Concepedia

San‐Lin Chung

SC

29

Publications

975

Citations

19

H-Index

2000

Active since

Affiliations

National Taiwan University(Current)

National Central University

National Sun Yat-sen University

National Chung Hsing University

National Chengchi University

San‐Lin Chung is an author at National Taiwan University specializing in business, asset pricing, and finance.

Top concepts

BusinessAsset PricingFinanceOption PricingFinancial EconomicsEconomicsEconomic AnalysisManagementEngineeringNumerical Analysis

Publications per year

2000–2018

29

Publications

29

When does investor sentiment predict stock returns?

San‐Lin Chung, Chi-Hsiou Daniel Hung, Chung-Ying Yeh · Journal of Empirical Finance · 2012 · 259 citations

Financial Economics, Asset Pricing, Behavioral Finance +4

The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index

San‐Lin Chung, Wei‐Che Tsai, Yaw‐Huei Wang et al. · Journal of Futures Markets · 2011 · 60 citations

Economics, Volatility Modeling, Financial Economics +12

Richardson extrapolation techniques for the pricing of American‐style options

Chuang‐Chang Chang, San‐Lin Chung, Richard C. Stapleton · Journal of Futures Markets · 2007 · 60 citations

Numerical Analysis, Option Pricing, Repeated‐richardson Extrapolation Approach +11

The diversification effects of volatility-related assets

Hsuan‐Chi Chen, San‐Lin Chung, Keng‐Yu Ho · Journal of Banking & Finance · 2010 · 55 citations

Volatility Modeling, Financial Economics, Asset Pricing +6

Static hedging and pricing American options

San‐Lin Chung, Pai‐Ta Shih · Journal of Banking & Finance · 2009 · 40 citations

Option Pricing, Static Hedging, Financial Economics +6

Rows per page

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