Sanlin Chung

Sanlin Chung

National Taiwan University - Taipei / Taiwan
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 428157
國立台灣大學
person_outline Sanlin Chung's MOST POPULAR ARTICLES
1-) When does investor sentiment predict stock returns? Journal of Empirical Finance 19 (2), 217-240, 2012
2-) Richardson extrapolation techniques for the pricing of American‐style options Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007
3-) The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index Journal of Futures Markets 31 (12), 1170-1201, 2011
4-) The diversification effects of volatility-related assets Journal of Banking & Finance 35 (5), 1179-1189, 2011
5-) Static hedging and pricing American options Journal of Banking & Finance 33 (11), 2140-2149, 2009