Investor attention, overconfidence and category learning L Peng, W Xiong Journal of Financial Economics 80 (3), 563-602, 2006 | 1793 | 2006 |
A tale of two anomalies: The implications of investor attention for price and earnings momentum K Hou, L Peng, W Xiong Available at SSRN 976394, 2009 | 628 | 2009 |
Learning with information capacity constraints L Peng Journal of Financial and Quantitative Analysis 40 (2), 307-329, 2005 | 458 | 2005 |
Executive pay, earnings manipulation and shareholder litigation L Peng, A Roell Review of Finance 12, 141-184, 2008 | 401* | 2008 |
Is there a risk–return trade‐off? Evidence from high‐frequency data TG Bali, L Peng Journal of Applied Econometrics 21 (8), 1169-1198, 2006 | 241 | 2006 |
Liquidity Shocks and Stock Market Reactions T Bali, L Peng, Y Shen, Y Tang Review of Financial Studies, 2013 | 219 | 2013 |
Managerial incentives and stock price manipulation L Peng, A Röell Journal of Finance, 487-526, 2014 | 191* | 2014 |
Manipulation and equity-based compensation L Peng, A Röell American Economic Review 98 (2), 285-290, 2008 | 160 | 2008 |
Investor Attention and Time‐varying Comovements L Peng, W Xiong, T Bollerslev European Financial Management 13 (3), 394-422, 2007 | 153 | 2007 |
Social proximity to capital: Implications for investors and firms T Kuchler, Y Li, L Peng, J Stroebel, D Zhou The Review of Financial Studies 35 (6), 2743-2789, 2022 | 116 | 2022 |
Attention, social interaction, and investor attraction to lottery stocks TG Bali, D Hirshleifer, L Peng, Y Tang National Bureau of Economic Research, 2021 | 110 | 2021 |
R2 and price inefficiency K Hou, L Peng, W Xiong Unpublished manuscript, 2006 | 108* | 2006 |
A call auction's impact on price formation and order routing: Evidence from the NASDAQ stock market MS Pagano, L Peng, RA Schwartz Journal of Financial Markets 16 (2), 331-361, 2013 | 105 | 2013 |
Is R-squared a measure of market inefficiency? K Hou, L Peng, W Xiong Princeton University. Economics Department. Working Papers, 2013 | 62 | 2013 |
Investor attention and asset pricing anomalies L Jiang, J Liu, L Peng, B Wang Review of Finance 26 (3), 563-593, 2022 | 45 | 2022 |
Face value: Trait impressions, performance characteristics, and market outcomes for financial analysts L Peng, SH Teoh, Y Wang, J Yan Journal of Accounting Research 60 (2), 653-705, 2022 | 37 | 2022 |
Time to digest and volatility dynamics L Peng, W Xiong Working Paper, 2003 | 37 | 2003 |
Market returns and a tale of two types of attention Z Da, J Hua, TCC Hung, L Peng Available at SSRN 3551662, 2024 | 29 | 2024 |
Market Structure and Price Formation at Market Openings and Closings–Evidence from Nasdaq Calls MS Pagano, L Peng, RA Schwartz Journal of Financial Markets, 331-361., 2013 | 26* | 2013 |
News diffusion in social networks and stock market reactions D Hirshleifer, L Peng, Q Wang The Review of Financial Studies, hhae025, 2024 | 23 | 2024 |