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Lin Peng
Lin Peng
Baruch College
Verified email at baruch.cuny.edu - Homepage
Title
Cited by
Cited by
Year
Investor attention, overconfidence and category learning
L Peng, W Xiong
Journal of Financial Economics 80 (3), 563-602, 2006
17622006
A tale of two anomalies: The implications of investor attention for price and earnings momentum
K Hou, L Peng, W Xiong
Available at SSRN 976394, 2009
6202009
Learning with information capacity constraints
L Peng
Journal of Financial and Quantitative Analysis 40 (2), 307-329, 2005
4502005
Executive pay, earnings manipulation and shareholder litigation
L Peng, A Roell
Review of Finance 12, 141-184, 2008
402*2008
Is there a risk–return trade‐off? Evidence from high‐frequency data
TG Bali, L Peng
Journal of Applied Econometrics 21 (8), 1169-1198, 2006
2372006
Liquidity Shocks and Stock Market Reactions
T Bali, L Peng, Y Shen, Y Tang
Review of Financial Studies, 2013
2142013
Managerial incentives and stock price manipulation
L Peng, A Röell
Journal of Finance, 487-526, 2014
183*2014
Investor Attention and Time‐varying Comovements
L Peng, W Xiong, T Bollerslev
European Financial Management 13 (3), 394-422, 2007
1502007
Manipulation and equity-based compensation
L Peng, A Röell
American Economic Review 98 (2), 285-290, 2008
1492008
Social proximity to capital: Implications for investors and firms
T Kuchler, Y Li, L Peng, J Stroebel, D Zhou
The Review of Financial Studies 35 (6), 2743-2789, 2022
1112022
R2 and price inefficiency
K Hou, L Peng, W Xiong
Unpublished manuscript, 2006
108*2006
A call auction's impact on price formation and order routing: Evidence from the NASDAQ stock market
MS Pagano, L Peng, RA Schwartz
Journal of Financial Markets 16 (2), 331-361, 2013
1022013
Attention, social interaction, and investor attraction to lottery stocks
TG Bali, D Hirshleifer, L Peng, Y Tang
National Bureau of Economic Research, 2021
1012021
Is R-squared a measure of market inefficiency?
K Hou, L Peng, W Xiong
Princeton University. Economics Department. Working Papers, 2013
622013
Investor attention and asset pricing anomalies
L Jiang, J Liu, L Peng, B Wang
Review of Finance 26 (3), 563-593, 2022
422022
Time to digest and volatility dynamics
L Peng, W Xiong
Working Paper, 2003
382003
Face value: Trait impressions, performance characteristics, and market outcomes for financial analysts
L Peng, SH Teoh, Y Wang, J Yan
Journal of Accounting Research 60 (2), 653-705, 2022
302022
Market returns and a tale of two types of attention
Z Da, J Hua, CC Hung, L Peng
Available at SSRN 3551662, 2023
272023
Investor attention: Seasonal patterns and endogenous allocations
H Liu, L Peng
Proceedings of the FMA Annual Meeting, 2015
232015
Market Structure and Price Formation at Market Openings and Closings–Evidence from Nasdaq Calls
MS Pagano, L Peng, RA Schwartz
Journal of Financial Markets, 331-361., 2013
23*2013
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