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 0 2 34
Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns 0 0 0 10 4 5 8 53
Return Explanatory Ability and Predictability of Non-Linear Market Models 0 0 0 4 0 0 4 44
When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation? 0 0 2 3 0 0 4 19
Total Working Papers 0 0 2 20 4 5 18 150


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 0 0 54
An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis 1 1 2 7 3 6 8 46
Bank political connections and performance in China 0 1 4 10 3 6 22 60
CAPM, Higher Co-moment and Factor Models of UK Stock Returns 0 0 0 115 0 0 2 307
CAPM, Higher Co‐moment and Factor Models of UK Stock Returns 0 0 0 19 0 0 0 38
Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks 0 0 1 2 1 2 13 30
Corporate bond prices and idiosyncratic risk: Evidence from Australia 0 0 0 5 0 0 1 56
Corporate financing and anticipated credit rating changes 0 0 4 8 1 2 11 26
Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods 1 1 3 22 1 1 4 77
How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea? 0 0 0 5 0 0 4 27
Informed momentum trading versus uninformed "naive" investors strategies 0 0 0 18 1 1 2 113
Investor sentiment as conditioning information in asset pricing 0 0 3 83 2 4 16 244
Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence 0 0 2 24 0 0 9 95
Non-Tradable Share Reform, Liquidity, and Stock Returns in China 0 0 1 2 1 2 7 19
Return Predictability of Higher-Moment CAPM Market Models 0 0 1 55 0 0 3 151
Return Predictability of Higher‐Moment CAPM Market Models 0 0 0 0 0 0 0 0
When does investor sentiment predict stock returns? 0 0 0 46 2 2 5 210
Total Journal Articles 2 3 21 444 15 26 107 1,553


Statistics updated 2019-10-05