Peter Lung

Affiliations: 
Finance & Real Estate University of Texas at Arlington, Arlington, TX, United States 
Area:
Finance
Google:
"Peter Lung"
BETA: Related publications

Publications

You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Sui C, Lung P, Yang M. (2020) Predictable Dynamics in the Implied Volatility Surface Based on Weighted Least Squares: Evidence from Soybean Meal Futures Options in China Emerging Markets Finance and Trade. 56: 2625-2638
Lin T, Liu D, Zhang L, et al. (2019) The information content of realized volatility of sector indices in China’s stock market International Review of Economics & Finance. 64: 625-640
Liu D, Qiu Q, Hughen JC, et al. (2019) Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China International Review of Economics & Finance. 64: 557-571
Liu D, Gu H, Lung P. (2016) The equity mispricing: Evidence from China's stock market Pacific Basin Finance Journal. 39: 211-223
See more...