Peng Fei

State Street Global Advisors

Quantiative Research Analyst

One Lincoln St.

Boston, MA 02111

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 22,411

SSRN RANKINGS

Top 22,411

in Total Papers Downloads

3,130

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Stock Selection - an Innovative Application of Genetic Programming Methodology

Number of pages: 16 Posted: 14 Jul 2006
Ying L. Becker, Peng Fei and Anna Lester
IBS, State Street Global Advisors and State Street Global Advisors
Downloads 1,864 (12,236)
Citation 10

Abstract:

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genetic programming, equity market, stock selection, quantitative asset management

2.

An Empirical Study of Multi-Objective Algorithms for Stock Ranking

Genetic Programming Theory and Practice, 2007
Number of pages: 16 Posted: 26 Jun 2007
Ying L. Becker, Harold Fox and Peng Fei
IBS, Massachusetts Institute of Technology (MIT) and State Street Global Advisors
Downloads 638 (57,405)

Abstract:

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genetic programming, multi-objective algorithm, equity market, stock selection, quantitative asset management

3.

Serial Correlation in Analyst Earnings Estimate Revisions

Number of pages: 11 Posted: 14 Jul 2006
Craig Edwards and Peng Fei
State Street Global Advisors and State Street Global Advisors
Downloads 315 (131,712)

Abstract:

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earnings estimate revisions, stock price

4.

Empirical Evidence of Analyst Behavior and Market Reaction to the Earnings Forecast - Does Reg Fd Matter?

Number of pages: 24 Posted: 14 Jul 2006
Peng Fei and Ying L. Becker
State Street Global Advisors and IBS
Downloads 313 (132,590)

Abstract:

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Analyst earnings forecast, analyst trending, drift, Regulation Fair Disclosure, stock returns, market reaction, analyst behavior