Associate Professor of Economics and Finance
MA Wesleyan University Biology 1998 PhD Duke University, NC Finance 2002
Areas of Expertise:
Investor Attention, Learning and Asset Pricing; Market Microstructure and Financial Institutions; Corporate Governance and Executive Compensation.
Linda Allen, Aron Gottesman and Lin Peng, “The Impact of Joint Participation on Liquidity in Equity and Syndicated Bank Loan Markets,” Journal of Financial Intermediation, 2012, 21(1), 50-78.
"Executive Pay, Earnings Manipulation and Shareholder Lawsuits" (with Ailsa Roell), Review of Finance, 2008, 12, 141-184.
"Manipulation and Equity-Based Compensation" (with Ailsa Roell), American Economic Review, 2008, 98(2): 285-90.
"Investor Attention and Time-Varying Comovements" (with Tim Bollerslev and Wei Xiong), European Financial Management, 2007, 13, 394-422.
Three chapters ("Market Makers," "Market Liquidity," and "The Structure of Security Markets") (with Robert A. Schwartz), The Encyclopedia of Finance, C.F. Leeand A. Lee, Editor, Kluwer Academic Press, 2006.
"Investor Attention, Overconfidence and Category Learning," (with Wei Xiong), Journal of Financial Economics 80, 2006, 563-602.
"Is There a Risk-Return Tradeoff? Evidence from High-Frequency Data" (with Turan Bali), Journal of Applied Econometrics, 2006, 21, 1169-1198.
"Learning with Information Capacity Constraints," Journal of Financial and Quantitative Analysis 40, 2005,307-329.
- Conference participation:
2011: China International Conference in Finance, The Thirteenth NBER-CCER Conference on China and the World Economy, First Paris spring Corporate Finance Conference
2009: Financial Intermediation Research Society’s 2009 meetings, Mid-Atlantic Research Conference in Finance meeting in Philadelphia, Midwest Finance Association Meeting (Chicago)
2008: Annual Meeting of the Financial Management Association, American Economic Association Meeting
2007: Triple Crown Conference, Financial Management Association Meeting, The 9th Texas Finance Festival (April), American Finance Association Meetings, The 17th Annual Conference on Financial Economics and Accounting
2006: NY Fed/NYU conference on Financial Intermediation, The CRSP Forum, The Financial Intermediation Society Conference on Banking, Corporate Finance and Intermediation, Valuation in Financial Markets.
Referee for Journal of Political Economy, Journal of Finance, Review of Financial Studies, Journal of the European Economic Association, Review of Finance, Journal of Financial Markets, , Journal of Banking and Finance, Journal of Economic Dynamics and Control, Economic Journal, Journal of Empirical Finance, Journal of Financial Econometrics, Financial Review, Southern Economic Journal, Southern Economic Journal, Review of Quantitative Finance and Accounting
Member of American Finance Association, Western Finance Association, Econometric Society
Awards, Honors, etc.:
Professional Staff Congress-CUNY Research Award, 2011, 2010, 2009, 2008, 2007, 2006, 2005, 2004, 2003
Faculty Recognition Award for research excellence, Baruch College, 2009, 2008, 2007, 2006
Award for Teaching Excellence, Baruch College, Zicklin School of Business, 2007
Institute for Quantitative Research in Finance (Q-Group) Research Award, 2006
Dean’s Letter for Teaching Excellence, Zicklin School of Business, 2005, 2004, 2003
Eugene M. Lang Junior Faculty Research Fellowship, 2005
Duke University Doctoral Fellowship, 1997-2002
Ph.D. student fellowship, Wesleyan University, 1995-1997