Y. Peter Chung

University of California at Riverside

Assistant Professor of Finance

900 University Avenue

Riverside, CA 92521

United States

  • University of California at Riverside

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    • Tel: 909-787-3906
    • Fax: 909-787-2933
SCHOLARLY PAPERS

13

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75

CROSSREF CITATIONS

37

Scholarly Papers (13)

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1.

Asset Pricing When Returns are Nonnormal: Fama-French Factors vs. Higher-Order Systematic Co-Moments

Downloads 1,600 (22,380)
Citation 33

Asset Pricing When Returns are Nonnormal: Fama-French Factors vs. Higher-Order Systematic Co-Moments

Number of pages: 27 Posted: 16 Feb 2004
Y. Peter Chung, Herb Johnson and Michael J. Schill
University of California at Riverside, University of California, Riverside (UCR) - Department of Finance and Management Science and University of Virginia - Darden School of Business
Downloads 966 (45,971)

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Asset Pricing When Returns are Nonnormal: Fama-French Factors vs. Higher-Order Systematic Co-Moments

Number of pages: 23 Posted: 17 May 2001
Y. Peter Chung, Herb Johnson and Michael J. Schill
University of California at Riverside, University of California, Riverside (UCR) - Department of Finance and Management Science and University of Virginia - Darden School of Business
Downloads 634 (80,517)
Citation 25

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2.

The Informational Role of Stock and Option Volume

Number of pages: 39 Posted: 26 Jul 1999
Kalok Chan, Y. Peter Chung and Wai Ming Fong
CUHK Business School, University of California at Riverside and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 1,040 (42,065)
Citation 14

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3.

How Important is Capital Structure Policy to Firm Survival?

Number of pages: 48 Posted: 02 Nov 2011 Last Revised: 01 Apr 2013
Y. Peter Chung, Hyun Seung Na and Richard L. Smith
University of California at Riverside, Korea University Business School (KUBS) and University of California, Riverside - Anderson Graduate School of Management
Downloads 795 (61,012)
Citation 6

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Capital structure, Bankruptcy, Acquisition, Oil exploration and development

4.

A Simple but Effective Way to Identify Persistent Performances Among Actively-managed Mutual Funds

Number of pages: 39 Posted: 18 Mar 2011 Last Revised: 14 Aug 2012
Y. Peter Chung and Sukwon Thomas Kim
University of California at Riverside and Independent
Downloads 318 (183,241)

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Mutual Fund, Holdings Data, Luck vs. Skill, Performance evaluation, Skewness

5.

Pricing of Herding

Number of pages: 31 Posted: 18 Sep 2010 Last Revised: 14 Aug 2012
Y. Peter Chung and Sukwon Thomas Kim
University of California at Riverside and Independent
Downloads 187 (307,798)

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Order Imbalance, Commonality, Herding

6.

Distribution of Individual Stock Performances and Fund Manager’s Stock Picking Ability

Number of pages: 29 Posted: 18 Sep 2010
Y. Peter Chung and Sukwon Thomas Kim
University of California at Riverside and Independent
Downloads 170 (335,089)

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Mutual Fund, Holdings Data, Fund Performance, Persistency

7.

Is Asymmetric Correlation in Stock Returns Actually Asymmetric Correlations in Stock Fundamentals?

Number of pages: 22 Posted: 02 Oct 2015
Y. Peter Chung and Sukwon Thomas Kim
University of California at Riverside and Independent
Downloads 131 (414,216)
Citation 3

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Asymmetric correlation, skewness, conditional beta, earnings, trading pressure

8.

Stock Splits are Not Dead: Implications of Reappearing Stock Splits

Number of pages: 51
Fan Li, Y. Peter Chung and Yun Liu
University of Utah - Department of Finance, University of California at Riverside and Claremont Colleges - Keck Graduate Institute
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Attention, Liquidity, Net Sales, Retail Investors, Institutional Ownership, Stock Splits

9.

The Predictability of Stock Returns - a Nonparametric Approach

Posted: 16 Sep 1999
Y. Peter Chung and Zhong-Guo Zhou
University of California at Riverside and California State University, Northridge

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10.

Investment Restrictions and the Pricing of Korean Convertible Eurobonds

Posted: 20 Dec 1998
Warren Bailey, Y. Peter Chung and Jun-Koo Kang
Cornell University, University of California at Riverside and Nanyang Business School, Nanyang Technological University

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11.

The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and Cboe Options

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, September 1995
Posted: 25 Aug 1998
Kalok Chan, Y. Peter Chung and Herb Johnson
CUHK Business School, University of California at Riverside and University of California, Riverside (UCR) - Department of Finance and Management Science

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12.

Foreign Ownership Restrictions and Equity Price Premiums: Some Evidence on Demand, Sentiment, and Information

UC Riverside Working Paper No. 98-02
Posted: 26 Jun 1998
Warren Bailey, Y. Peter Chung and Jun-Koo Kang
Cornell University, University of California at Riverside and Nanyang Business School, Nanyang Technological University

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13.

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

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

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, Volume 30 No. 4, December 1995
Posted: 04 Oct 1995
Warren Bailey and Y. Peter Chung
Cornell University and University of California at Riverside

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

Posted: 10 Oct 1994
Warren Bailey and Y. Peter Chung
Cornell University and University of California at Riverside

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