Dennis Chung

Finance · 2002–2010

A researcher in the Science corpus: 5 papers; trusts 9 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Dennis Chung trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tarun Chordia
  2. Richard Roll
  3. Avanidhar Subrahmanyam
  4. Paul A. Gompers
  5. Michael A. Goldstein
  6. Y. Amihud
  7. Ananth Madhavan
  8. Maureen O’Hara

Who trusts Dennis Chung overall

  1. C. Rösch
  2. Wei-peng Chen
  3. C. Kaserer
  4. Kuan-Hui Lee
  5. G. Karolyi
  6. Mark H. Lang

Papers from Dennis Chung's perspective

Ordered by how strongly the researchers Dennis Chung trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Institutional Investors and Equity Prices
  2. Eighths, Sixteenths and Market Depth: Changes in Tick Size and Liquidity Provision on the Nyse
  3. Evidence on the Speed of Convergence to Market Efficiency, forthcoming: Journal of Financial Economics
  4. Order imbalance and individual stock returns: theory and evidence
  5. Price Discovery in Auction Markets: A Look Inside the Black Box
  6. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  7. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
  8. Inferring investor behavior: Evidence from TORQ data
  9. Trade Size, Order Imbalance, and the Volatility-Volume Relation
  10. Managerial Decisions and Long-Term Stock Price Performance

Their papers