Concepedia
Statistics
Publications
29
Citations
975
H-Index
19
Active since
2000
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
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
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