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

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

12

DOWNLOADS
Rank 18,251

SSRN RANKINGS

Top 18,251

in Total Papers Downloads

3,916

SSRN CITATIONS
Rank 16,163

SSRN RANKINGS

Top 16,163

in Total Papers Citations

31

CROSSREF CITATIONS

37

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

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

Downloads 1,518 ( 17,229)
Citation 24

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 925 (34,981)

Abstract:

Loading...

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 593 (63,399)
Citation 25

Abstract:

Loading...

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 962 (33,598)
Citation 14

Abstract:

Loading...

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 738 (48,321)
Citation 6

Abstract:

Loading...

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 278 (152,664)

Abstract:

Loading...

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 164 (248,701)

Abstract:

Loading...

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 145 (275,078)

Abstract:

Loading...

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 111 (335,058)
Citation 2

Abstract:

Loading...

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

8.

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

Abstract:

Loading...

9.

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

Abstract:

Loading...

10.

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

Abstract:

Loading...

11.

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

Abstract:

Loading...

12.

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

Downloads 0 (893,422)

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

Abstract:

Loading...

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

Abstract:

Loading...