Peter P. Lung

University of Texas at Arlington

415 S West St Apt no 205

Arlington, TX 76019

United States

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SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Trading in the Options Market Around the Financial Analysts’ Consensus Revision

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 42 Posted: 18 Jan 2013 Last Revised: 18 Jun 2015

Darren K. Hayunga and Peter P. Lung

University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Texas at Arlington

Downloads 348 (134,292)

Citation 4

Abstract:

2.

Cashing in on Fear: Implied Jump Risk Premium and the Cross-Section of Option Returns

Number of pages: 31 Posted: 22 Jun 2011

Mishuk Chowdhury, Peter P. Lung and John David Diltz

University of Texas at Arlington, University of Texas at Arlington and Central Michigan University - Department of Finance and Law

Downloads 179 (257,549)

Abstract:

3.

Explaining Asset Mispricing Using the Resale Option and Inflation Illusion

Number of pages: 50 Posted: 30 Mar 2010

Darren K. Hayunga and Peter P. Lung

University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Texas at Arlington

Downloads 122 (350,559)

Abstract:

4.

Derivatives Traders’ Reaction to Mispricing in the Underlying Equity

Journal of Banking and Finance, Vol. 36, No. 9, 2438–2454, 2012

Number of pages: 17 Posted: 14 Jun 2010 Last Revised: 26 Jul 2012

Darren K. Hayunga, Richard Holowczak, Peter P. Lung and Takeshi Nishikawa

University of Georgia - Department of Insurance, Legal Studies, Real Estate, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics, University of Texas at Arlington and University of Colorado at Denver

Downloads 72 (491,085)

Abstract:

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