Concepedia

Y. Peter Chung

YP

Statistics

Publications

22

Citations

2K

H-Index

16

Active since

1991

Affiliations

University of California, Riverside(Current)

Cornell University

University of Hong Kong

Hong Kong University of Science and Technology

Arizona State University

Y. Peter Chung is an author at University of California, Riverside specializing in financial economics, finance, and economics.

ORCID

Publications per year

1991–2017

22

Publications

22

The Informational Role of Stock and Option Volume

Kalok Chan, Y. Peter Chung, Wai‐Ming Fong · Review of Financial Studies · 2002 · 319 citations

, , +16

Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market

Warren Bailey, Y. Peter Chung · Journal of Financial and Quantitative Analysis · 1995 · 272 citations

, , +17

Why Option Prices Lag Stock Prices: A Trading‐based Explanation

Kalok Chan, Y. Peter Chung, Herb Johnson · The Journal of Finance · 1993 · 218 citations

, , +14

Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?

Warren Bailey, Y. Peter Chung, Jun‐Koo Kang · Journal of Financial and Quantitative Analysis · 1999 · 212 citations

, , +16

Asset Pricing When Returns Are Nonnormal: Fama‐French Factors versus Higher‐Order Systematic Comoments*

Y. Peter Chung, Herb Johnson, Michael J. Schill · The Journal of Business · 2006 · 176 citations

, , +17

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