Lin Peng
Finance · with Röell · 2005–2014
A researcher in the Science corpus: 9 papers; trusts 55 researchers and is trusted by 80 researchers here, as inferred from the citation graph.
Subfields
- Finance — 142 citations into it; #292 of 10,518 by trust here, #859 by citations
- Accounting — 95 citations into it; #1,854 of 8,970 by trust here, #1,864 by citations
- Economics and Econometrics — 85 citations into it; #672 of 23,481 by trust here, #2,250 by citations
- Strategy and Management — 27 citations into it
- General Decision Sciences — 14 citations into it
- Management Science and Operations Research — 8 citations into it; #9,777 of 11,946 by trust here, #4,267 by citations
- Pulmonary and Respiratory Medicine — 5 citations into it
Whom Lin Peng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Christopher A. Sims
- David A. Hirshleifer
- Jose A. Scheinkman
- Brad M. Barber
- Kewei Hou
- Torben G. Andersen
- Michael J. Brennan
- Siew Hong Teoh
- Tim Bollerslev
- Terrance Odean
Who trusts Lin Peng overall
- Turan G. Bali
- David A. Hirshleifer
- Camila C. Pereira
- Zhi Da
- Lauren H. Cohen
- Antonio Gargano
- D. Andrei
- Jacob K. Thomas
- D. Lee
- John Goddard
Papers from Lin Peng's perspective
Ordered by how strongly the researchers Lin Peng trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross-Section of Volatility and Expected Returns
- Common risk factors in the returns on stocks and bonds
- The Cross Section of Expected Stock Returns
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Limited Attention, Information Disclosure, and Financial Reporting
- Evidence of Predictable Behavior of Security Returns
- Economic Links and Predictable Returns
- The High Volume Return Premium
- Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
- MODELING AND FORECASTING REALIZED VOLATILITY
Their papers
- Investor Attention: Overconfidence and Category Learning (2006) — 1,383 citations
- Learning with Information Capacity Constraints (2005) — 325 citations
- A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum (2009) — 394 citations
- Executive Pay and Shareholder Litigation (2008) — 224 citations
- Liquidity Shocks and Stock Market Reactions (2014) — 179 citations
- Managerial Incentives and Stock Price Manipulation (2013) — 137 citations
- Manipulation and Equity-Based Compensation (2008) — 119 citations
- Investor Attention and Time-Varying Comovements (2007) — 112 citations
- Is there a risk–return trade‐off? Evidence from high‐frequency data (2006) — 163 citations