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

27

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16,728

SSRN CITATIONS
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Top 1,462

in Total Papers Citations

330

CROSSREF CITATIONS

528

Scholarly Papers (27)

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 3,044 (5,075)
Citation 114

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2.
Downloads 1,679 ( 13,259)
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
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 UniversityCUNY Baruch College and Fordham University - Gabelli School of Business
Downloads 1,215 (21,390)
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 - Robert Emmett 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 319 (120,904)
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
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 UniversityCUNY Baruch College and Fordham University - Gabelli School of Business
Downloads 145 (255,292)

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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 1,605 (14,209)
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 1,532 (15,318)
Citation 26

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5.

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: 69 Posted: 15 Mar 2019 Last Revised: 29 Nov 2021
Georgetown University - Robert Emmett McDonough School of Business, Marshall School of Business, USCUniversity 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 990 (29,527)
Citation 21

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

6.

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 868 (35,228)
Citation 5

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

7.
Downloads 858 ( 35,801)
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 855 (35,430)
Citation 12

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Executive compensation, corporate governance, manipulation uncertainty, long- versus short-term

Managerial Incentives and Stock Price Manipulation

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 (813,400)
Citation 9
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corporate governance, Executive compensation, long- versus short-term, manipulation uncertainty

8.

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 554 (63,767)
Citation 19

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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 415 (89,654)
Citation 38

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Limited attention, category effects, behavioral biases, comovement, return predictability

Investor Attention: Overconfidence and Category Learning

Number of pages: 54 Posted: 06 Jul 2005 Last Revised: 27 Aug 2021
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 118 (298,953)
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

10.

Market Returns and a Tale of Two Types of Attention

Number of pages: 59 Posted: 03 Apr 2020 Last Revised: 18 May 2021
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 521 (68,897)

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Return Predictability, Institutional Attention, Retail Attention

11.

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 484 (75,435)
Citation 3

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Manipulation, executive compensation, pay elasticity

12.

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

Number of pages: 65 Posted: 14 Dec 2020 Last Revised: 07 Sep 2021
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
Downloads 412 (91,239)

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

13.
Downloads 406 ( 92,813)
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 384 (98,167)

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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 (654,964)
Citation 3
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14.

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 389 (97,815)
Citation 2

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

15.

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
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 368 (104,146)

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

16.

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: 04 Oct 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 361 (106,449)
Citation 3

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

17.

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 349 (110,169)
Citation 12

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

18.

Joint News, Attention Spillover, and Market Returns

Number of pages: 63 Posted: 07 Mar 2017 Last Revised: 22 Nov 2021
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, Singapore Management University - School of Economics and Singapore Management University - Lee Kong Chian School of Business
Downloads 339 (113,810)
Citation 1

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Attention spillover, News, Investor base, EDGAR search, Return predictability, Self news

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 311 (124,224)

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Social Networks, Social Connectedness Index, Institutional Investors

Social Proximity to Capital: Implications for Investors and Firms

Number of pages: 56 Posted: 09 Jun 2020 Last Revised: 18 Nov 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 12 (735,994)
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Social Proximity to Capital: Implications for Investors and Firms

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 (824,094)
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institutional investors, Social Connectedness Index, Social Networks

20.

Social Networks and Market Reactions to Earnings News

Number of pages: 83 Posted: 12 Apr 2021
Marshall School of Business, USCUniversity 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 Hong Kong Baptist University (HKBU)
Downloads 266 (147,080)
Citation 1

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

21.

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 183 (209,428)
Citation 3

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

22.

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 Concordia University - John Molson School of Business
Downloads 178 (214,465)

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

23.

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
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 178 (214,465)
Citation 1

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Syndicated Bank Loans, Joint Participation, Market Liquidity

24.

Retail Investor Attention and Insider Trading

Number of pages: 62 Posted: 22 Apr 2021
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 155 (242,356)

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

25.

Social Ties and Peer Effects in Crowdfunding Markets

Number of pages: 55 Posted: 14 Dec 2020 Last Revised: 27 Oct 2021
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 150 (247,740)
Citation 1

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

26.

CEO Incentives: Measurement, Determinants, and Impact on Performance

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 (800,684)
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Executive compensation, pay-for-performance elasticity

27.

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