Y. PETER CHUNG

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-0288-1230

Publications

• Extreme Returns and Herding of Trade Imbalances — Review of Finance 2017
• The Informational Role of Stock and Option Volume — The Review of Financial Studies 2002
• Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence — The Journal of Finance 2000
• Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments? — Journal of Financial and Quantitative Analysis 1999
• The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options — Journal of Financial and Quantitative Analysis 1995
• Exchange Rate Fluctuations, Political Risk, and Stock Returns: Some Evidence from an Emerging Market — Journal of Financial and Quantitative Analysis 1995
• Why Option Prices Lag Stock Prices: A Trading-based Explanation — The Journal of Finance 1993
• A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability — The Journal of Finance 1991