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Lin Peng
Assistant Professor of Economics and Finance
lin_peng@baruch.cuny.edu
http://faculty.baruch.cuny.edu/peng
Education:
MA Wesleyan University Biology 1998 PhD Duke University, NC Finance 2002
Areas of Expertise:
Asset pricing, market microstructure
Selected Publications:
“Investor Attention, Overconfidence and Category Learning,” (with Wei Xiong), Journal of Financial Economics, forthcoming.
“Is There a Risk-Return Tradeoff? Evidence from High-Frequency Data,” (with Turan Bali). Journal of Applied Econometrics, forthcoming.
“Learning with Information Capacity Constraints,” Journal of Financial and Quantitative Analysis, June 2005
Three essays ("Market Makers," "Market Liquidity," and "The Structure of Security Markets"), with Robert A. Schwartz, in The Encyclopedia of Finance, C.F. Lee, Editor, Kluwer Academic Press, forthcoming.
Academic Activities:
Invited seminar at Baruch College, Columbia University, Cornell University, Duke University, Federal Reserve Bank, Board of Governors, Indiana University at Bloomington, New York University, Northwestern University, Ohio State University, Peking University, Penn. State University, Princeton University, Yale University, University of Hong Kong, University of North Carolina at Chapel Hill, University of Notre Dame, University of Washington.
Conference participation: The 2005 Western Finance Association Meetings, the 65rd annual Meeting of American Finance Association, Center for Economic Policy Research (CEPR) European Summer Symposium in Financial Markets, the Financial Intermediation Society Conference on Banking, Insurance and Intermediation, Corporate Governance at the Crossroads, the 2003 Western Finance Association Meetings, the 2003 Summer Meeting of Econometric Society, the 63rd annual meeting of American Finance Association, the 2002 microstructure conference at Rutgers, 2002 international finance conference, the 2002 Frank Batten young scholars conference, 9th semiannual meeting of the Washington area finance Association, 51st annual meeting of the Midwest finance association, 12th annual conference on financial economics and accounting.
Professional Activities:
Referee for Journal of Political Economy, Journal of Finance, Review of Financial Studies, Journal of Financial Econometrics, Journal of Empirical Finance, Journal of the European Economic Association.
Member of American Finance Association, Western Finance Association, Econometric Society
Awards, Honors, etc.:
Eugene M. Lang Junior Faculty Research Fellowship, 2005-2006
Professional Staff Congress-CUNY Research Award, 2005-2006
Professional Staff Congress-CUNY Research Award, 2004-2005
Professional Staff Congress-CUNY Research Award, 2003-2004
Duke University Doctoral Fellowship, 1997-2002
Ph.D. student fellowship, Wesleyan University, 1995-1997