Pei Lung

University of Denver

Professor

2101 S. University Blvd.

Denver, CO 80208-8921

United States

SCHOLARLY PAPERS

3

DOWNLOADS

384

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Ideas:
“  Does mean-reversion of implied volatility generate abnormal returns  ”

Scholarly Papers (3)

1.

SEC Comment Letters: An Unlikely Secret Weapon for Forensic Accountants, Short Sellers, and Other Financial Statement Users

Number of pages: 30 Posted: 24 Dec 2015 Last Revised: 25 Dec 2015
University of Denver, University of Denver and University of Denver
Downloads 273 (212,259)
Citation 4

Abstract:

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SEC Comment Letters, Fraud Models, Information Content

2.

Risk Management in Student-Managed Funds: Earnings Announcements and the Collar Strategy

Number of pages: 24 Posted: 25 Jul 2018
J. Christopher Hughen and Pei Lung
University of Denver - Daniels College of Business and University of Denver
Downloads 111 (463,480)
Citation 2

Abstract:

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student-managed investment funds, option hedging, collar strategies, earnings announcements

3.

Does Mean-Reversion of Implied Volatility Generate Abnormal Returns

Posted: 21 Apr 2023
Pei Lung
University of Denver

Abstract:

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IV, options