Herb Johnson

University of California, Riverside (UCR) - Department of Finance and Management Science

Professor of Finance

900 University Avenue

Riverside, CA 92521

United States

SCHOLARLY PAPERS

3

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34

Scholarly Papers (3)

Asset Pricing When Returns are Nonnormal: Fama-French Factors vs. Higher-Order Systematic Co-Moments

Number of pages: 27 Posted: 16 Feb 2004
Y. Peter Chung, Herb Johnson and Michael J. Schill
University of California at Riverside, University of California, Riverside (UCR) - Department of Finance and Management Science and University of Virginia - Darden School of Business
Downloads 924 (32,531)

Abstract:

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Asset Pricing When Returns are Nonnormal: Fama-French Factors vs. Higher-Order Systematic Co-Moments

Number of pages: 23 Posted: 17 May 2001
Y. Peter Chung, Herb Johnson and Michael J. Schill
University of California at Riverside, University of California, Riverside (UCR) - Department of Finance and Management Science and University of Virginia - Darden School of Business
Downloads 587 (59,840)
Citation 25

Abstract:

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2.

The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and Cboe Options

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, September 1995
Posted: 25 Aug 1998
Kalok Chan, Y. Peter Chung and Herb Johnson
CUHK Business School, University of California at Riverside and University of California, Riverside (UCR) - Department of Finance and Management Science

Abstract:

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3.

The First-Passage Approach to Valuing the American Put Option

University of California-Riverside Working Paper 98-03
Posted: 29 Jun 1998
David S. Bunch and Herb Johnson
University of California, Davis - Graduate School of Management and University of California, Riverside (UCR) - Department of Finance and Management Science

Abstract:

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