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Dennis Chung

Professor, Accounting

Burnaby

Room: WMC 3363

Phone: 778.782.4355

Email: dychung@sfu.ca

Credentials

B.Comm. (U.Manitoba), M.Sc. (U.Sask), Ph.D.(U.Alberta), CPA, CA

Biography

Dennis Chung completed his PhD at the University of Alberta. He is a Canadian Chartered Professional Accountant and has previously taught at Clarkson University, the Hong Kong Polytechnic University, the University of Manitoba, and the University of Saskatchewan. He also worked in public practice during the early 1980s with the firm Deloitte Haskins & Sells.

His publications have appeared in the Financial Times Top 50 Journals, such as Review of Finance, Contemporary Accounting Research, Journal of Finance, Journal of Financial Economics, and Journal of Financial and Quantitative Analysis.

Research Interests

Financial Disclosure, Market Behaviour, Liquidity, Investor Protection

Selected Publications

articles and reports

Brockman, P., Brockman, P., Chung, D. Y., Snow, N. M., & Snow, N. M. (2023). Search-Based Peer Groups and Commonality in Liquidity. Review of Finance, 27(1), 33-77. http://doi.org/10.1093/rof/rfab033

Chung, D. Y., Hrazdil, K., Novak, J., & Suwanyangyuan, N. (2019). Does the large amount of information in corporate disclosures hinder or enhance price discovery in the capital market? Journal of Contemporary Accounting and Economics, 15(1), 36-52. http://doi.org/10.1016/j.jcae.2018.12.001

Brockman, P., Chung, D. Y., & Shaw, K. W. (2017). The R&D-abnormal return anomaly: a transaction cost explanation. Review of Quantitative Finance and Accounting, 48(2), 385-406. http://doi.org/10.1007/s11156-016-0555-3

Chung, D. Y., Hrazdil, K., & Trottier, K. (2015). On the efficiency of intra-industry information transfers: The dilution of the overreaction anomaly. Journal of Banking and Finance, 60, 153-167. http://doi.org/10.1016/j.jbankfin.2015.08.013

Chung, D. Y., & Hrazdil, K. (2012). Speed of convergence to market efficiency: The role of ECNs. Journal of Empirical Finance, 19(5), 702-720. http://doi.org/10.1016/j.jempfin.2012.08.006

Chung, D. Y., & Hrazdil, K. (2011). Market efficiency and the post-earnings announcement drift. Contemporary Accounting Research, 28(3), 926-956. http://doi.org/10.1111/j.1911-3846.2011.01078.x

Chung, D., & Hrazdil, K. (2010). Liquidity and market efficiency: A large sample study. Journal of Banking and Finance, 34(10), 2346-2357. http://doi.org/10.1016/j.jbankfin.2010.02.021

Brockman, P., Chung, D. Y., & Yan, X. (2009). Block ownership, trading activity, and market liquidity. Journal of Financial and Quantitative Analysis, 44(6), 1403-1426. http://doi.org/10.1017/S0022109009990378

Brockman, P., Chung, D. Y., & Pérignon, C. (2009). Commonality in liquidity: A global perspective. Journal of Financial and Quantitative Analysis, 44(4), 851-882. http://doi.org/10.1017/S0022109009990123

Brockman, P., & Chung, D. Y. (2008). Commonality under market stress: Evidence from an order-driven market. International Review of Economics and Finance, 17(2), 179-196. http://doi.org/10.1016/j.iref.2007.06.002

Brockman, P., & Chung, D. Y. (2008). Investor protection, adverse selection, and the probability of informed trading. Review of Quantitative Finance and Accounting, 30(2), 111-131. http://doi.org/10.1007/s11156-007-0049-4

Chung, D. Y., Isakov, D., & Pérignon, C. (2007). Repurchasing shares on a second trading line. Review of Finance, 11(2), 253-285. http://doi.org/10.1093/rof/rfm006

Brockman, P., & Chung, D. Y. (2006). Index inclusion and commonality in liquidity: Evidence from the Stock Exchange of Hong Kong. International Review of Financial Analysis, 15(4-5), 291-305. http://doi.org/10.1016/j.irfa.2005.09.003

Brockman, P., & Chung, D. Y. (2003). The inter-temporal behavior of informed and uninformed traders. Review of Quantitative Finance and Accounting, 21(3), 251-265. http://doi.org/10.1023/A:1027336414897

Brockman, P., & Chung, D. Y. (2003). Investor Protection and Firm Liquidity. The Journal of Finance, 58(2), 921-938. http://doi.org/10.1111/1540-6261.00551

Brockman, P., & Chung, D. Y. (2002). The impact of informed trading on corporate liquidity. Journal of Multinational Financial Management, 12(3), 239-259. http://doi.org/10.1016/S1042-444X(01)00053-6

Brockman, P., & Chung, D. Y. (2002). Commonality in liquidity: Evidence from an order-driven market structure. Journal of Financial Research, 25(4), 521-539. http://doi.org/10.1111/1475-6803.00035

Brockman, P., & Chung, D. Y. (2001). Managerial timing and corporate liquidity: : Evidence from actual share repurchases. Journal of Financial Economics, 61(3), 417-448. http://doi.org/10.1016/S0304-405X(01)00068-X

Brockman, P., & Chung, D. Y. (2000). An empirical investigation of trading on asymmetric information and heterogeneous prior beliefs. Journal of Empirical Finance, 7(5), 417-454. http://doi.org/10.1016/S0927-5398(00)00020-7

Brockman, P., & Chung, D. Y. (2000). Informed and uninformed trading in an electronic, order-driven environment. Financial Review, 35(2), 125-146. http://doi.org/10.1111/j.1540-6288.2000.tb01417.x

Brockman, P., & Chung, D. Y. (1999). An analysis of depth behavior in an electronic, order-driven environment. Journal of Banking and Finance, 23(12), 1861-1886. http://doi.org/10.1016/S0378-4266(99)00044-8

Brockman, P., & Chung, D. Y. (1999). BID-ASK spread components in an order-driven environment. Journal of Financial Research, 22(2), 227-246. http://doi.org/10.1111/j.1475-6803.1999.tb00724.x

Chung, D. Y. (1999). The informational effect of corporate lobbying against proposed accounting standards. Review of Quantitative Finance and Accounting, 12(3), 243-270. http://doi.org/10.1023/A:1008374831913

Brockman, P., & Chung, D. Y. (1998). Inter- and intra-day liquidity patterns on the stock exchange of Hong Kong. Journal of International Financial Markets, Institutions and Money, 8(3-4), 277-298. http://doi.org/10.1016/S1042-4431(98)00040-7

Chung, D. Y., & Lee, J. (1998). Ownership structure and trading volume reaction to earnings announcements: Evidence from Japan. Pacific Basin Finance Journal, 6(1-2), 45-60. http://doi.org/10.1016/S0927-538X(98)00004-3

CHUNG, D. Y., & LINDSAY, W. D. (1988). The pricing of audit services: The Canadian perspective. Contemporary Accounting Research, 5(1), 19-46. http://doi.org/10.1111/j.1911-3846.1988.tb00693.x