Y Peter Chung

University of California Riverside - Riverside / United States

Others

AD Scientific Index ID: 1770839

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Y Peter Chung's MOST POPULAR ARTICLES

1-) The informational role of stock and option volumeK Chan, YP Chung, WM FongThe Review of Financial Studies 15 (4), 1049-1075, 20024542002

2-) Exchange rate fluctuations, political risk, and stock returns: Some evidence from an emerging marketW Bailey, YP ChungJournal of financial and quantitative analysis 30 (4), 541-561, 19954531995

3-) Why option prices lag stock prices: A trading‐based explanationK Chan, YP Chung, H JohnsonThe Journal of Finance 48 (5), 1957-1967, 19933551993

4-) Asset pricing when returns are nonnormal: Fama‐french factors versus higher‐order systematic comomentsYP Chung, H Johnson, MJ SchillThe Journal of Business 79 (2), 923-940, 20063472006

5-) Foreign ownership restrictions and equity price premiums: what drives the demand for cross-border investments?W Bailey, YP Chung, JK KangJournal of financial and quantitative analysis 34 (4), 489-511, 19992821999

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