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 42
Momentum, Size and Value Factors versus Systematic Co-moments in Stock Returns 0 0 0 14 0 0 2 65
Return Explanatory Ability and Predictability of Non-Linear Market Models 1 1 1 6 1 1 2 60
Total Working Papers 1 1 1 23 1 1 6 167

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 57
An anatomy of credit risk transfer between sovereign and financials in the Eurozone crisis 0 0 0 7 0 0 0 88
Bank political connections and performance in China 0 0 3 32 0 1 12 146
CAPM, Higher Co‐moment and Factor Models of UK Stock Returns 0 0 0 22 0 2 3 107
Competition or manipulation? An empirical evidence of determinants of the earnings persistence of the U.S. banks 1 1 3 12 1 2 4 128
Corporate bond prices and idiosyncratic risk: Evidence from Australia 0 0 1 10 0 1 2 84
Corporate financing and anticipated credit rating changes 0 0 0 13 0 2 3 65
Determinants of stock returns: Factors or systematic co-moments? Crisis versus non-crisis periods 0 0 1 24 0 0 1 168
How do momentum strategies ‘score’ against individual investors in Taiwan, Hong Kong and Korea? 0 0 1 6 1 2 4 35
Informed momentum trading versus uninformed "naive" investors strategies 0 0 0 18 0 1 2 130
Investor sentiment and the pre-FOMC announcement drift 0 0 0 3 0 2 4 23
Investor sentiment as conditioning information in asset pricing 0 1 4 108 0 2 12 326
Linking the interest rate swap markets to the macroeconomic risk: The UK and us evidence 0 0 1 29 0 0 3 122
Non-Tradable Share Reform, Liquidity, and Stock Returns in China 0 0 0 2 0 1 4 34
Peer firms’ credit rating changes and corporate financing 0 0 2 7 0 2 5 34
Return Predictability of Higher‐Moment CAPM Market Models 0 0 0 0 0 0 0 2
The Fed and the stock market: A tale of sentiment states 0 1 1 7 0 4 11 29
When does investor sentiment predict stock returns? 3 5 9 85 3 7 18 388
Total Journal Articles 4 8 26 408 5 29 88 1,966

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

Statistics updated 2025-07-04