022
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

12.

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: 01 Sep 2022
Kent State 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 787 (60,095)
Citation 19

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

Social Proximity to Capital: Implications for Investors and Firms

Number of pages: 73 Posted: 16 Jun 2020 Last Revised: 07 Feb 2021
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 619 (80,781)
Citation 4

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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: 20 Feb 2023
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 65 (642,762)
Citation 24

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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
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 (1,173,183)
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institutional investors, Social Connectedness Index, Social Networks

14.

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 682 (72,439)
Citation 4

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

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
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 636 (79,085)
Citation 4

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

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 446 (121,049)
Citation 78

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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 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 174 (318,547)
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

17.

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 604 (84,350)
Citation 60

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

18.

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 549 (95,195)
Citation 16

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Manipulation, executive compensation, pay elasticity

19.

Social Networks as Information Conduits for Online Credit Supply and Demand

Number of pages: 82 Posted: 14 Dec 2020 Last Revised: 13 May 2024
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 452 (120,403)

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social network, peer effects, social proximity to deposits (SPD), information transmission, online lending marketplaces, credit demand and supply, platform design, social finance

20.

Unleashing the Crowd: the Effect of Social Networks in Crowdfunding Markets

Number of pages: 76 Posted: 14 Dec 2020 Last Revised: 15 Feb 2024
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 433 (126,682)
Citation 2

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social network, peer effects, social learning, crowdfunding, social proximity to crowdfunding capital (SPCC), fintech, platform design

21.

It's a Small World: Social Ties, Comovements, and Predictable Returns

Number of pages: 78 Posted: 18 Oct 2022 Last Revised: 18 Jul 2023
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, University of Texas at Austin - Department of Finance, University of Bristol Business School and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 418 (131,916)

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social networks, comovements, return predictability, machine learning

22.

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
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 415 (133,043)
Citation 12

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

23.

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 408 (135,587)
Citation 1

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Investor Attention, information processing, comovements

24.

Investor Attention and Insider Trading

Number of pages: 76 Posted: 22 Apr 2021 Last Revised: 11 Apr 2024
Virginia Tech, 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 398 (139,566)

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Insider Trading; Retail Attention; Governance; SEC Enforcement

25.

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 391 (142,783)

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social networks, market liquidity

26.

ESG-Linked Pay Around the World -Trends, Determinants, and Outcomes

Number of pages: 54 Posted: 15 Apr 2023
Zicklin School of Business, Department of Economics and Finance, Baruch College - The City University of New York, University of Massachusetts, 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 City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 376 (148,693)

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ESG-linked pay, Executive Compensation, Corporate Governance, Managerial Incentives, Corporate Social Responsibility, ESG Disclosure, Employee Satisfaction

27.

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 240 (237,289)
Citation 3

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

28.

Liquidity Shocks and Institutional Trading

Number of pages: 75 Posted: 29 Apr 2022
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 216 (262,381)

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

29.

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 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 206 (274,139)
Citation 1

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Syndicated Bank Loans, Joint Participation, Market Liquidity

30.

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 (1,134,209)
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Executive compensation, pay-for-performance elasticity

31.

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