- Professor and Krell Chair
- Bert W. Wasserman Department of Economics and Finance
- (646) 312-3491
Lin Peng, PhD, is Professor and Krell Chair of Finance at the Zicklin School of Business. She has taught investment analysis, fixed income analysis, market microstructure, and financial market frictions at the undergraduate, masters and doctoral levels. Dr. Peng’s diverse research interests encompass asset pricing, behavioral finance, market microstructure, and corporate governance. Her research has been published in leading economics and finance journals, including American Economics Review, Journal of Finance, Review of Financial Studies, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Review of Finance, Journal of Financial Intermediation, and Journal of Financial Markets. Her paper on executive compensation and earnings manipulation was published as the lead article by the Journal of Finance, and her article on liquidity shocks and market reactions won the Chinese Finance Association Best Paper Award. Peng is the winner of numerous research grants and faculty recognition awards for research and teaching excellence. Her work has been featured by media outlets such as Reuters and Institutional Investor. Previously a visiting professor at Princeton University, Rutgers University, and Peking University, she holds an MS from Wesleyan University and a PhD in finance from Duke University.
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.
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