Lin Peng

Baruch College/CUNY - Zicklin School of Business

17 Lexington Ave., Box B10-225

New York, NY 10010

United States

SCHOLARLY PAPERS

14

DOWNLOADS
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9,742

CITATIONS
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Top 1,849

in Total Papers Citations

304

Scholarly Papers (14)

1.

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 Baruch College/CUNY - Zicklin School of Business
Downloads 1,451 (8,966)
Citation 64

Abstract:

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

2.
Downloads 1,423 ( 9,893)
Citation 2

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, Baruch College/CUNY - Zicklin School of Business, Bentley University and Fordham University - Gabelli School of Business
Downloads 1,055 (15,613)
Citation 2

Abstract:

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, Baruch College/CUNY - Zicklin School of Business, Bentley University and Fordham University - Gabelli School of Business
Downloads 250 (100,639)
Citation 2

Abstract:

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, Baruch College/CUNY - Zicklin School of Business, Bentley University and Fordham University - Gabelli School of Business
Downloads 118 (198,458)
Citation 2

Abstract:

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

3.

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 Baruch College/CUNY - Zicklin School of Business
Downloads 1,236 (10,937)
Citation 15

Abstract:

4.

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 Baruch College/CUNY - Zicklin School of Business
Downloads 1,229 (6,814)
Citation 43

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 Baruch College/CUNY - Zicklin School of Business
Downloads 812 (22,476)
Citation 21

Abstract:

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

6.
Downloads 713 ( 28,204)
Citation 16

Managerial Incentives and Stock Price Manipulation

Number of pages: 62 Posted: 05 Jan 2009 Last Revised: 19 Mar 2014
Lin Peng and Ailsa Röell
Baruch College/CUNY - Zicklin School of Business and Columbia University, School of International and Public Affairs
Downloads 710 (27,927)
Citation 15

Abstract:

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
Baruch College/CUNY - Zicklin School of Business and Columbia University, School of International and Public Affairs
Downloads 3 (555,926)
Citation 16
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Abstract:

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
Baruch College/CUNY - Zicklin School of Business
Downloads 441 (47,867)
Citation 42

Abstract:

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
Baruch College/CUNY - Zicklin School of Business and Princeton University - Department of Economics
Downloads 343 (70,713)
Citation 77

Abstract:

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
Wei Xiong and Lin Peng
Princeton University - Department of Economics and Baruch College/CUNY - Zicklin School of Business
Downloads 61 (302,390)
Citation 77

Abstract:

Investor Attention, Overconfidence and Category Learning

Journal of Financial Economics, Forthcoming
Posted: 29 Aug 2005
Lin Peng and Wei Xiong
Baruch College/CUNY - Zicklin School of Business and Princeton University - Department of Economics

Abstract:

Limited Attention, Category Effects, Behavioral Biases, Comovement, Return Predictability

9.
Downloads 357 ( 68,007)
Citation 8

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, Baruch College/CUNY - Zicklin School of Business and Duke University - Finance
Downloads 335 (72,684)
Citation 8

Abstract:

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
Baruch College/CUNY - Zicklin School of Business, Princeton University - Department of Economics and Duke University - Finance
Downloads 22 (449,560)
Citation 8
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Abstract:

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
Baruch College/CUNY - Zicklin School of Business and Columbia University, School of International and Public Affairs
Downloads 236 (63,813)
Citation 12

Abstract:

Manipulation, executive compensation, pay elasticity

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 Baruch College/CUNY - Zicklin School of Business
Downloads 219 (98,996)
Citation 2

Abstract:

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

12.

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, CUNY Baruch College - Zicklin School of Business - Department of Economics and Finance, Pace University - Lubin School of Business - Department of Finance and Economics and Baruch College/CUNY - Zicklin School of Business
Downloads 139 (161,426)
Citation 2

Abstract:

Syndicated Bank Loans, Joint Participation, Market Liquidity

13.

CEO Incentives: Measurement, Determinants, and Impact on Performance

Number of pages: 89 Posted: 28 May 2016
Lin Peng, Ailsa Röell and Hongfei Tang
Baruch College/CUNY - Zicklin School of Business, Columbia University, School of International and Public Affairs and Seton Hall University
Downloads 0 (191,492)

Abstract:

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

14.

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
Baruch College/CUNY - Zicklin School of Business and Columbia University, School of International and Public Affairs

Abstract:

G30, G34, J33, K22, M41