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Lin Peng

Professor of Economics and Finance

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:

  • The effects of investor attention on asset prices;
  • The relation between risk and return;
  • The impact of market structure design on price efficiency;
  • The role of financial intermediaries on market liquidity;
  • Corporate governance and optimal executive compensation policies

Selected Publications:

Liquidity Shocks and Market Reactions (with Turan Bali, Yannan Shen and Yi Tang). Review of Financial Studies, 2014, 27 (5), 1434-1485. Winner of TCFA Best Paper Award

Managerial Incentives and Stock Price Manipulation (with Ailsa Roell). Journal of Finance, 2014, 69, 487–526. (Lead Article)

The Impact of Joint Participation on Liquidity in Equity and Syndicated Bank Loan Markets (with Linda Allen and Aron Gottesman). Journal of Financial Intermediation, 2012, 21(1), 50-78.

Manipulation and Equity-Based Compensation (with Ailsa Roell). American Economic Review, 2008, 98(2): 285-90.

Executive Pay, Earnings Manipulation and Shareholder Lawsuits (with Ailsa Roell). Review of Finance, 2008, 12, 141-184.

Investor Attention, Overconfidence and Category Learning (with Wei Xiong). Journal of Financial Economics, 80, 2006, 563-602.

Learning with Information Capacity Constraints. Journal of Financial and Quantitative Analysis, 40, 2005, 307-329.

Academic Activities:

  • Conference participation:

2014: China International Conference in Finance, Third Symposium on Emerging Financial Markets: China and Beyond.

2013: Triple Crown Conference, Frontiers in Corporate Finance Conference, China International Conference in Finance, Seventh Annual Risk Management Conference Singapore, Summer Institute of Finance.

2012: Conference on Liquidity Risk Management, Financial Management Association Meetings, State Street Quant Forum, TCFA Best Paper Symposium, Deutsche Bank Global Quant Conference, Symposium on China’s Financial Markets.

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.:

Wasserman Summer Research Award, 2014, 2013, 2012

Professional Staff Congress-CUNY Research Award, 2014, 2012, 2011, 2010, 2009, 2008, 2007, 2006, 2005, 2004, 2003

Faculty Recognition Award for research excellence, Baruch College, 2013, 2009, 2008, 2007, 2006

The Chinese Finance Association Best Paper Award: "Liquidity Shocks and Market Reactions", 2012

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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