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Investor participation and the volatility-volume relation : evidence from an emerging market
Bian, Jiangze; Chan, Kalok; Fong, Wai-ming - In: Emerging markets review 45 (2020)
Persistent link: https://www.econbiz.de/10012503237
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The pricing of time-varying exchange rate risk in the stock market : a nonparametric approach
Chung, Y. Peter; Zhou, Zhong-guo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009521656
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The win-loss ratio as an ability signal of mutual fund managers : a measure that is less influenced by luck
Chung, Y. Peter; Kim, Thomas - In: Financial markets and portfolio management 29 (2015) 4, pp. 301-335
Persistent link: https://www.econbiz.de/10011444859
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Asymmetric correlation as an explanation for the effect of asset skewness on equity returns
Chung, Y. Peter; Kim, Thomas S. - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 686-699
Persistent link: https://www.econbiz.de/10011779392
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Extreme returns and herding of trade imbalances
Chung, Y. Peter; Kim, S. Thomas - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2379-2399
Persistent link: https://www.econbiz.de/10011804723
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Venture capital exits and investments : the influences of market run-up, market timing, and media attention
Chung, Y. Peter; Liu, Yun; Smith, Richard L. - In: The Quarterly Journal of Finance : QJF 13 (2023) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10014490215
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The variation in variance risk premium and its predictive power : evidence from option market sentiments
Chung, Y. Peter; Yoon, Sun-Joong - In: The quarterly journal of finance 10 (2020) 3, pp. 1-46
Persistent link: https://www.econbiz.de/10012627370
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What causes the asymmetric correlation in stock returns?
Chung, Y. Peter; Hong, Hyun A.; Kim, S. Thomas - In: Journal of empirical finance 54 (2019), pp. 190-212
Persistent link: https://www.econbiz.de/10012174849
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Which firms benefit from market making?
Chung, Y. Peter; Kim, S. Thomas; Kutsuna, Kenji; Smith, … - In: Financial markets and portfolio management 34 (2020) 1, pp. 33-63
Persistent link: https://www.econbiz.de/10012225033
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Do behavioral biases affect order aggressiveness?
Bian, Jiangze; Chan, Kalok; Shi, Donghui; Zhou, Hao - In: Review of finance : journal of the European Finance … 22 (2018) 3, pp. 1121-1151
Persistent link: https://www.econbiz.de/10012005276