| When does investor sentiment predict stock returns? SL Chung, CH Hung, CY Yeh Journal of Empirical Finance 19 (2), 217-240, 2012 | 402 | 2012 |
| Richardson extrapolation techniques for the pricing of American‐style options CC Chang, SL Chung, RC Stapleton Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 97 | 2007 |
| Richardson extrapolation techniques for the pricing of American‐style options CC Chang, SL Chung, RC Stapleton Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007 | 97 | 2007 |
| The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index SL Chung, WC Tsai, YH Wang, PS Weng Journal of Futures Markets 31 (12), 1170-1201, 2011 | 75 | 2011 |
| The diversification effects of volatility-related assets HC Chen, SL Chung, KY Ho Journal of Banking & Finance 35 (5), 1179-1189, 2011 | 69 | 2011 |
| Static hedging and pricing American options SL Chung, PT Shih Journal of Banking & Finance 33 (11), 2140-2149, 2009 | 55 | 2009 |
| The impact of liquidity on option prices RK Chou, SL Chung, YJ Hsiao, YH Wang Journal of Futures Markets 31 (12), 1116-1141, 2011 | 47 | 2011 |
| The impact of liquidity on option prices RK Chou, SL Chung, YJ Hsiao, YH Wang Journal of Futures Markets 31 (12), 1116-1141, 2011 | 45 | 2011 |
| Generalized cox-ross-rubinstein binomial models SL Chung, PT Shih Management Science 53 (3), 508-520, 2007 | 42 | 2007 |
| Catastrophe risk management with counterparty risk using alternative instruments YC Wu, SL Chung Insurance: Mathematics and Economics 47 (2), 234-245, 2010 | 40 | 2010 |
| Option pricing in a multi-asset, complete market economy RR Chen, SL Chung, TT Yang Journal of Financial and Quantitative Analysis 37 (4), 649-666, 2002 | 39 | 2002 |
| Tight bounds on American option prices SL Chung, MW Hung, JY Wang Journal of Banking & Finance 34 (1), 77-89, 2010 | 38 | 2010 |
| Option implied cost of equity and its properties A Câmara, SL Chung, YH Wang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 33 | 2009 |
| Generalized analytical upper bounds for American option prices SL Chung, HC Chang Journal of Financial and Quantitative Analysis 42 (1), 209-227, 2007 | 31 | 2007 |
| Loan guarantee portfolios and joint loan guarantees with stochastic interest rates CC Chang, SL Chung, MT Yu The Quarterly Review of Economics and Finance 46 (1), 16-35, 2006 | 31 | 2006 |
| The impacts of individual and institutional trading on futures returns and volatility: Evidence from emerging index futures markets WH Kuo, SL Chung, CY Chang Journal of Futures Markets 35 (3), 222-244, 2015 | 30 | 2015 |
| Static hedging and pricing American knock-in put options SL Chung, PT Shih, WC Tsai Journal of Banking & Finance 37 (1), 191-205, 2013 | 27 | 2013 |
| The binomial Black–Scholes model and the Greeks SL Chung, M Shackleton Journal of Futures Markets 22 (2), 143-153, 2002 | 27 | 2002 |
| The binomial Black–Scholes model and the Greeks SL Chung, M Shackleton Journal of Futures Markets 22 (2), 143-153, 2002 | 27 | 2002 |
| American option valuation under stochastic interest rates SL Chung Review of Derivatives Research 3, 283-307, 2000 | 26 | 2000 |
Mark B. ShackletonProfessor of Finance, Accounting and Finance, Lancaster University Management SchoolVerified email at lancaster.ac.uk
