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TESTING THE NET BUYING PRESSURE HYPOTHESIS DURING THE ASIAN FINANCIAL CRISIS: EVIDENCE FROM HANG SENG INDEX OPTIONS
Chan, Kam C.; Cheng, Louis T.W.; Lung, Peter P. - In: The journal of financial research : a publ. of the … 29 (2006) 1, pp. 43-62
Persistent link: https://www.econbiz.de/10006809160
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Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options
Chan, Kam C.; Cheng, Louis T.W.; Lung, Peter P. - In: The journal of futures markets 24 (2004) 12, pp. 1165-1194
Persistent link: https://www.econbiz.de/10006815197
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Informed trading under different market conditions and moneyness: Evidence from TXO options
Chan, Kam C.; Chang, Yuanchen; Lung, Peter P. - In: Pacific-Basin finance journal 17 (2009) 2, pp. 189-208
Persistent link: https://www.econbiz.de/10008175276
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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. 317-350
Persistent link: https://www.econbiz.de/10008252127
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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. 624-658
Persistent link: https://www.econbiz.de/10008447855
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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. 417-440
Persistent link: https://www.econbiz.de/10007745053
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Research ranking of finance departments : a threshold citation approach
Chan, Kam C.; Lung, Peter P.; Wolfe, Edward R. - In: Advances in financial education : journal of the … 6 (2008) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10009882088
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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. 1-24
Persistent link: https://www.econbiz.de/10006422977
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Moneyness and the response of the implied volatilities to price changes: The empirical evidence from HSI options
Chan, Kam C.; Cheng, Louis T.W.; Lung, Peter P. - In: Pacific-Basin finance journal 11 (2003) 4, pp. 527
Persistent link: https://www.econbiz.de/10007232433
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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/10007226988