Access Statistics for Chi-Hsiou Daniel Hung

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exploiting Predictability in International Anomalies 0 0 0 3 0 3 5 47
Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns 0 0 0 14 0 5 7 72
Return Explanatory Ability and Predictability of Non-Linear Market Models 0 0 1 6 0 6 9 68
Total Working Papers 0 0 1 23 0 14 21 187

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Active momentum trading versus passive ' naive diversification' 0 0 0 23 0 1 1 58
An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis 0 0 0 7 0 2 6 94
Bank political connections and performance in China 0 0 0 32 1 6 11 156
CAPM, Higher Co‐moment and Factor Models of UK Stock Returns 0 0 0 22 1 6 14 119
Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks 0 1 2 13 0 5 10 136
Corporate bond prices and idiosyncratic risk: Evidence from Australia 0 0 0 10 0 3 7 90
Corporate financing and anticipated credit rating changes 0 0 0 13 0 4 7 70
Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods 0 0 0 24 6 9 10 178
How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea? 0 0 0 6 0 0 3 36
Informed momentum trading versus uninformed "naive" investors strategies 0 1 1 19 3 11 13 142
Investor sentiment and the pre-FOMC announcement drift 0 0 0 3 1 4 8 28
Investor sentiment as conditioning information in asset pricing 0 0 1 108 0 2 7 330
Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence 0 0 0 29 0 5 5 127
Non-Tradable Share Reform, Liquidity, and Stock Returns in China 0 0 0 2 0 1 3 35
Peer firms’ credit rating changes and corporate financing 0 0 0 7 0 4 8 40
Return Predictability of Higher‐Moment CAPM Market Models 0 0 0 0 1 6 8 10
The Fed and the stock market: A tale of sentiment states 0 0 1 7 1 6 17 40
When does investor sentiment predict stock returns? 0 0 9 88 0 1 19 398
Total Journal Articles 0 2 14 413 14 76 157 2,087

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04