Peter Lung
Affiliations: | Finance & Real Estate | University of Texas at Arlington, Arlington, TX, United States |
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"Peter Lung"
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Publications
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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 |