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~person:"Lung, Peter P."
~subject:"Behavioural finance"
~subject:"Index futures"
~subject:"Portfolio selection"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Index futures
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Lung, Peter P.
Ryu, Doojin
9
Zhang, Jin E.
8
Poteshman, Allen M.
7
Wu, Liuren
7
Carr, Peter
5
Doran, James S.
5
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Financial management
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International review of economics & finance : IREF
1
Journal of financial and quantitative analysis : JFQA
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of futures markets
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1
Index option trading and equity volatility : evidence from the SSE 50 and CSI 500 stocks
Sui, Cong
;
Lung, Peter P.
;
Yang, Mo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 60-75
Persistent link: https://www.econbiz.de/10012672300
Saved in:
2
Tipping and option trading
Lung, Peter P.
;
Xu, Pisun
- In:
Financial management
43
(
2014
)
3
,
pp. 671-701
Persistent link: https://www.econbiz.de/10011338974
Saved in:
3
Trading in the options market around financial analysts' consensus revisions
Hayunga, Darren K.
;
Lung, Peter P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 725-747
Persistent link: https://www.econbiz.de/10010487740
Saved in:
4
Asymmetric volatility and trading activity in index futures options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
The financial review : the official publication of the …
40
(
2005
)
3
,
pp. 381-407
Persistent link: https://www.econbiz.de/10003105060
Saved in:
5
Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1165-1194
Persistent link: https://www.econbiz.de/10002428697
Saved in:
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