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Stock and option market divergence in the presence of noisy information

Chen, Carl R.; Diltz, J. David; Huang, Ying; Lung, Peter P. - In: Journal of banking & finance 35 (2011) 8, pp. 2001-2020

Persistent link: https://www.econbiz.de/10009247354

Stock and option market divergence in the presence of noisy information

Chen, Carl R.; Diltz, J. David; Huang, Ying; Lung, Peter P. - In: Journal of Banking & Finance 35 (2011) 8, pp. 2001-2020

We examine market behavior of the stock and option markets upon the arrival of noisy information in the form of CNBC's Mad Money recommendations. If stock and option markets are not equally efficient, they should respond differently to noisy information, with the less efficient market more...

Persistent link: https://www.econbiz.de/10009142858

Stock market mispricing : money illusion or resale option?

Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1125-1147

Persistent link: https://www.econbiz.de/10003938874

One-and-a-half decades of global research output in finance : 1990 - 2004

Chan, Kam C.; Chen, Carl R.; Lung, Peter P. - In: Review of quantitative finance and accounting 28 (2007) 4, pp. 417-439

Persistent link: https://www.econbiz.de/10003492874

Mispricing and the cross-section of stock returns

Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 32 (2009) 4, pp. 317-349

Persistent link: https://www.econbiz.de/10003873804

Business cycles and net buying pressure in the S&P 500 futures options

Chan, Kam C.; Chen, Carl R.; Lung, Peter P. - In: European financial management : the journal of the … 16 (2010) 4, pp. 624-657

Persistent link: https://www.econbiz.de/10008658800

Where are the sources of stock market mispricing and excess volatility?

Chen, Carl R.; Lung, Peter P.; Wang, F. Albert - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 631-650

Persistent link: https://www.econbiz.de/10010246406

Ranking of finance programs in the Asia-Pacific region: an update

Chan, Kam C.; Chen, Carl R.; Lung, Peter P. - In: Pacific-Basin finance journal 13 (2005) 5, pp. 584-600

Persistent link: https://www.econbiz.de/10003176671

Information flow between the stock and option markets : where do informed traders trade?

Chen, Carl R.; Lung, Peter P.; Tay, Nicholas S. P. - In: Review of financial economics : RFE 14 (2005) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10002524194

Ranking of finance programs in the Asia-Pacific region: An update

Chan, Kam C.; Chen, Carl R.; Lung, Peter P. - In: Pacific-Basin Finance Journal 13 (2005) 5, pp. 584-600

Persistent link: https://www.econbiz.de/10005372443

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