| Exchange rate fluctuations, political risk, and stock returns: Some evidence from an emerging market W Bailey, YP Chung Journal of financial and quantitative analysis 30 (4), 541-561, 1995 | 456 | 1995 |
| The informational role of stock and option volume K Chan, YP Chung, WM Fong The Review of Financial Studies 15 (4), 1049-1075, 2002 | 453 | 2002 |
| Asset pricing when returns are nonnormal: Fama‐french factors versus higher‐order systematic comoments YP Chung, H Johnson, MJ Schill The Journal of Business 79 (2), 923-940, 2006 | 343 | 2006 |
| Why option prices lag stock prices: A trading‐based explanation K Chan, YP Chung, H Johnson The Journal of Finance 48 (5), 1957-1967, 1993 | 338 | 1993 |
| Foreign ownership restrictions and equity price premiums: what drives the demand for cross-border investments? W Bailey, YP Chung, JK Kang Journal of financial and quantitative analysis 34 (4), 489-511, 1999 | 278 | 1999 |
| The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options K Chan, YP Chung, H Johnson Journal of Financial and Quantitative Analysis 30 (3), 329-346, 1995 | 268 | 1995 |
| A transactions data test of stock index futures market efficiency and index arbitrage profitability YP Chung The Journal of Finance 46 (5), 1791-1809, 1991 | 235 | 1991 |
| How important is capital structure policy to firm survival? YP Chung, HS Na, R Smith Journal of Corporate Finance 22, 83-103, 2013 | 109 | 2013 |
| Depositary receipts, country funds, and the peso crash: The intraday evidence W Bailey, K Chan, YP Chung The Journal of Finance 55 (6), 2693-2717, 2000 | 83 | 2000 |
| Intraday relationships among index arbitrage, spot and futures price volatility, and spot market volume: A transactions data test K Chan, YP Chung Journal of banking & finance 17 (4), 663-687, 1993 | 82 | 1993 |
| Risk and return in the Philippine equity market: A multifactor exploration W Bailey, YP Chung Pacific-Basin Finance Journal 4 (2-3), 197-218, 1996 | 39 | 1996 |
| Vector autoregression or simultaneous equations model? The intraday relationship between index arbitrage and market volatility K Chan, YP Chung Journal of banking & finance 19 (1), 173-179, 1995 | 35 | 1995 |
| Extendible options: the general case YP Chung, H Johnson Finance Research Letters 8 (1), 15-20, 2011 | 17 | 2011 |
| Index-futures arbitrage in Japan YP Chung, JK Kang, SG Rhee The Japanese Finance: Corporate Finance and Capital Markets in... 4, 173-197, 2003 | 15 | 2003 |
| The lead-lag relationship between the stock market and the stock index futures market in Japan YP Chung, JK Kang, SG Rhee Research in finance. Supplement 2, 9-32, 1994 | 13 | 1994 |
| Asymmetric Price Distribution and Bid–Ask Quotes in the Stock Options Market K Chan, Y Peter Chung Asia‐Pacific Journal of Financial Studies 41 (1), 87-102, 2012 | 12 | 2012 |
| Investment restrictions and the pricing of Korean convertible Eurobonds W Bailey, YP Chung, J Kag Pacific-Basin Finance Journal 4 (1), 93-111, 1996 | 12 | 1996 |
| The predictability of stock returns–a nonparametric approach Y Peter Chung, Z Zhou Econometric Reviews 15 (3), 299-330, 1996 | 12 | 1996 |
| Asymmetric price distribution and bid-ask quotes in the stock options market K Chan, YP Chung | 8 | 1999 |
| Asymmetric correlation as an explanation for the effect of asset skewness on equity returns YP Chung, TS Kim Asia‐Pacific Journal of Financial Studies 46 (5), 686-699, 2017 | 6 | 2017 |
