Peter P. Lung

463 total citations
31 papers, 336 citations indexed

About

Peter P. Lung is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Peter P. Lung has authored 31 papers receiving a total of 336 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 16 papers in Economics and Econometrics and 12 papers in Accounting. Recurrent topics in Peter P. Lung's work include Financial Markets and Investment Strategies (29 papers), Stochastic processes and financial applications (12 papers) and Market Dynamics and Volatility (10 papers). Peter P. Lung is often cited by papers focused on Financial Markets and Investment Strategies (29 papers), Stochastic processes and financial applications (12 papers) and Market Dynamics and Volatility (10 papers). Peter P. Lung collaborates with scholars based in United States, China and Hong Kong. Peter P. Lung's co-authors include Carl R. Chen, Kam C. Chan, Darren K. Hayunga, Nicholas S. P. Tay, Dehong Liu, Louis T. W. Cheng, Yuanchen Chang, Lili Zhang, J. David Diltz and Ying Huang and has published in prestigious journals such as Journal of Banking & Finance, Journal of Financial and Quantitative Analysis and Real Estate Economics.

In The Last Decade

Peter P. Lung

27 papers receiving 326 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Peter P. Lung United States 11 256 175 151 32 28 31 336
Frank S. Skinner United Kingdom 11 229 0.9× 190 1.1× 114 0.8× 33 1.0× 19 0.7× 44 383
Christopher M. Hrdlicka United States 8 255 1.0× 179 1.0× 214 1.4× 67 2.1× 16 0.6× 21 387
Geoffrey C. Friesen United States 9 254 1.0× 156 0.9× 186 1.2× 43 1.3× 65 2.3× 21 365
Guillermo Baquero Germany 8 295 1.2× 179 1.0× 185 1.2× 32 1.0× 25 0.9× 17 359
Joshy Jacob India 10 178 0.7× 188 1.1× 195 1.3× 48 1.5× 23 0.8× 36 338
Rik Frehen Netherlands 7 222 0.9× 187 1.1× 119 0.8× 28 0.9× 35 1.3× 17 302
Mathijs Cosemans Netherlands 8 349 1.4× 221 1.3× 148 1.0× 34 1.1× 55 2.0× 14 400
Richard Lowery United States 9 234 0.9× 187 1.1× 162 1.1× 29 0.9× 33 1.2× 21 334
Francesco Sangiorgi Germany 11 368 1.4× 215 1.2× 199 1.3× 26 0.8× 52 1.9× 24 467
Winston Wei Dou United States 11 204 0.8× 174 1.0× 143 0.9× 32 1.0× 24 0.9× 45 329

Countries citing papers authored by Peter P. Lung

Since Specialization
Citations

This map shows the geographic impact of Peter P. Lung's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter P. Lung with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter P. Lung more than expected).

Fields of papers citing papers by Peter P. Lung

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter P. Lung. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter P. Lung. The network helps show where Peter P. Lung may publish in the future.

Co-authorship network of co-authors of Peter P. Lung

This figure shows the co-authorship network connecting the top 25 collaborators of Peter P. Lung. A scholar is included among the top collaborators of Peter P. Lung based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Peter P. Lung. Peter P. Lung is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Lung, Peter P., et al.. (2021). Index option trading and equity volatility: Evidence from the SSE 50 and CSI 500 stocks. International Review of Economics & Finance. 73. 60–75. 3 indexed citations
2.
Liu, Dehong, et al.. (2020). Implied volatility forecast and option trading strategy. International Review of Economics & Finance. 71. 943–954. 10 indexed citations
3.
Liu, Dehong, 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. 7 indexed citations
4.
Lung, Peter P., et al.. (2019). 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(11). 2625–2638. 3 indexed citations
5.
Liu, Dehong, 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. 6 indexed citations
6.
Lung, Peter P., et al.. (2018). Risk management in student-managed funds. Managerial Finance. 46(5). 692–702. 3 indexed citations
7.
Liu, Dehong, et al.. (2016). The equity mispricing: Evidence from China's stock market. Pacific-Basin Finance Journal. 39. 211–223. 22 indexed citations
8.
Hayunga, Darren K., et al.. (2012). Derivatives traders’ reaction to mispricing in the underlying equity. Journal of Banking & Finance. 36(9). 2438–2454.
9.
Chen, Carl R., et al.. (2012). Where are the sources of stock market mispricing and excess volatility?. Review of Quantitative Finance and Accounting. 41(4). 631–650. 7 indexed citations
10.
Chen, Carl R., J. David Diltz, Ying Huang, & Peter P. Lung. (2011). Stock and option market divergence in the presence of noisy information. Journal of Banking & Finance. 35(8). 2001–2020. 14 indexed citations
11.
Lung, Peter P., et al.. (2011). Cashing in on Fear: Implied Jump Risk Premium and the Cross-Section of Option Returns. SSRN Electronic Journal.
12.
Chatjuthamard, Pattanaporn, Peter P. Lung, Takeshi Nishikawa, & Ramesh P. Rao. (2009). Leverage-reducing exchange offers and bondholder–stockholder wealth transfers: A re-evaluation. International Review of Economics & Finance. 19(1). 81–94. 4 indexed citations
13.
Chan, Kam C., Carl R. Chen, & Peter P. Lung. (2009). Business Cycles and Net Buying Pressure in the S&P 500 Futures Options. European Financial Management. 16(4). 624–657. 5 indexed citations
14.
Chen, Carl R., et al.. (2009). Stock Market Mispricing: Money Illusion or Resale Option?. Journal of Financial and Quantitative Analysis. 44(5). 1125–1147. 28 indexed citations
15.
Chen, Carl R., et al.. (2008). Mispricing and the cross-section of stock returns. Review of Quantitative Finance and Accounting. 32(4). 317–349. 9 indexed citations
16.
Chen, Carl R., et al.. (2006). Stock Market Mispricing: Inflation Illusion or Resale Option?. SSRN Electronic Journal. 2 indexed citations
17.
Chan, Kam C., Louis T. W. Cheng, & Peter P. Lung. (2005). Testing the New Buying Pressure Hypothesis During the Asian Financial Crisis: Evidence from Hang Seng Index Options. SSRN Electronic Journal.
18.
Chan, Kam C., Carl R. Chen, & Peter P. Lung. (2005). Ranking of finance programs in the Asia-Pacific region: An update. Pacific-Basin Finance Journal. 13(5). 584–600. 18 indexed citations
19.
Chan, Kam C., Louis T. W. Cheng, & Peter P. Lung. (2005). Asymmetric Volatility and Trading Activity in Index Futures Options. Financial Review. 40(3). 381–407. 4 indexed citations
20.
Chen, Carl R., Peter P. Lung, & Nicholas S. P. Tay. (2004). Information flow between the stock and option markets: Where do informed traders trade?. Review of Financial Economics. 14(1). 1–23. 44 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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Breakdown of academic impact, for papers by Frank S. Skinner Breakdown of academic impact, for papers by Christopher M. Hrdlicka Breakdown of academic impact, for papers by Geoffrey C. Friesen Breakdown of academic impact, for papers by Guillermo Baquero Breakdown of academic impact, for papers by Joshy Jacob Breakdown of academic impact, for papers by Rik Frehen Breakdown of academic impact, for papers by Mathijs Cosemans Breakdown of academic impact, for papers by Richard Lowery Breakdown of academic impact, for papers by Francesco Sangiorgi Breakdown of academic impact, for papers by Winston Wei Dou
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