Narrow search
Showing 1 - 10 of 119
Cover Image
Why Option Prices Lag Stock Prices: A Trading-based Explanation
Chan, Kalok; Chung, Y.Peter; Johnson, Herb - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1957-1968
Persistent link: https://www.econbiz.de/10006603618
Cover Image
ARTICLES - Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence
Bailey, Warren; Chan, Kalok; Chung, Y.Peter - In: The journal of finance : the journal of the American … 55 (2000) 6, pp. 2693-2718
Persistent link: https://www.econbiz.de/10006566923
Cover Image
The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options
Chan, Kalok; Chung, Y.Peter; Johnson, Herb - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10006707544
Cover Image
Trade size, order imbalance, and the volatility-volume relation
Chan, Kalok; Fong, Wai-Ming - In: Journal of Financial Economics 57 (2000) 2, pp. 247-273
Persistent link: https://www.econbiz.de/10005376684
Cover Image
Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention
Chan, Kalok; Chan, Yue-Cheong; Fong, Wai-Ming - In: Journal of Financial Research 27 (2004) 2, pp. 179-197
The August 1998 Hong Kong government intervention in the stock market offers a natural experiment for studying the relation between a free float and market liquidity, where a free float is the portion of listed share capital that is freely traded on the market. Our findings show that, relative...
Persistent link: https://www.econbiz.de/10005266653
Cover Image
The Informational Role of Stock and Option Volume
Chan, Kalok; Chung, Y. Peter; Fong, Wai-Ming - In: The review of financial studies 15 (2013) 4, pp. 1049-1048
Persistent link: https://www.econbiz.de/10010114452
Cover Image
The Informational Role of Stock and Option Volume
Chan, Kalok; Chung, Y. Peter; Fong, Wai-Ming - In: Review of Financial Studies 15 (2002) 4, pp. 1049-1075
This article analyzes the intraday interdependence of order flows and price movements for actively traded NYSE stocks and their Chicago Board Options Exchange (CBOE)-traded options. Stock net trade volume (buyer-initiated volume minus seller-initiated volume) has strong predictive ability for...
Persistent link: https://www.econbiz.de/10005743886
Cover Image
Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention
Chan, Kalok; Chan, Yue-Cheong; Fong, Wai-Ming - In: The journal of financial research : a publ. of the … 27 (2004) 2, pp. 179-198
Persistent link: https://www.econbiz.de/10006817753
Cover Image
Asset Pricing When Returns Are Nonnormal: Fama-French Factors versus Higher-Order Systematic Comoments
Chung, Y.Peter; Johnson, Herb; Schill, Michael J. - In: The journal of business : B 79 (2006) 2, pp. 923-940
Persistent link: https://www.econbiz.de/10006010333
Cover Image
Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?
Bailey, Warren; Chung, Y.Peter; Kang, Jun-koo - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 489-512
Persistent link: https://www.econbiz.de/10006698801