Details about Chi-Hsiou Daniel Hung

Access statistics for papers by Chi-Hsiou Daniel Hung.

Last updated 2022-12-07. Update your information in the RePEc Author Service.

Short-id: phu310

Working Papers

2007

1. Exploiting Predictability in International Anomalies
   Department of Economics Working Papers, Durham University, Department of Economics
2. Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns
   Department of Economics Working Papers, Durham University, Department of Economics View citations (4)
3. Return Explanatory Ability and Predictability of Non-Linear Market Models
   Department of Economics Working Papers, Durham University, Department of Economics

Journal Articles

2022

1. The Fed and the stock market: A tale of sentiment states
   Journal of International Money and Finance, 2022, 128, (C) View citations (4)

2021

2. Investor sentiment and the pre-FOMC announcement drift
   Finance Research Letters, 2021, 38, (C) View citations (6)

2020

3. Peer firms’ credit rating changes and corporate financing
   The European Journal of Finance, 2020, 26, (1), 41-63

2018

4. Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks
   Journal of Banking & Finance, 2018, 88, (C), 442-454 View citations (3)

2017

5. Bank political connections and performance in China
   Journal of Financial Stability, 2017, 32, (C), 57-69 View citations (41)
6. Corporate financing and anticipated credit rating changes
   Review of Quantitative Finance and Accounting, 2017, 48, (4), 893-915 View citations (11)

2016

7. An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis
   Journal of International Financial Markets, Institutions and Money, 2016, 41, (C), 102-120 View citations (12)

2015

8. Non-Tradable Share Reform, Liquidity, and Stock Returns in China
   International Review of Finance, 2015, 15, (1), 27-54 View citations (6)

2014

9. Corporate bond prices and idiosyncratic risk: Evidence from Australia
   Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 99-114 View citations (1)
10. Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 14-29 View citations (1)
11. How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea?
    Emerging Markets Review, 2014, 21, (C), 67-81 View citations (4)

2013

12. Active momentum trading versus passive ' naive diversification'
    Quantitative Finance, 2013, 13, (5), 655-663 View citations (2)

2012

13. Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence
    International Review of Financial Analysis, 2012, 22, (C), 38-47 View citations (7)
14. When does investor sentiment predict stock returns?
    Journal of Empirical Finance, 2012, 19, (2), 217-240 View citations (112)

2011

15. Informed momentum trading versus uninformed "naive" investors strategies
    Journal of Banking & Finance, 2011, 35, (11), 3077-3089 View citations (10)

2009

16. Investor sentiment as conditioning information in asset pricing
    Journal of Banking & Finance, 2009, 33, (5), 892-903 View citations (58)

2008

17. Return Predictability of Higher‐Moment CAPM Market Models
    Journal of Business Finance & Accounting, 2008, 35, (7‐8), 998-1022 View citations (1)

2004

18. CAPM, Higher Co‐moment and Factor Models of UK Stock Returns
    Journal of Business Finance & Accounting, 2004, 31, (1‐2), 87-112 View citations (26)