Peter P. Lung

University of Texas at Arlington

415 S West St Apt no 205

Arlington, TX 76019

United States

SCHOLARLY PAPERS

5

DOWNLOADS

677

SSRN CITATIONS
Rank 46,181

SSRN RANKINGS

Top 46,181

in Total Papers Citations

1

CROSSREF CITATIONS

14

Scholarly Papers (5)

1.

Trading in the Options Market Around the Financial Analysts’ Consensus Revision

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 42 Posted: 18 Jan 2013 Last Revised: 18 Jun 2015
Darren K. Hayunga and Peter P. Lung
University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Texas at Arlington
Downloads 341 (110,484)
Citation 1

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Options, Financial analysts, Price discovery, Informed trading, Neglected firms

2.

Cashing in on Fear: Implied Jump Risk Premium and the Cross-Section of Option Returns

Number of pages: 31 Posted: 22 Jun 2011
Mishuk Chowdhury, Peter P. Lung and John David Diltz
University of Texas at Arlington, University of Texas at Arlington and University of Texas at Arlington
Downloads 158 (232,125)

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fear, jump risk, option returns

Explaining Asset Mispricing Using the Resale Option and Inflation Illusion

Number of pages: 50 Posted: 30 Mar 2010
Darren K. Hayunga and Peter P. Lung
University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Texas at Arlington
Downloads 114 (299,830)

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Asset Mispricing; Heterogeneous Beliefs, Resale Option, Overconfidence Theory, Inflation Illusion, Asset Turnover

Explaining Asset Mispricing Using the Resale Option and Inflation Illusion

Real Estate Economics, Vol. 39, Issue 2, pp. 313-344, 2011
Number of pages: 32 Posted: 26 May 2011
Darren K. Hayunga and Peter P. Lung
University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Texas at Arlington
Downloads 3 (799,553)
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Explaining Asset Mispricing Using the Resale Option and Inflation Illusion

Real Estate Economics, Forthcoming
Posted: 31 Aug 2010 Last Revised: 30 Dec 2013
Darren K. Hayunga and Peter P. Lung
University of Georgia - Department of Insurance, Legal Studies, Real Estate and University of Texas at Arlington

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Asset Mispricing, Heterogeneous Beliefs, Resale Option, Overconfidence Theory, Inflation Illusion, Money-Illusion, Asset Turnover

4.

Derivatives Traders’ Reaction to Mispricing in the Underlying Equity

Journal of Banking and Finance, Vol. 36, No. 9, 2438–2454, 2012
Number of pages: 17 Posted: 14 Jun 2010 Last Revised: 26 Jul 2012
University of Georgia - Department of Insurance, Legal Studies, Real Estate, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics, University of Texas at Arlington and University of Colorado at Denver
Downloads 59 (440,605)

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Options pricing, Short-Sale constraints, Heterogeneous beliefs, Stock overpricing

5.

Business Cycles and Net Buying Pressure in the S&P 500 Futures Options

European Financial Management, Vol. 16, Issue 4, pp. 624-657, September 2010
Number of pages: 34 Posted: 24 Aug 2010
Kam C. Chan, Carl R. Chen and Peter P. Lung
Pace University, University of Dayton and University of Texas at Arlington
Downloads 2 (775,900)
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