Peter P. Lung

University of Dayton

300 College Park

Dayton, OH 45469

United States

SCHOLARLY PAPERS

3

DOWNLOADS
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Top 6,513

in Total Papers Downloads

6,663

CITATIONS

2

Scholarly Papers (3)

1.

Research Ranking of Finance Departments: A Modified Citation Approach

Number of pages: 25 Posted: 10 Jan 2005
Kam C. Chan, Peter P. Lung and Edward R. Wolfe
Western Kentucky University - Department of Accounting and Finance, University of Dayton and Western Kentucky University - Gordon Ford College of Business
Downloads 6,663 (904)
Citation 2

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Department ranking, research, finance

2.

Asymmetric Volatility and Trading Activity in Index Futures Options

Financial Review, Vol. 40, No. 3, August 2005
Posted: 22 May 2005
Kam C. Chan, Louis T. W. Cheng and Peter P. Lung
Pace University, Hong Kong Polytechnic University - School of Accounting and Finance and University of Dayton

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Futures options, implied volatility, asymmetric response

3.

Testing the New Buying Pressure Hypothesis During the Asian Financial Crisis: Evidence from Hang Seng Index Options

Journal of Financial Research, Forthcoming
Posted: 21 Jan 2005
Kam C. Chan, Louis T. W. Cheng and Peter P. Lung
Western Kentucky University - Department of Accounting and Finance, Hong Kong Polytechnic University - School of Accounting and Finance and University of Dayton

Abstract:

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Asian financial crisis, buying pressure

Other Papers (2)

Total Downloads: 52
1.

Mispricing and the Cross-Section of Stock Returns

Number of pages: 49 Posted: 21 Mar 2007
Carl R. Chen, Peter P. Lung and F. Albert Wang
University of Dayton, University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 40

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model-based mispricing, mispricing strategy, contrarian strategy, return predictability, price-dividend ratio, overreaction to growth, cross-section of stock returns

2.

Stock Market Mispricing: Inflation Illusion or Resale Option?

Number of pages: 66 Posted: 15 Mar 2006
Carl R. Chen, Peter P. Lung and F. Albert Wang
University of Dayton, University of Dayton and University of Dayton - School of Business Administration - Department of Economics and Finance
Downloads 12

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equity mispricing, overconfidence, heterogeneous beliefs, resale option, inflation illusion, short-sales constraints, asset price bubbles