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Lin Peng

Associate Professor of Economics and Finance

Associate Professor of Economics and Finance

lin.peng@baruch.cuny.edu
http://faculty.baruch.cuny.edu/lpeng

Education:

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.

Selected Publications:

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.

Academic Activities:

  • 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.

Professional Activities:

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

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