Concepedia
Statistics
Publications
13
Citations
381
H-Index
12
Active since
2004
Affiliations
University of Dayton(Current)
The University of Texas at Arlington
Western Kentucky University
University of Denver
Beijing Jiaotong University
Peter P. Lung is an author at University of Dayton specializing in finance, business, and asset pricing.
Top concepts
FinanceBusinessAsset PricingFinancial EconomicsEconomicsOption PricingEmpirical FinanceEconomic AnalysisManagementGlobal Finance
Publications per year
2004–2020
Information flow between the stock and option markets: Where do informed traders trade?
Carl R. Chen, Peter P. Lung, Nicholas S. P. Tay · Review of Financial Economics · 2004 · 58 citations
Trading in the Options Market around Financial Analysts’ Consensus Revisions
Darren K. Hayunga, Peter P. Lung · Journal of Financial and Quantitative Analysis · 2014 · 56 citations
Market Microstructure, Option Pricing, Financial Economics +14
Stock Market Mispricing: Money Illusion or Resale Option?
Carl R. Chen, Peter P. Lung, F. Albert Wang · Journal of Financial and Quantitative Analysis · 2009 · 47 citations
Empirical Finance, Economics, Financial Economics +10
One-and-a-half decades of global research output in Finance: 1990–2004
Kam C. Chan, Carl R. Chen, Peter P. Lung · Review of Quantitative Finance and Accounting · 2007 · 32 citations
Economics, International Finance, International Capital Market +3
Informed trading under different market conditions and moneyness: Evidence from TXO options
Kam C. Chan, Yuanchen Chang, Peter P. Lung · Pacific-Basin Finance Journal · 2008 · 31 citations
Empirical Finance, Market Microstructure, Economics +9
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