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Y

Y. Peter Chung

University of California System

16H指数
49论文数
2.1K被引数
收录论文 13
发表时间
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Extreme Returns and Herding of Trade Imbalances
errREVIEW OF FINANCE
IF8.4
err2017-02-16
err4
PREAI
errChung, Y. Peter; Kim, S. Thomas
err分享
err收藏
How important is capital structure policy to firm survival?
errJOURNAL OF CORPORATE FINANCE
IF5.9
err2013-09-01
err31
PREAI
errChung, Y. Peter; Na, Hyun Seung; Smith, Richard
err分享
err收藏
The critical stock price for the American put option
errFINANCE RESEARCH LETTERS
IF6.9
err2011-03-01
err1
PREAI
errChung, Y. Peter; Johnson, Herb; Polimenis, Vassilis
err分享
err收藏
Extendible options: The general case
errFINANCE RESEARCH LETTERS
IF6.9
err2011-03-01
err6
PREAI
errChung, Y. Peter; Johnson, Herb
err分享
err收藏
Depositary Receipts, country funds, and the Peso crash: The intraday evidence
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err23
PREAI
errBailey, W; Chan, KL; Chung, YP
err分享
err收藏
The informational role of stock and option volume
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2002-07-01
err170
PREAI
errChan, K; Chung, YP; Fong, WM
err分享
err收藏
Foreign ownership restrictions and equity price premiums: What drives the demand for cross-border investments?
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err1999-12-01
err95
PREAI
errBailey, W; Chung, YP; Kang, JK
err分享
err收藏
Exchange rate fluctuations, political risk, and stock returns: Some evidence from an emerging market
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err1995-12-01
err121
PREAI
errBailey, W; Chung, YP
err分享
err收藏
THE INTRADAY BEHAVIOR OF BID-ASK SPREADS FOR NYSE STOCKS AND CBOE OPTIONS
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err1995-09-01
err89
PREAI
errCHAN, K; CHUNG, YP; JOHNSON, H
err分享
err收藏
VECTOR AUTOREGRESSION OR SIMULTANEOUS-EQUATIONS MODEL - THE INTRADAY RELATIONSHIP BETWEEN INDEX ARBITRAGE AND MARKET VOLATILITY
errJOURNAL OF BANKING & FINANCE
IF3.8
err1995-04-01
err11
PREAI
errCHAN, K; CHUNG, YP
err分享
err收藏
WHY OPTION PRICES LAG STOCK-PRICES - A TRADING-BASED EXPLANATION
errJOURNAL OF FINANCE
IF9.5
err1993-12-01
err117
PREAI
errCHAN, K; CHUNG, YP; JOHNSON, H
err分享
err收藏
INTRADAY RELATIONSHIPS AMONG INDEX ARBITRAGE, SPOT AND FUTURES PRICE VOLATILITY, AND SPOT MARKET VOLUME - A TRANSACTIONS DATA TEST
errJOURNAL OF BANKING & FINANCE
IF3.8
err1993-06-01
err28
PREAI
errCHAN, K; CHUNG, YP
err分享
err收藏
A TRANSACTIONS DATA TEST OF STOCK INDEX FUTURES MARKET-EFFICIENCY AND INDEX ARBITRAGE PROFITABILITY
errJOURNAL OF FINANCE
IF9.5
err1991-12-01
err73
errOAAI
errCHUNG, YP
err分享
err收藏

研究方向

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合作学者
合作期刊
R
Richard L. Smith
H 指数: 97 · 论文数: 974
J
Jun‐Koo Kang
H 指数: 45 · 论文数: 180
K
Kalok Chan
H 指数: 39 · 论文数: 127
H
Herb Johnson
H 指数: 20 · 论文数: 41
W
Warren Bailey
H 指数: 19 · 论文数: 84
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